Sun-Yong Choi

Orcid: 0000-0001-7234-7183

According to our database1, Sun-Yong Choi authored at least 11 papers between 2013 and 2025.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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Bibliography

2025
Pricing for perpetual American strangle options under stochastic volatility with fast mean reversion.
Math. Comput. Simul., 2025

2024
Forecasting the S&P 500 Index Using Mathematical-Based Sentiment Analysis and Deep Learning Models: A FinBERT Transformer Model and LSTM.
Axioms, September, 2024

Moderation Effect of Organizational Culture on the Relationship Between R&D Investments and Performance of Leading R&D-Intensive Firms in the US.
IEEE Trans. Engineering Management, 2024

2023
Uncovering the Impact of Local and Global Interests in Artists on Stock Prices of K-Pop Entertainment Companies: A SHAP-XGBoost Analysis.
Axioms, June, 2023

2022
Economic Policy Uncertainty and Sectoral Trading Volume in the U.S. Stock Market: Evidence from the COVID-19 Crisis.
Complex., 2022

Effects of Organizational Culture on Employer Attractiveness of Hotel Firms: Topic Modeling Approach.
Complex., 2022

Analysis of the Term Structure of Major Currencies Using Principal Component Analysis and Autoencoders.
Axioms, 2022

2021
Forecasting Foreign Exchange Volatility Using Deep Learning Autoencoder-LSTM Techniques.
Complex., 2021

2020
Analytic valuation of European continuous-installment barrier options.
J. Comput. Appl. Math., 2020

Forecasting CDS Term Structure Based on Nelson-Siegel Model and Machine Learning.
Complex., 2020

2013
Multiscale analysis of a perpetual American option with the stochastic elasticity of variance.
Appl. Math. Lett., 2013


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