Sun-Yong Choi

Orcid: 0000-0001-7234-7183

According to our database1, Sun-Yong Choi authored at least 12 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
Resourceful and demanding attributes of organisational culture, employee satisfaction, and organisational performance of large R&D intensive firms in the US.
Technol. Anal. Strateg. Manag., November, 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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