Cheoljun Eom

Topological Properties of Stock Networks Based on Random Matrix Theory in Financial Time Series

Hawoong Jeong, Cheoljun Eom, Gapjin Oh, 2007 .

Market efficiency in foreign exchange markets

Gabjin Oh, Cheoljun Eom, Seunghwan Kim, 2007 .

ANALYSIS OF BITCOIN MARKET EFFICIENCY BY USING MACHINE LEARNING

Taisei Kaizoji, Lukáš Pichl, Yuki Hirano, 2018, CBU International Conference Proceedings.

Deterministic factors of stock networks based on cross-correlation in financial market

Gabjin Oh, G. Oh, Seunghwan Kim, 2007, 0705.0076.

Stock Network an Efficient Portfolio in Korean Stock Market

Cheoljun Eom, Huh Hwa, Kang Suk Kyoo, 2006 .

Effect of changing data size on eigenvalues in the Korean and Japanese stock markets

Woo-Sung Jung, Taisei Kaizoji, Cheoljun Eom, 2009 .

Bitcoin and investor sentiment: Statistical characteristics and predictability

Sang Hoon Kang, Taisei Kaizoji, Lukáš Pichl, 2019, Physica A: Statistical Mechanics and its Applications.

Topological properties of stock networks based on minimal spanning tree and random matrix theory in financial time series

Woo-Sung Jung, Gabjin Oh, Hawoong Jeong, 2009 .

Long-term memory and volatility clustering in high-frequency price changes

Gabjin Oh, G. Oh, Seunghwan Kim, 2008 .