Sondo Kim

Asymmetric market efficiency using the index-based asymmetric-MFDFA

Jae Wook Song, Woojin Chang, Minhyuk Lee, 2018, Physica A: Statistical Mechanics and its Applications.

Predicting the Direction of US Stock Prices Using Effective Transfer Entropy and Machine Learning Techniques

Woojin Chang, Jae Wook Song, Seungmo Ku, 2020, IEEE Access.

Detecting Financial Bubbles Using Gap between Common Stocks and Preferred Stocks

Woojin Chang, C. Lee, Sondo Kim, 2017 .