ResearchWho?

송재욱

겸임교수

한양대학교(서울) 공과대학 산업공학과

논문[22]

#22. Asymmetric multi-fractality in the U.S. stock indices using index-based model of A-MFDFA

Chaos, Solitons and Fractals

(DOI) https://doi.org/10.1016/j.chaos.2017.02.001

#21. Fractal structure in the S&P500: A correlation-based threshold network approach

Chaos, Solitons & Fractals

(DOI) https://doi.org/10.1016/j.chaos.2020.109848