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Jaehyung Choi

15 papers hereh-index 13 citations5 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author9
  • first author5
  • last author1

Across the 15 of 15 papers where every author was matched, so the position is known.

fields
  • q-fin.PM4
  • math.DG3
  • q-fin.GN3
  • cs.IT2
  • math.ST2
  • q-fin.MF1
same name
  • Jaehyung Choi — 3 papers, h 10
  • Jaehyung Choi — 1 paper
  • Jaehyung Choi — 1 paper, h 0

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20112026
most citedPhysical approach to price momentum and its application to momentum strategy

16 citations · 39 across the 12 of their papers we have counts for

collaborators
Showing math.DGShow all

3 papers · 1 filter

math.DG2025

Information geometry of tempered stable processes

Jaehyung Choi

We derive the information geometry of tempered stable processes. We first compute the α-divergence between two tempered stable processes. From the divergence, we obtain the Fishe…

math.DG2014★ 3 cited

Application of Kähler manifold to signal processing and Bayesian inference

Jaehyung Choi, Andrew P. Mullhaupt

We review the information geometry of linear systems and its application to Bayesian inference, and the simplification available in the Kähler manifold case. We find conditions for…

math.DG2014★ 7 cited

Kählerian information geometry for signal processing

Jaehyung Choi, Andrew P. Mullhaupt

We prove the correspondence between the information geometry of a signal filter and a Kähler manifold. The information geometry of a minimum-phase linear system with a finite compl…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.