2 papers
stat.AP2026
A Statistical Physics View of the S&P 500: Pairwise Interactions and Time-Varying Dynamics
Sebin Oh, Marta C. Gonzáleza, Ziqi Wang
We analyze a fixed panel of S\&P 500 stocks from 1996 to 2026 using complementary static and kinetic Ising models applied to daily binary open-to-close movements. The static pairwi…
cs.LG2024
Deep learning-based modularized loading protocol for parameter estimation of Bouc-Wen class models
Sebin Oh, Junho Song, Taeyong Kim
This study proposes a modularized deep learning-based loading protocol for optimal parameter estimation of Bouc-Wen (BW) class models. The protocol consists of two key components:…