227 citations · 517 across the 8 of their papers we have counts for
8 papers
Gravity model for dyadic Olympic competitions
Hyeseung Choi, Hyungsoo Woo, Ji-Hyun Kim +1
In the Olympic Games, professional athletes representing their nations compete regardless of economic, political and cultural differences. In this study, we apply gravity model to…
Quantitative and empirical demonstration of the Matthew effect in a study of career longevity
Alexander M. Petersen, Woo-Sung Jung, Jae-Suk Yang +1
The Matthew effect refers to the adage written some two-thousand years ago in the Gospel of St. Matthew: "For to all those who have, more will be given." Even two millennia later,…
Information flow between composite stock index and individual stocks
Okyu Kwon, Jae-Suk Yang
We investigate the strength and the direction of information transfer in the U.S. stock market between the composite stock price index of stock market and prices of individual stoc…
Complexity analysis of the stock market
Joongwoo Brian Park, Jeong Won Lee, Jae-Suk Yang +2
We study the complexity of the stock market by constructing -machines of Standard and Poor's 500 index from February 1983 to April 2006 and by measuring the statistical complexi…
Minimum Entropy Density Method for the Time Series Analysis
Jeong Won Lee, Joongwoo Brian Park, Hang-Hyun Jo +2
The entropy density is an intuitive and powerful concept to study the complicated nonlinear processes derived from physical systems. We develop the minimum entropy density method (…
Dynamics of the return distribution in the Korean financial market
Jae-Suk Yang, Seungbyung Chae, Woo-Sung Jung +1
In this paper, we studied the dynamics of the log-return distribution of the Korean Composition Stock Price Index (KOSPI) from 1992 to 2004. Based on the microscopic spin model, we…