Chang Hyun Won

Economics and Econometrics · 2018

A researcher in the Science corpus: 1 paper; trusts 11 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 8 citations into it; #7,262 of 23,481 by trust here, #18,597 by citations
• Finance — 8 citations into it; #3,343 of 10,518 by trust here, #7,920 by citations
• Management Science and Operations Research — 6 citations into it; #3,276 of 11,946 by trust here, #8,469 by citations

Whom Chang Hyun Won trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Tim Bollerslev
2. Robert F. Engle
3. Daniel B. Nelson
4. Fulvio Corsi
5. Francis X. Diebold
6. Torben G. Andersen
7. Diederik P. Kingma
8. Kai Chen
9. Jimmy Ba
10. Ole E. Barndorff-Nielsen

Who trusts Chang Hyun Won overall

1. Omer Berat Sezer
2. Pedro Lara-Benítez
3. Ze Hu
4. Jiayu Qiu

Papers from Chang Hyun Won's perspective

Ordered by how strongly the researchers Chang Hyun Won trusts endorse each paper. Same corpus, a different order for every researcher.

1. Adam: A Method for Stochastic Optimization (International Conference on Learning Representations)
2. Generalized autoregressive conditional heteroskedasticity
3. Deep Residual Learning for Image Recognition (Computer Vision and Pattern Recognition)
4. MODELING AND FORECASTING REALIZED VOLATILITY
5. Gradient-based learning applied to document recognition
6. ImageNet classification with deep convolutional neural networks
7. Portfolio Selection
8. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
9. Long Short-Term Memory
10. Attention is All you Need (Neural Information Processing Systems)

Their papers

• Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models (2018) — 703 citations