Concepedia
Statistics
Publications
7
Citations
190
H-Index
Active since
2017
Affiliations
Seoul National University(Current)
Pusan National University
Samsung (South Korea)
Hanyang University
Incheon National University
Minhyuk Lee is an author at Seoul National University specializing in economics, time series analysis, and finance.
Publications per year
2017–2024
Asymmetric multi-fractality in the U.S. stock indices using index-based model of A-MFDFA
Minhyuk Lee, Jae Wook Song, Ji Hwan Park et al. · Chaos Solitons & Fractals · 2017 · 54 citations
Business, Economics, Finance +15
Asymmetric market efficiency using the index-based asymmetric-MFDFA
Minhyuk Lee, Jae Wook Song, Sondo Kim et al. · Physica A Statistical Mechanics and its Applications · 2018 · 33 citations
Social Sciences, Business Economics, Economics +10
The Impact of the COVID-19 Pandemic on the Unpredictable Dynamics of the Cryptocurrency Market
Kyungwon Kim, Minhyuk Lee · Entropy · 2021 · 28 citations · Full text
Social Sciences, Economics, Finance +14
Forecasting the Volatility of the Stock Index with Deep Learning Using Asymmetric Hurst Exponents
Poongjin Cho, Minhyuk Lee · Fractal and Fractional · 2022 · 25 citations · Full text
Business, Economics, Finance +17
Unsupervised Change Point Detection and Trend Prediction for Financial Time-Series Using a New CUSUM-Based Approach
Kyungwon Kim, Ji Hwan Park, Minhyuk Lee et al. · IEEE Access · 2022 · 21 citations · Full text
Computing, Economics, Finance +17
1–5 of 7