//-->
Realized regression with asynchronous and noisy high frequency and high dimensional data
Chen, Dachuan, (2024)
Spiked Eigenvalues of High-Dimensional Separable Sample Covariance Matrices
Zhang, Bo, (2019)
Spiked eigenvalues of high-dimensional separable sample covariance matrices
Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates
Choi, Ji-Eun, (2018)
Large Parallel architecture of CNN‐bidirectional LSTMs for implied volatility forecast
Choi, Ji‐Eun, (2021)
Vector SHAP values for machine learning time series forecasting
Choi, Ji-Eun, (2025)