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Jung Heon Song
Jung Heon Song
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Title
Cited by
Cited by
Year
Adaptive finite element simulations of waveguide configurations involving parallel 2D material sheets
JH Song, M Maier, M Luskin
Computer Methods in Applied Mechanics and Engineering 351, 20-34, 2019
102019
Exploring irregular time series through non-uniform fast Fourier transform
JH Song, ML de Prado, HD Simon, K Wu
2014 Seventh Workshop on High Performance Computational Finance, 37-44, 2014
102014
Parameter Analysis of the VPIN (Volume‐Synchronized Probability of Informed Trading) Metric
JH Song, K Wu, HD Simon
Quantitative Financial Risk Management: Theory and Practice, 335-363, 2015
62015
Nonlinear eigenvalue problems for coupled Helmholtz equations modeling gradient-index graphene waveguides
JH Song, M Maier, M Luskin
Journal of Computational Physics 423, 109871, 2020
32020
Intraday patterns in natural gas futures: extracting signals from high-frequency trading data
JH Song, M Lopez de Prado, H Simon, K Wu
Available at SSRN 2657224, 2015
22015
Extracting Signals from High-Frequency Trading with Digital Signal Processing Tools
JH Song, ML de Prado, HD Simon, K Wu
The Journal of Financial Data Science 1 (4), 124-138, 2019
12019
Parameter Analysis of the VPIN (Volume
JH Song
2014
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