Gabjin Oh

Chosun University

Associate Professor

309 pilmun-daero, dong-gu, gwangju 501-759

Gwangju, 501-759

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

5

DOWNLOADS

262

CITATIONS

0

Scholarly Papers (5)

1.

Measuring Similarity between Trend Behaviors of Multivariate Time Series

Number of pages: 17 Posted: 22 Aug 2011
Gabjin Oh and Woo Cheol Jun
Chosun University and affiliation not provided to SSRN
Downloads 90 (194,399)

Abstract:

multivariate time series, cointegration, exit-time correlation

2.

Grouping Properties of Industry Sectors in Financial Markets

Number of pages: 12 Posted: 31 Aug 2009
Gabjin Oh, Cheoljun Eom and Seunghwan Kim
Chosun University, affiliation not provided to SSRN and POSTECH - Department of Physics
Downloads 36 (336,335)

Abstract:

complex network, minimum spanning tree, grouping coefficient

3.

The Effect of Heterogeneous Interactions Among Traders in an Artificial Stock Market

Number of pages: 22 Posted: 06 Mar 2015
Kyubin Yim, Gabjin Oh and Seunghwan Kim
POSTECH - Department of Physics, Chosun University and POSTECH - Department of Physics
Downloads 21 (342,693)

Abstract:

agent based model, complex network, nonlinear interaction

4.

Technological Innovation, Inequality, and Financial Instability

Number of pages: 48 Posted: 13 Feb 2016 Last Revised: 16 Feb 2016
Kyubin Yim and Gabjin Oh
POSTECH - Department of Physics and Chosun University
Downloads 0 (339,481)

Abstract:

innovation of technology, inequality, financial instability, business-cycle fluctuation, agent-based model

5.

The Effect of Fast Traders in Continuous Double Auction Market

Number of pages: 29 Posted: 12 Dec 2015
Kyubin Yim, Gabjin Oh and Seunghwan Kim
POSTECH - Department of Physics, Chosun University and POSTECH - Department of Physics
Downloads 0 (396,094)

Abstract:

High-frequency trading, Fast and slow traders, Continuous double auction market, Market microstructure, Agent based modeling