• 227 Citations
  • 6 h-Index
1982 …2019

Research output per year

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Research Output

  • 227 Citations
  • 6 h-Index
  • 33 Article
2019

Dantzig type optimization method with applications to portfolio selection

Park, S., Lee, E. R., Lee, S. & Kim, G., 2019 Jun 1, In : Sustainability (Switzerland). 11, 11, 3216.

Research output: Contribution to journalArticle

Open Access
1 Citation (Scopus)

Forecasting the Volatility of Stock Market Index Using the Hybrid Models with Google Domestic Trends

Seo, M., Lee, S. & Kim, G., 2019 Mar 1, In : Fluctuation and Noise Letters. 18, 1, 1950006.

Research output: Contribution to journalArticle

4 Citations (Scopus)

Linear programing models for portfolio optimization using a benchmark

Park, S., Song, H. & Lee, S., 2019 Mar 24, In : European Journal of Finance. 25, 5, p. 435-457 23 p.

Research output: Contribution to journalArticle

3 Citations (Scopus)
2018

Deep learning for undersampled MRI reconstruction

Hyun, C. M., Kim, H. P., Lee, S. M., Lee, S. & Seo, J. K., 2018 Jun 25, In : Physics in medicine and biology. 63, 13, 135007.

Research output: Contribution to journalArticle

56 Citations (Scopus)
2017

The analytic approach for the stochastic projection of the public pension fund

Kim, H., Kim, G. & Lee, S., 2017 Apr 1, In : Probability in the Engineering and Informational Sciences. 31, 2, p. 196-206 11 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)
2015

Numerical method of pricing discretely monitored Barrier option

Hong, Y., Lee, S. & Li, T., 2015 Apr 15, In : Journal of Computational and Applied Mathematics. 278, p. 149-161 13 p.

Research output: Contribution to journalArticle

7 Citations (Scopus)

On pricing options with stressed-beta in a reduced form model

Kim, G., Lim, H. & Lee, S., 2015 Jan 1, In : Review of Derivatives Research. 18, 1, p. 29-50 22 p.

Research output: Contribution to journalArticle

2014

Efficient pricing of Bermudan options using recombining quadratures

Lim, H., Lee, S. & Kim, G., 2014 Dec 1, In : Journal of Computational and Applied Mathematics. 271, p. 195-205 11 p.

Research output: Contribution to journalArticle

6 Citations (Scopus)

Kruskal-Wallis one-way analysis of variance based on linear placements

Hong, Y. & Lee, S., 2014, In : Bulletin of the Korean Mathematical Society. 51, 3, p. 701-716 16 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)
2013

Exchange option in a two-state Poisson CAPM

Kim, G., Kim, H. & Lee, S., 2013 Dec 1, In : Journal of the Korean Statistical Society. 42, 4, p. 507-513 7 p.

Research output: Contribution to journalArticle

3 Citations (Scopus)

Poisson point processes with detection and rest

Hong, Y., Lee, C., Lee, S. & Kim, H., 2013 Jul 1, In : Statistics and Probability Letters. 83, 7, p. 1805-1811 7 p.

Research output: Contribution to journalArticle

2 Citations (Scopus)
2011

The asymptotic behavior of linear placement statistics

Kim, D., Lee, S. & Wang, W., 2011 Feb 1, In : Statistics and Probability Letters. 81, 2, p. 326-336 11 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)
2007

Functional limit theorems for the increments of d-dimensional Gaussian processes in a Hölder type norm

Hwang, K. S. & Lee, S., 2007 Sep 1, In : Computers and Mathematics with Applications. 54, 5, p. 651-663 13 p.

Research output: Contribution to journalArticle

Rates of convergence of means of euclidean functionals

Koo, Y. & Lee, S., 2007 Dec 1, In : Journal of Theoretical Probability. 20, 4, p. 821-841 21 p.

Research output: Contribution to journalArticle

4 Citations (Scopus)
2006

Rooted edges of a minimal directed spanning tree on random points

Bai, Z. D., Lee, S. & Penrose, M. D., 2006 Mar 1, In : Advances in Applied Probability. 38, 1, p. 1-30 30 p.

Research output: Contribution to journalArticle

5 Citations (Scopus)

The law of iterated logarithm of rescaled range statistics for AR(1) model

Lin, Z. Y. & Lee, S. C., 2006 Apr 1, In : Acta Mathematica Sinica, English Series. 22, 2, p. 535-544 10 p.

Research output: Contribution to journalArticle

7 Citations (Scopus)
2005

The invariance principle for the total length of the nearest-neighbor graph

Kim, Y., Lee, S., Lin, Z. & Wang, W., 2005 Jul 1, In : Journal of Theoretical Probability. 18, 3, p. 649-664 16 p.

Research output: Contribution to journalArticle

2004

Path properties of a d-dimensional Gaussian process

Lin, Z., Hwang, K. S., Lee, S. & Choi, Y. K., 2004 Jul 15, In : Statistics and Probability Letters. 68, 4, p. 383-393 11 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)

The law of the iterated logarithm for the total length of the nearest neighbor graph

Kim, Y., Lee, S. & Lin, Z., 2004 Jan 1, In : Journal of Theoretical Probability. 17, 1, p. 245-260 16 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)
2003

Tail bound for the minimal spanning tree of a complete graph

Kim, J. H. & Lee, S. C., 2003 Oct 1, In : Statistics and Probability Letters. 64, 4, p. 425-430 6 p.

Research output: Contribution to journalArticle

3 Citations (Scopus)
2002

Gaussian tail for empirical distributions of MST on random graphs

Lee, S. C. & Su, Z., 2002 Jul 15, In : Statistics and Probability Letters. 58, 4, p. 363-368 6 p.

Research output: Contribution to journalArticle

The symmetry in the martingale inequality

Lee, S. & Su, Z., 2002 Jan 1, In : Statistics and Probability Letters. 56, 1, p. 83-91 9 p.

Research output: Contribution to journalArticle

2 Citations (Scopus)

Worst case asymptotics of power-weighted euclidean functionals

Lee, S., 2002 Sep 28, In : Discrete Mathematics. 256, 1-2, p. 291-300 10 p.

Research output: Contribution to journalArticle

2 Citations (Scopus)
2000

Rate of convergence of power-weighted Euclidean minimal spanning trees

Lee, S., 2000 Mar, In : Stochastic Processes and their Applications. 86, 1, p. 163-176 14 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)
1999

Asymptotics of power-weighted Euclidean functionals

Lee, S., 1999 Jan 1, In : Stochastic Processes and their Applications. 79, 1, p. 109-116 8 p.

Research output: Contribution to journalArticle

4 Citations (Scopus)

The central limit theorem for euclidean minimal spanning trees ii

Lee, S., 1999 Dec, In : Advances in Applied Probability. 31, 4, p. 969-984 16 p.

Research output: Contribution to journalArticle

The central limit theorem for euclidean minimal spanning trees II

Lee, S., 1999 Jan 1, In : Advances in Applied Probability. 31, 4, p. 969-984 16 p.

Research output: Contribution to journalArticle

12 Citations (Scopus)
1997

The central limit theorem for Euclidean minimal spanning trees I

Lee, S., 1997 Nov 1, In : Annals of Applied Probability. 7, 4, p. 996-1020 25 p.

Research output: Contribution to journalArticle

33 Citations (Scopus)

The Continuity of M and N in Greedy Lattice Animals

Lee, S., 1997 Jan 1, In : Journal of Theoretical Probability. 10, 1, p. 87-100 14 p.

Research output: Contribution to journalArticle

4 Citations (Scopus)

The power laws of M and N in greedy lattice animals

Lee, S., 1997 Sep 1, In : Stochastic Processes and their Applications. 69, 2, p. 275-287 13 p.

Research output: Contribution to journalArticle

5 Citations (Scopus)
1996

The central limit theorem for weighted minimal spanning trees on random points

Kesten, H. & Lee, S., 1996 May, In : Annals of Applied Probability. 6, 2, p. 495-527 33 p.

Research output: Contribution to journalArticle

55 Citations (Scopus)
1984

On the grading numbers of direct products of chains

Chen, C. C., Koh, K. M. & Lee, S. C., 1984 Jan 1, In : Discrete Mathematics. 49, 1, p. 21-26 6 p.

Research output: Contribution to journalArticle

3 Citations (Scopus)
1982

On the purity of the lattice of sublattices of a finite distributive lattice

Chen, C. C., Koh, K. M. & Lee, S. C., 1982 Dec 1, In : Algebra Universalis. 15, 1, p. 258-271 14 p.

Research output: Contribution to journalArticle