• 148 Citations
  • 5 h-Index
1982 …2019
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Research Output 1982 2019

  • 148 Citations
  • 5 h-Index
  • 30 Article
2019
1 Citation (Scopus)

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

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

Research output: Contribution to journalArticle

volatility
Hybrid Model
Stock Market
forecasting
Volatility
2017
1 Citation (Scopus)

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

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

Research output: Contribution to journalArticle

Parameter estimation
Differential equations
Projection
Moment Matching
Moment
2015
6 Citations (Scopus)

Numerical method of pricing discretely monitored Barrier option

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

Research output: Contribution to journalArticle

Barrier Options
Pricing
Numerical methods
Numerical Methods
Monitoring

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

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

Research output: Contribution to journalArticle

Option pricing
Integral
Reduced-form model
Pricing
Quadrature
2014
3 Citations (Scopus)

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

Chebyshev approximation
Quadrature
Pricing
Chebyshev Approximation
Frequency division multiplexing
1 Citation (Scopus)

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

Hong, Y. & Lee, S. C., 2014 Jan 1, In : Bulletin of the Korean Mathematical Society. 51, 3, p. 701-716 16 p.

Research output: Contribution to journalArticle

Analysis of variance
Placement
Sample Size
Infinity
Statistics
2013
1 Citation (Scopus)

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

Capital Asset Pricing Model
Siméon Denis Poisson
Pricing
Graph in graph theory
Model
1 Citation (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

Poisson Point Process
Nonlinear Response
Saturation
Infinity
Process Model
2011
1 Citation (Scopus)

The asymptotic behavior of linear placement statistics

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

Research output: Contribution to journalArticle

Placement
Sample Size
Asymptotic Behavior
Infinity
Statistics
2007

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

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

Research output: Contribution to journalArticle

Functional Limit Theorem
Gaussian Process
Increment
Large Deviation Probability
Norm
4 Citations (Scopus)

Rates of convergence of means of euclidean functionals

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

Research output: Contribution to journalArticle

Minimal Spanning Tree
Travelling salesman
Sample point
Euclidean
Rate of Convergence
2006
5 Citations (Scopus)

Rooted edges of a minimal directed spanning tree on random points

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

Research output: Contribution to journalArticle

Spanning tree
Partial Order
Central limit theorem
Identically distributed
6 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

Law of the Iterated Logarithm
Statistic
Law of Iterated Logarithm
Statistics
Range of data
2005

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

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

Research output: Contribution to journalArticle

Strong Invariance Principle
Nearest Neighbor Graph
Poisson Point Process
Invariance Principle
Point process
2004
1 Citation (Scopus)

Path properties of a d-dimensional Gaussian process

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

Research output: Contribution to journalArticle

Gaussian Process
Large Deviation Probability
Euclidean norm
Path
Supremum
1 Citation (Scopus)

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

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

Research output: Contribution to journalArticle

Nearest Neighbor Graph
Poisson Point Process
Law of the Iterated Logarithm
Graph
Nearest neighbor
2003
3 Citations (Scopus)

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

Minimal Spanning Tree
Complete Graph
Tail
Spanning tree
Interval
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

Empirical Distribution
Minimum Spanning Tree
Random Graphs
Tail
Minimal Spanning Tree
1 Citation (Scopus)

The symmetry in the martingale inequality

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

Research output: Contribution to journalArticle

Martingale Inequality
Longest Increasing Subsequence
Symmetry
Independence number
Sparse Graphs
2 Citations (Scopus)

Worst case asymptotics of power-weighted euclidean functionals

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

Research output: Contribution to journalArticle

Minimal Spanning Tree
Traveling salesman problem
Travelling salesman problems
Weight Function
Euclidean
2000
1 Citation (Scopus)

Rate of convergence of power-weighted Euclidean minimal spanning trees

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

Research output: Contribution to journalArticle

Minimal Spanning Tree
Strictly positive
Weight Function
Euclidean
Rate of Convergence
1999
4 Citations (Scopus)

Asymptotics of power-weighted Euclidean functionals

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

Research output: Contribution to journalArticle

Minimal Spanning Tree
Traveling salesman problem
Strong law of large numbers
Travelling salesman problems
Regularity Conditions

The central limit theorem for euclidean minimal spanning trees ii

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

Research output: Contribution to journalArticle

Minimal Spanning Tree
Strictly positive
Regularity Conditions
Central limit theorem
Euclidean
12 Citations (Scopus)

The central limit theorem for euclidean minimal spanning trees II

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

Research output: Contribution to journalArticle

Minimal Spanning Tree
Strictly positive
Regularity Conditions
Central limit theorem
Euclidean
1997
33 Citations (Scopus)

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

Minimal Spanning Tree
Strictly positive
Uniform distribution
Central limit theorem
Euclidean
4 Citations (Scopus)

The Continuity of M and N in Greedy Lattice Animals

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

Research output: Contribution to journalArticle

Lattice Animals
Random variable
Path
Continuity
Random variables
3 Citations (Scopus)

The power laws of M and N in greedy lattice animals

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

Research output: Contribution to journalArticle

Lattice Animals
Power Law
Animals
Limiting
1996
50 Citations (Scopus)

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

Kesten, H. & Lee, S. C., 1996 Jan 1, In : Annals of Applied Probability. 6, 2, p. 495-527 33 p.

Research output: Contribution to journalArticle

Minimal Spanning Tree
Central limit theorem
Spanning tree
1984
3 Citations (Scopus)

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

Grading
Direct Product
Distributive Lattice
Homomorphic
Denote
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

Distributive Lattice