Minhyuk Lee

Assistant Professor

Pusan National University

South Korea

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About

Minhyuk Lee is an Assistant Professor at Pusan National University in South Korea. His research areas include financial time-series analysis, multifractal analysis, and volatility forecasting, with a focus on cryptocurrencies and electricity markets. Recent articles authored by Dr. Lee examine topics such as dynamic portfolio optimization, the impact of fuel cell technology on the Korean electricity market, and the effects of the COVID-19 pandemic on cryptocurrency dynamics.

Articles (6)

Year:

2024

Year:

2024

Year:

2023

Year:

2022

Year:

2022

Year:

2021

Collaborators (2)

Jae Wook Song

Assistant Professor

Hanyang University

SOUTH KOREA

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Kyungwon Kim

Assistant Professor

Incheon National University

SOUTH KOREA

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Minhyuk Lee

Research Interests

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Articles (6)

Dynamic Black–Litterman Portfolios Incorporating Asymmetric Fractal Uncertainty

Multifractal Analysis of the Impact of Fuel Cell Introduction in the Korean Electricity Market

Analyzing Asymmetric Volatility and Multifractal Behavior in Cryptocurrencies Using Capital Asset Pricing Model Filter

Forecasting the Volatility of the Stock Index with Deep Learning Using Asymmetric Hurst Exponents

Unsupervised Change Point Detection and Trend Prediction for Financial Time-Series Using a New CUSUM-Based Approach

The Impact of the COVID-19 Pandemic on the Unpredictable Dynamics of the Cryptocurrency Market

Collaborators (2)

Jae Wook Song

Kyungwon Kim

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