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 | 10 | 2019 |
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 | 10 | 2014 |
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 | 6 | 2015 |
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 | 3 | 2020 |
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 | 2 | 2015 |
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 | 1 | 2019 |
Parameter Analysis of the VPIN (Volume JH Song | | 2014 |