This department aims to nurture elites who contribute to national and local development by developing their creative ability and leadership through intensive studies on theories of business management and in teaching how to apply theory to practice.
To enhance academic research capability based on new theories and scientific thinking.
To nurture business managers with intensive knowledge in management and judgement.
To nurture creative leaders who will be leaders of cultural development with a community consciousness and ethics.
2001, 고려대학교, 물리학과, 이학사
2008, 포항공과대학교, 물리학과, 이학박사, 석사
주요 논문 및 저서(Selected Publications)
Gabjin oh, Ho-yong Kim, Seok-Won Ahn, Wooseop Kwak, Analyzing the financial crisis using the entropy density function, PHYSICA A Vol 419, pp 464, 2015
Kyubin Yim, Gabjin Oh, Seunghwan Kim, An analysis of the financial crisis in the KOSPI market using Hurst exponents”, PHYSICA A Vol 410, pp 327, 2014 (Corresponding author)
Gabjin Oh, "Multifractal Analysis of implied volatility in index options”, Journal of the Korean Physical Society, Vol. 64, No. 11, pp. 1751, 2014
Gabjin Oh, "Grouping characteristics of industry sectors in financial markets”, PHYSICA A, Vol 395, pp 261, 2014
Il gu Yi, Gabjin Oh, and Beom Jun Kim, "Fractality of profit landscapes and validation of time series models for stock prices”, Eur. Phys. J. B, Vol 86: 349, 2013 (Corresponding author)
Gabjin Oh, C. Eom, S. Havlin, W.-S. Jung, F. Wang, H.E. Stanley, and S. Kim, “A multifractal analysis of Asian foreign exchange markets”, The European Physical Journal B, Vol 85, 2012
Hongseok Kim, Seunghwan Kim, and Gabjin Oh, "Effects of Modularity in Financial Markets on an Agent Based Model”, Journal of the Korean Physical Society, Vol. 60, No. 4, pp.1 2012
Okyu Kwon and Gabjin Oh, “Asymmetric information flow between market index and individual stocks in several stock markets”, EPL, Vol 97, pp 28007, 2012 (Corresponding author)
Gabjin Oh, C. Eom, F. Wang, W.S. Jung, H.E. Stanley, and S. Kim, “Statistical properties of cross-correlation in the Korean stock market”, The European Physical Journal B, Vol 79, pp 55, 2011
Hongseok Kim, Gabjin Oh, and Seungwan Kim, “Multifractal analysis of the Korean agricultural market”, PHYSICA A VoL 390, PP 4286, 2011 (Corresponding author)
Seungho Yang, Younhee Lee, Gabjin OH, Jaewook Lee, “ Calibrating parametric exponential Levy models to option market data by incorporating statistical moments priors”, Expert Systems with Applications Vol 38 PP 4816, 2011
UnCheol Lee, Gabjin Oh, Seunghwan Kim, GyuJung Noh, ByungMoon Choi, and George A. Mashour, “Brain Networks maintain a Scale-free Organization across Consciousness, Anesthesia, And Recovery Evidence for Adaptive Reconfiguration”, Anesthesiology, Vol 113 No 6, 2010
Seungho Yang and Gabjin Oh, “A Bayesian Estimation of Exponential Levy Models for Implied Volatility Smile”, submitted to Journal of Empirical Finance (Corresponding Author)
Ho-Yon Kim and Gabjin Oh, “Measuring systemic risk through contagion effect of industry sector”, submitted to Journal of Banking and Finance (Corresponding Author)
Gabjin Oh, “Measuing Volatility clustering behavior in financial market”, submitted to PRE
Ho-Yong, Kim, Gabjin Oh, and Okyu Kwon, A causality between fund performance and stock market”, submitted to PHYSICA A. (Corresponding author)
Gabjin Oh, Tamina Oh, and Hoyong Kim, and Okyu Kwon, “An information flow among industry sectors in Korean stock markete”, submitted to JKPS
Gabjin Oh, Hyeongsop Shim, and Yong-Cheol Kim, “Canary in a coal mine-Analysis of Systemic Risk”, (2014)
Gabjin Oh and Woo Cheol Jun, “Measuring similarity between trend behaviors of multivariate time series”, (2014)
Kyubin Yim, Gabjin Oh, and Seunghwan Kim, “Understanding financial market states using Artificial double auction market”, (2014) (Corresponding author)
Hongseok Kim, Kyubin Yim, Seunghwan Kim, and Gabjin Oh, “Multifractal analysis of the Korean fund market”, (2014) (Corresponding author)
주요 학술발표 Selected Conference Presentations
Ho-yong Kim, J. Moon, Gabjin OH, Study on statistical properties in Korean stock market, 2014 International Industrial Information systems conference, (2014)