[5] D.J. Kim, E. Noh, and S-Y. Choi, A hybrid transformer framework integrating sentiment and dynamic market structure for stock price movement forecasting.
AIMS Mathematics, Vol 11(1): 977-1020. (2026). [Journal link]
[4] D.J. Kim, E. Noh, and S-Y. Choi, Quantile Spillover Effects and Sector Dynamics in U.S. Stock Markets: Normal vs. Extreme Market Conditions.
Finance Research Letters, Vol 83. (2025). [Journal link]
[3] J. Ma and E. Noh, Equilibrium Model of Limit Order Books - A Mean-field Game View.
Stochastic Analysis, Filtering, and Stochastic Optimization, pp. 381-410. (2022). [Journal link]
[2] E. Noh and K. Weston, Price impact equilibrium with transaction costs and TWAP trading.
Mathematics and Financial Economics 16, 187–204 (2022) [Journal link]
[1] E. Noh and J-H. Kim, An optimal portfolio model with stochastic volatility and stochastic interest rate.
Journal of Mathematical Analysis and Applications, Vol 375, Issue 2, pp. 510-522. (2011) [Journal link]
E. Noh, A continuous-time Kyle model with price-responsive traders
Submitted. [arXiv]
E. Noh, Y-S. Kim, and S-Y. Choi, Liquidity Depth and Information Efficiency: High-Frequency Evidence from Leading U.S. Technology Stocks
Submitted.
S-Y. Choi, D-H. Kim, and E. Noh, Carbon-Intensive Stocks and Policy Uncertainty: Insights from Network
Spillovers.
Submitted.
R. Chhaibi, I. Ekren, and E. Noh, Solvability of the Gaussian Kyle model with imperfect information and risk aversion.
Submitted. [arXiv]
R. Chhaibi, I. Ekren, E. Noh and L. Vy, A unified approach to informed trading via Monge-Kantorovich duality.
Submitted. [arXiv]