Jung Heon Song, Matthias Maier, and Mitchell Luskin
Nonlinear Eigenvalue Problems for Coupled Helmholtz Equations Modeling Gradient-Index Graphene Waveguides
Journal of Computational Physics, 2020.

Jung Heon Song, Marcos Lopez de Prado, Horst Simon, and Kesheng Wu
Extracting Signals from High-Frequency Trading with Digital Signal Processing Tools
Journal of Financial Data Science, 2019.

Jung Heon Song, Matthias Maier, and Mitchell Luskin
Adaptive finite element simulation of waveguide configurations involving parallel 2D material sheets
Computer Methods in Applied Mechanics and Engineering, 2019.

Jung Heon Song, Marcos Lopez de Prado, Horst Simon, and Kesheng Wu
Exploring Irregular Time Series Through Non-Uniform Fast Fourier Transform
Proceedings of the International Conference for High Performance Computating, IEEE, 2014.

Jung Heon Song, Kesheng Wu, and Horst Simon
Parameter Analysis of the VPIN (Volume Synchronized Probability of Informed Trading) Metric
Quantitative Financial Risk Management: Theory and Practice, Wiley, 2014.