Quick Biography

Jae Wook Song is an Associate Professor in the Department of Industrial Engineering at Hanyang University, where he leads the Financial Innovation & Decision Analytics (FINX) Lab. His research interests include AI in finance, financial engineering, financial econometrics, and decision analytics, with an emphasis on data-driven and interdisciplinary approaches to financial innovation and decision-making.

Appointments & Services (Selected)

• Financial Services Commission (금융위원회) of ROK

  • Designated Agent Review Committee Member, 2026.07 - Present

• Fn Pricing (에프앤자산평가)

  • Advisor, 2024.10 - Present

• LG Electronics (LG전자)

  • Advisory Committee Member, 2024.01 - 2025.12

• Sejong University

  • Assistant Professor of Data Science, 2018.03 - 2019.08

• Samsung Electronics

  • Senior Data Scientist, 2016.09 - 2018.02

Publications (Selected)

• Vector-Quantized Discrete Latent Factors Meet Financial Priors: Dynamic Cross-Sectional Stock Ranking Prediction for Portfolio Construction

  • Proceedings of the 35th International Joint Conference on Artificial Intelligence (IJCAI'26)

• Learning Standardized Noise for Risk-Neutral Option Pricing via Generative Adversarial Networks

  • Finance Research Letters (2026): 109464

• NQF-RNN: Probabilistic Forecasting via Neural Quantile Function-based Recurrent Neural Networks

  • Applied Intelligence 55.2 (2025): 183

• FactorVQVAE: Discrete Latent Factor Model via Vector Quantized Variational Autoencoder

  • Knowledge-Based Systems (2025): 113460

• Time-varying causal network of the Korean financial system based on firm-specific risk premiums

  • Physica A: Statistical Mechanics and its Applications 458 (2016): 287-302

Distinctions & Awards (Selected)

• 1st Place Winner of XForecast Challenge 2026, KDD Finance Day, 2026.08

• Top 50 Research Achievement Awards (MOE Commendation, 교육부장관상), Korea Government, 2025.12

• 2nd Place Winner of Cryptocurrency Forecasting Competition (2025.11) and Antalpha Crypto Market Simulation Competition (2024.11), ACM ICAIF

• Early Career Researcher Award, Korean Society of Industrial and Systems Engineering, 2025.10

• Distinguished Dissertation Award, Korean Operations Research and Management Science Society, 2016.08

* Curriculum Vitae (CV) available upon request