• HGAIT: Heterogeneous Graph Attention with Inverted Transformers for Correlation-Aware Stock Return Prediction

  • Dongwoo Lee, Seungeun Ock, and Jae Wook Song

  • Revise & Resubmit (1st), Expert Systems with Applications

• Probabilistic forecasting of high-frequency realized cryptocurrency volatility via CEEMDAN-integrated autoregressive recurrent neural network

  • Yosep Na, Jun Young Byun, and Jae Wook Song

  • Revise & Resubmit (1st), Physica A: Statistical Mechanics and its Applications

• Learning stock price signals from candlestick chart via vision Transformer

  • Jun Young Byun, Yosep Na, and Jae Wook Song

  • Under Review, International Review of Financial Analysis

• Risk-neutral option pricing via generative adversarial network

  • Young Hoon Choi, Dongwon Ryu, and Jae Wook Song

• DisCorrGAN: A Disentangled and Correlation-Aware GAN for Multivariate Financial Time Series Generation

  • Dongwon Ryu, Jun Young Byun, and Jae Wook Song

• FPQ-VAE: A Dynamic Factor Model Fusing Financial Priors and Vector-Quantized Factors for Stock Prediction

  • Namhyoung Kim and Jae Wook Song

• Peripherality in financial network as a pricing factor: Evidences from a double-selection LASSO approach

  • Yosep Na and Jae Wook Song

• From vision to value: Candlestick chart image-based predictive factors and their pricing power

  • Jun Young Byun, Yosep Na, and Jae Wook Song

• Deep Mean-Reversion: A Physics-Informed Contrastive Approach to Pairs Trading

  • Namhyoung Kim, Yosep Na, and Jae Wook Song

• Pairs Trading in Crypto Futures via Characteristic-Informed Clustering

  • Jun Ho Jun, Yunsu Jang, Kim, Sungweon Shin, and Jae Wook Song

• AI and Systematic Investment Strategies

  • Jae Wook Song, Chao Zhang, and Frank J. Fabozzi

• Dynamic investment strategy selection via reinforcement learning

  • Junyoung Park, Seungeun Ock, and Jae Wook Song

• Multifractal analyses on GAN-based financial time series generation models

  • Seungeun Ock and Jae Wook Song

• SQF-RV: Realized volatility forecasting via spline quantile function recurrent neural networks.

  • Jungyoon Song, Chao Zhang, Yosep Na, and Jae Wook Song

• VQ-TEGAN: A Novel Framework for Embedding Space Data Augmentation in Few-Shot Learning

  • Min Ho Park, Jun Young Byun, Namhyoung Kim, and Jae Wook Song

• Probabilistic Driving-Protocol Fuel Cell Degradation Forecasting via DeepAR

  • Yosep Na, Jungyoon Song, and Jae Wook Song

Last update:  2025-07-28