• Decomposition-Based Neural Quantile Function for Multi-Step Probabilistic Wind Speed Forecasting

  • SONG Jungyoon, NA Yosep, and SONG Jae Wook*

  • Under Review, Applied Energy

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

  • KIM Namhyoung and SONG Jae Wook

  • Submitted, Conference (Double-Blind)

• Multivariate financial scenario generation for portfolio risk assessment via asset-specific generative adversarial networks with correlation ssalignment

  • RYU Dongwon, CHOI Young Hoon, OCK Seungeun, BYUN Jun Young, and SONG Jae Wook

  • Submitted, Journal (Double-Blind)

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

  • PARK Min Ho, BYUN Jun Young, KIM Namhyoung, and SONG Jae Wook

• Pairs Trading in Crypto Futures via Characteristic-Informed Clustering

  • JUN Jun Ho, JANG Yunsu, SHIN Sungweon, and SONG Jae Wook

• AI and Systematic Investment Strategies

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

• Dynamic investment strategy selection via reinforcement learning

  • PARK Junyoung, OCK Seungeun, and SONG Jae Wook

• Learning stock price signals from candlestick chart via vision Transformer

  • BYUN Jun Young, NA Yosep, and SONG Jae Wook

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

  • SONG Jungyoon, Chao Zhang, NA Yosep, and SONG Jae Wook

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

  • NA Yosep and SONG Jae Wook

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

  • OCK Seungeun and SONG Jae Wook

• Spline quantile function-based volatility forecasting and application to volatility-managed portfolios

  • SONG Jungyoon, NA Yosep, and SONG Jae Wook

• Probabilistic Driving-Protocol Fuel Cell Degradation Forecasting via DeepAR

  • NA Yosep, SONG Jungyoon, and SONG Jae Wook

• Deep Probabilistic volatility forecasting via conformal prediction

  • Shiyuan Piao, SONG Jungyoon, SONG Jae Wook, and Fugee Tsung

Last update:  2025-11-03