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

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

  • Under Revision (1st Round), Applied Energy

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

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

  • Under Revision (1st Round), Journal (Double-Blind)

• LEXICON: Making Factors Talk with Language-Aligned Discrete Codebooks in Stock Return Prediction

  • KIM Namhyoung, NA Yosep, PARK Jiwon, and SONG Jae Wook*

  • Resubmit, KDD'27 (Cycle 1)

• On-Chain Factors and Cryptocurrency Asset Pricing: Evidence from Ethereum-Based Tokens

  • BYUN Jun Young, NA Yosep, KIM Daehyun, JEON Hyun Ho, KIM Ga Eun, and SONG Jae Wook*

  • Under Revision (1st Round), International Review of Financial Analysis

• SMRNET: Sector-aware Market Response Network for Robust Cross-Sectional Stock Return Ranking Prediction

  • SONG Jungyoon, BYUN Jun Young, and SONG Jae Wook*

  • Submitted, Conference (Double-Blind)

• DeepHAR: Heterogeneous Attention-Conditioned Regression Network for Interpretable Realized Volatility Forecasting

  • SONG Jungyoon and SONG Jae Wook*

  • Under Revision (1st Round), Finance Research Letters

• On-Chain Signals as a Learned Risk Model: A Decision-Focused Portfolio Framework for Crypto Factor Investing

  • NA Yosep, BYUN Jun Young, PARK Seongchan, JEON Hyunho, KIM Daehyun, and SONG Jae Wook*

  • Submitted, Conference (Double-Blind)

• HAR-CEV: Probabilistic Volatility Forecasting with Adaptive Mean Reversion under Distribution Shift

  • NA Yosep, KIM Namhyoung, JUN Joon Ho, and SONG Jae Wook*

  • Submitted, Conference (Double-Blind)

• QuantDiffusion: Deep Generation of Multivariate Financial Scenarios for Portfolio Risk Assessment

  • KIM Juhwan, KIM Soobeen, and SONG Jae Wook*

  • Submitted, Conference (Double-Blind)

• Reinforcement learning for deep hedging with convex risk measures

  • KIM Juhwan, KIM Soobeen, and SONG Jae Wook*

• A Physics-Constrained Probabilistic Deep Learning Framework for Long-Term PEMFC State-of-Health Forecasting under Dynamic Driving Loads

  • NA Yosep, KIM Yunhee, KIM Namhyoung, SONG Jae Wook* and BAE Suk Joo

• Dynamic investment strategy selection via reinforcement learning

  • PARK Junyoung, OCK Seungeun, and SONG Jae Wook*

• Pairs Trading in Crypto Futures via Characteristic-Informed Clustering

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

• AI and Systematic Investment Strategies

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

• Learning stock price signals from candlestick chart via vision Transformer

  • BYUN Jun Young, 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*

Last update:  2026-08-03