Ryu, Dongwon, Jun Young Byun, and Jae Wook Song*. "Multivariate Cryptocurrency Time-series Generation." Antalpha Crypto Market Simulation Competition, 5th ACM International Conference on AI in Finance (ICAIF-C), 2024.11, Brooklyn, NY, USA.

 Song, Jae Wook*, Namhyoung Kim, and Dongwon Ryu. "Deep hedging of equity-linked securities." 2024 INFORMS Annual Meeting (INFORMS), 2024.10, Seattle, WA, USA.

 Kim, Namhyoung, Seung Eun Ock, and Jae Wook Song*. "Risk Propensity-specific Portfolio Recommendation via Self-supervised Learning." Recommender Systems in Finance (Fin-RecSys), The 33rd International Joint Conference on Artificial Intelligence (IJCAI-W), 2024.07, Jeju, Korea.

 Shawn SH Choi, Peter JH Ryu, Minwoo Ji, John Kim, Lowell Kim, Kyuil Sim, Jaedong Sung, Jae Wook Song, Misoon Mah, Douglas DS Kim*. "AstroLibrary: A Library for Real-time Conjunction Assessment and Optimal Collision Avoidance." 2nd International Orbital Debris Conference (IOC II), 2023.12, Sugar Land, TX, USA.

 Song, Jae Wook*. "Discussion on Pairs trading via Unsupervised Learning." The 17th Annual Conference of the Asia-Pacific Association of Derivatives (APAD), 2021.07, Busan, Korea.

 Song, Jae Wook*. "Discussion on Multiscale Spillovers, Connectedness, and Portfolio Management among Commodity Futures Markets: Linkages among Precious and Industrial Metals, Energy, Agriculture, and Livestock." The 16th Annual Conference of the Asia-Pacific Association of Derivatives (APAD), 2020.07, Virtual Conference.

 Park, Ji Hwan, Jae Wook Song, Minhyuk Lee, and Woojin Chang*. “Link prediction analysis in the weighted causal network of the global currency market.” Asia-Pacific Industrial Engineering & Management Society Conference (APIEMS), 2018.12, Hong Kong.

 Lee, Minhyuk and Jae Wook Song*. “Asymmetric multi-fractality in the high-frequency cryptocurrency markets.” Asia-Pacific Econophysics Conference (APEC), 2018.08, Taipei, Taiwan.

 Lee, Minhyuk, Jae Wook Song, Ji Hwan Park, and Woojin Chang*. “Asymmetric multi-fractality and market efficiency in stock indices of G-2 countries.” Asia-Pacific Industrial Engineering & Management Society Conference (APIEMS), 2016.12, Taipei, Taiwan.

 Chang, Woojin*, Jae Wook Song, and Bonggyun Ko. “Marginal expected shortfall based on nonlinear relationship between firm and market returns.” Seoul-Tokyo-Stanford Workshop on Financial Statistics and Risk Management, 2016.04, Seoul, Korea.

 Song, Jae Wook, Bonggyun Ko, and Woojin Chang*. “Financial networks based on theory of information transfer.” Econophysics Colloquium (EC), 2015.09, Prague, Czechia.

 Ko, Bonggyun, Jae Wook Song, and Woojin Chang*. “Escape problem under the term structure condition and stochastic volatility.” Econophysics Colloquium (EC), 2015.09, Prague, Czechia.

 Song, Jae Wook, Bonggyun Ko, and Woojin Chang*. “Topology of the interbank network under the Central bank reserves.” Social Modeling and Simulations / Econophysics Colloquium (EC), 2014.11, Kobe, Japan.

 Ko, Bonggyun, Jae Wook Song, and Woojin Chang*. “Alarm Index of a major crash in Korean financial market via Log Periodic Power Law & Pattern Recognition.” Social Modeling and Simulations / Econophysics Colloquium (EC), 2014.11, Kobe, Japan.

 Ko, Bonggyun, Jae Wook Song, and Woojin Chang*. “Analysis of Major Crashes in Korean Stock Market.” Asia-Pacific Industrial Engineering & Management Society Conference (APIEMS), 2014.10, Jeju, Korea.

 Song, Jae Wook*. "Investment temperature: an investment information service based on the fear-greed Index." Fall Conference of Korea Data Mining Society, 2024.11, Gyeongju, Korea. 

 Na, Joseph, Minho Park, and Jae Wook Song*. "Deep learning-based point forecast and prediction interval on major cryptocurrency volatility and its applications to portfolio investment." Spring Joint Conference of KIIE/KORMS, 2024.05, Yeosu, Korea. 

 Lee, Dongwoo, Young Hoon Choi, and Jae Wook Song*. "Stock excess return prediction using GCN-LSTM integrated model and PMFG and its application to portfolio investment." Spring Joint Conference of KIIE/KORMS, 2024.05, Yeosu, Korea. 

 Kim, Juhwan, Namhyoung Kim, Seung Eun Ock, and Jae Wook Song*. "Pairs trading strategies based on contrastive learning in the US stock market." Spring Joint Conference of KIIE/KORMS, 2024.05, Yeosu, Korea.

 Ryu, Dongwon, Jun Young Byun, and Jae Wook Song*. "Multivariate time series generation for correlated stock prices via Transformer and generative adversarial networks." Spring Joint Conference of KIIE/KORMS, 2024.05, Yeosu, Korea. 

 Park, Minho, Namhyung Kim, Jun Young Byun, and Jae Wook Song*. "Data Augmentation in Embedding Space for Natural Language Processing based on the Vector Quantized Generative Adversarial Networks." Spring Joint Conference of KIIE/KORMS, 2023.06, Jeju, Korea. 

 Ock, Seung Eun, Young Hoon Choi, and Jae Wook Song*. "Investigating the impact of fuel cells on the Korean electricity market based on multifractal detrended fluctuation analysis." Spring Joint Conference of KIIE/KORMS, 2023.06, Jeju, Korea. 

 Song, Jae Wook*. "Discussion on Dissecting the Terra-LUNA crash: Evidence from the spillover effect and information flow." 2023 Korea’s Allied Economic Associations Annual Meeting, 2023.02, Seoul, Korea. 

 Cho, Poongjin and Jae Wook Song*. "Pair trading strategy with dynamic time warping clustering." KSIE Spring Conference 2022, 2022.06, Jeju, Korea.

 Byun, Jun Young, Younghwan Cho, Jae Wook Song*. "Real-time Change-point detection in financial time-series via Voronoi diagram." Spring Joint Conference of KIIE/KORMS, 2022.06, Jeju, Korea.

 Kim, Namhyung, Young Hoon Choi, Minho Park, Jae Wook Song*. "Can a pre-trained language model be a superior counsel in equity research report-driven investment strategy?" Spring Joint Conference of KIIE/KORMS, 2022.06, Jeju, Korea.

 Yoo, Chulho, Seung Eun Ock, Poongjin Cho, Jae Wook Song*. "An analysis of the value of non-financial information using XAI for credit evaluation." Spring Joint Conference of KIIE/KORMS, 2022.06, Jeju, Korea.

 Byun, Jun Young, Young Hoon Choi, Eunbi Han, and Jae Wook Song*. "Clustering-driven pair trading strategies in Korean financial market." Fall Conference of KORMS, 2021.11, Seoul, Korea.

 Choi, Young Hoon and Jae Wook Song*. "Portfolio Investment in KOSPI200 based on PMFG with Gaussian Rank Correlation." Spring Joint Conference of KIIE/KORMS/KSS, 2021.06, Jeju, Korea.

 Cho, Younghwan, Jun Young Byun, and Jae Wook Song*. "Cryptocurrency as a potential portfolio diversifier on equal risk contribution portfolio." 19th Spring Conference of KSIE, 2021.05, Seoul, Korea.

 Park, Ji Hwan, Minhyuk Lee, Jae Wook Song, and Woojin Chang*. “Analyses on weighted granger causality-based link prediction in real effective exchange rate market.” Fall Conference of KORMS, 2019.10, Seoul, Korea.

 Kim, Kyungwon and Jae Wook Song*. “Estimating arbitrage opportunity in the real estate market via binomial American option pricing approach.” Spring Joint Conference of KIIE/KORMS/KSS, 2019.04, Gwangju, Korea.

 Ko, Bonggyun and Jae Wook Song*. “Analyzing escape time of the Korean government bond: the Hull-White model with stochastic volatility approach.” Spring Joint Conference of KIIE/KORMS/KSS, 2018.04, Gyeongju, Korea.

 Lee, Minhyuk, Jae Wook Song, Sondo Kim, and Woojin Chang*. “Analyzing stock market efficiency using the asymmetric Hurst exponent.” Fall Conference of the KORMS Society, 2017.10, Seoul, Korea.

 Song, Jae Wook and Woojin Chang*. “Systemic risk measures based on open financial data.” Fall Conference of the KORMS Society, 2016.10, Seoul, Korea.

 Song, Jae Wook, Bonggyun Ko, and Woojin Chang*. “Systemic risk in Interbank market: Network topologies and the role of the Central Bank”, Spring Joint Conference of KIIE/KORMS/KSS, 2014.05, Busan, Korea.