Robustness Over Complexity in High-Frequency Cryptocurrency Forecasting

 Probabilistic Forecasting of High-Frequency Crypto Volatility via Decomposition-Integrated Recurrent Neural Networks

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

 SLRL: Strategy-Level Reinforcement Learning for Robust Portfolio Management

 Learning Stock Price Signals From Candlestick Chart Via Vision Transformer

 Driving-Protocol Fuel Cell Degradation Pattern Modeling Using DeepAR

• NA Yosep, KIM Yoon-Hee, BAE Suk Joo, and SONG Jae Wook*

• INFORMS Conference on Quality, Statistics & Reliability 2025 (ICQSR), 2025.07, Singapore

 Multivariate Cryptocurrency Time-series Generation

• RYU Dongwon, BYUN Jun Young, and SONG Jae Wook*

• ACM ICAIF 2024 Antalpha Crypto Market Simulation Competition (ICAIF-C), 2024.11, Brooklyn, NY, USA

 Deep hedging of equity-linked securities

• SONG Jae Wook*, KIM Namhyoung, and RYU Dongwon

• INFORMS Annual Meeting (INFORMS), 2024.10, Seattle, WA, USA

 Risk Propensity-specific Portfolio Recommendation via Self-supervised Learning

• KIM Namhyoung, OCK Seung Eun, and SONG Jae Wook*

• IJCAI 2024 Worksop on Recommender Systems in Finance (IJCAI-W), 2024.07, Jeju, Korea

 AstroLibrary: A Library for Real-time Conjunction Assessment and Optimal Collision Avoidance

• Shawn SH Choi, Peter JH Ryu, JI Minwoo, John Kim, Lowell Kim, SIM Kyuil, SUNG Jaedong, SONG Jae Wook, MAH Misoon, Douglas DS Kim*

• 2nd International Orbital Debris Conference (IOC II), 2023.12, Sugar Land, TX, USA

 Link prediction analysis in the weighted causal network of the global currency market

• PARK Ji Hwan, SONG Jae Wook, LEE Minhyuk, and CHANG Woojin*

• Asia-Pacific Industrial Engineering & Management Society Conference (APIEMS), 2018.12, Hong Kong

 Asymmetric multi-fractality in the high-frequency cryptocurrency markets

• LEE Minhyuk and SONG Jae Wook*

• Asia-Pacific Econophysics Conference (APEC), 2018.08, Taipei, Taiwan

 Asymmetric multi-fractality and market efficiency in stock indices of G-2 countries

• LEE Minhyuk, SONG Jae Wook, PARK Ji Hwan, and CHANG Woojin*

• Asia-Pacific Industrial Engineering & Management Society Conference (APIEMS), 2016.12, Taipei, Taiwan

 Marginal expected shortfall based on nonlinear relationship between firm and market returns

• CHANG Woojin*, SONG Jae Wook, and KO Bonggyun

• Seoul-Tokyo-Stanford Workshop on Financial Statistics and Risk Management, 2016.04, Seoul, Korea

 Financial networks based on theory of information transfer

• SONG Jae Wook, KO Bonggyun, and CHANG Woojin*

• Econophysics Colloquium (EC), 2015.09, Prague, Czechia

 Escape problem under the term structure condition and stochastic volatility

• KO Bonggyun, SONG Jae Wook, and CHANG Woojin*

• Econophysics Colloquium (EC), 2015.09, Prague, Czechia

 Topology of the interbank network under the Central bank reserves

• KO Bonggyun, SONG Jae Wook, and CHANG Woojin*

• Social Modeling and Simulations / Econophysics Colloquium (EC), 2014.11, Kobe, Japan

 Alarm Index of a major crash in Korean financial market via Log Periodic Power Law & Pattern Recognition

• KO Bonggyun, SONG Jae Wook, and CHANG Woojin*

• Social Modeling and Simulations / Econophysics Colloquium (EC), 2014.11, Kobe, Japan

 Alarm Index of a major crash in Korean financial market via Log Periodic Power Law & Pattern Recognition

• KO Bonggyun, SONG Jae Wook, and CHANG Woojin*

• Asia-Pacific Industrial Engineering & Management Society Conference (APIEMS), 2014.10, Jeju, Korea

 PRISM-VQ: Fusing Financial Priors and Vector-Quantized Latent Factors for Dynamic Cross-Sectional Stock Prediction

• 김남형, 송재욱*

• 한국파생상품학회 추계학술대회, 2025.12, 서울

 DisCorrGAN: A Disentangled and Correlation-Aware Generative Adversarial Networks for Multivariate Financial Time Series Generation

• 송재욱*, 류동원, 최영훈, 옥승은, 변준영

• 한국금융공학회 추계학술대회, 2025.10, 부산

 오피니언 마이닝을 통한 제품 개발 전략

• 송재욱*

• 한국산업경영시스템학회 추계학술대회, 2025.10, 제주

 Optimal Investment Strategy Selection with Deep Reinforcement Learning

• 박준영, 옥승은, 류동원, 송재욱*

• 대한산업공학회·한국경영과학회·한국시뮬레이션학회 춘계공동학술대회, 2025.06, 제주

 Candlestick Chart-Driven Portfolio Selection via Vision Transformer

• 변준영, 나요셉, 이동우, 송재욱*

• 대한산업공학회·한국경영과학회·한국시뮬레이션학회 춘계공동학술대회, 2025.06, 제주

 Vector Quantization for Efficient Financial Representation Learning 

• 김남형, 김주환, 송재욱*

• 대한산업공학회·한국경영과학회·한국시뮬레이션학회 춘계공동학술대회, 2025.06, 제주

 자기회귀 순한신경망을 활용한 리튬이온 배터리 건전성 지표의 확률적 예측

• 나요셉, 송재욱*

• 한국신뢰성학회 춘계학술대회, 2025.06, 제주

 FactorVQVAE: Discrete latent factor model via vector quantized variational autoencoder

• 김남형, 옥승은, 송재욱*

• 재무금융 공동학술대회, 2025.05, 서울

 투자온도: 공포탐욕지수 기반 투자 정보 서비스

• 송재욱*

• 한국데이터마이닝학회 추계학술대회, 2024.11, 경주

 딥러닝 기반 주요 암호화폐 변동성 점 및 구간 예측과 포트폴리오 투자로의 활용

• 나요셉, 박민호, 송재욱*

• 한국경영과학회·대한산업공학회·한국시뮬레이션학회 춘계공동학술대회, 2024.05, 여수

 Stock excess return prediction using GCN-LSTM integrated model and PMFG and its application to portfolio investment

• 이동우, 최영훈, 송재욱*

• 한국경영과학회·대한산업공학회·한국시뮬레이션학회 춘계공동학술대회, 2024.05, 여수

 Pairs Trading via Contrastive Learning

• 김주환, 김남형, 옥승은, 송재욱*

• 한국경영과학회·대한산업공학회·한국시뮬레이션학회 춘계공동학술대회, 2024.05, 여수

 Multivariate time series generation for correlated stock prices via Transformer and generative adversarial networks

• 류동원, 변준영, 송재욱*

• 한국경영과학회·대한산업공학회·한국시뮬레이션학회 춘계공동학술대회, 2024.05, 여수

 Data Augmentation in Embedding Space for Natural Language Processing based on the Vector Quantized Generative Adversarial Networks

• 박민호, 김남형, 변준영, 송재욱*

• 대한산업공학회·한국경영과학회 춘계공동학술대회, 2023.06, 제주

 Investigating the impact of fuel cells on the Korean electricity market based on multifractal detrended fluctuation analysis

• 옥승은, 최영훈, 송재욱*

• 대한산업공학회·한국경영과학회 춘계공동학술대회, 2023.06, 제주

 Pair trading strategy with dynamic time warping clustering

• 조풍진, 송재욱*

• 한국산업경영시스템학회 춘계학술대회, 2022.06, 제주

 Real-time Change-point detection in financial time-series via Voronoi diagram

• 변준영, 조영환, 송재욱*

• 한국경영과학회·대한산업공학회 춘계공동학술대회, 2022.06, 제주

 Can a pre-trained language model be a superior counsel in equity research report-driven investment strategy?

• 김남형, 최영훈, 박민호, 송재욱*

• 한국경영과학회·대한산업공학회 춘계공동학술대회, 2022.06, 제주

 XAI를 활용한 비금융 정보의 신용 평가 활용 가치 분석

• 유철호, 옥승은, 조풍진, 송재욱*

• 한국경영과학회·대한산업공학회 춘계공동학술대회, 2022.06, 제주

 국내 금융 시장에서의 군집화 기반 페어트레이딩 전략

• 변준영, 최영훈, 한은비, 송재욱*

• 한국경영과학회 추계학술대회, 2021.11, 서울

 Portfolio Investment in KOSPI200 based on PMFG with Gaussian Rank Correlation

• 최영훈, 송재욱*

• 대한산업공학회·한국경영과학회 춘계공동학술대회, 2021.06, 제주

 동일리스크 기여 포트폴리오의 다각화를 위한 암호화폐 활용

• 조영환, 변준영, 송재욱*

• 한국산업경영시스템학회 춘계학술대회, 2021.05, 서울

 가중 그레인저-인과관계 네트워크를 활용한 외환시장의 실질실효환율 링크 예측 분석

• 박지환, 이민혁, 송재욱, 장우진*

• 한국경영과학회 추계학술대회, 2019.10, 서울

 Estimating arbitrage opportunity in the real estate market via binomial American option pricing approach

• 김경원, 송재욱*

• 대한산업공학회·한국경영과학회·한국시뮬레이션학회 춘계공동학술대회, 2018.04, 광주

 Analyzing escape time of the Korean government bond: the Hull-White model with stochastic volatility approach

• 고봉균, 송재욱*

• 대한산업공학회·한국경영과학회·한국시뮬레이션학회 춘계공동학술대회, 2018.04, 경주

 Analyzing stock market efficiency using the asymmetric Hurst exponent

• 이민혁, 송재욱, 김선도, 장우진*

• 한국경영과학회 추계학술대회, 2017.10, 서울

 Systemic risk measures based on open financial data

• 송재욱, 장우진*

• 한국경영과학회 추계학술대회, 2016.10, 서울

 인터뱅크 시장의 시스템리스크 연구: 네트워크 토폴로지와 중앙은행의 역할을 중심으로

• 송재욱, 고봉균, 장우진*

• 대한산업공학회·한국경영과학회 춘계공동학술대회, 2014.05, 부산