NA Yosep, BYUN Jun Young, SONG Jungyoon, and SONG Jae Wook*

Physica A: Statistical Mechanics and its Applications 686 (2026): 131364 

#Cryptocurrency, #Realized volatility, #Probabilistic forecasting, #Recurrent neural networks, #Time-series decomposition

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

Finance Research Letters (2026): 109585

#Vision transformer, #Stock charts, #Asset pricing, #Factor models, #Deep learning

CHOI Young Hoon, RYU Dongwon, BYUN Jun Young, NA Yosep, and SONG Jae Wook*

Finance Research Letters (2026): 109464

#Generative adversarial networks, #Time series simulation, #Option pricing, #Delta prediction, #Risk-neutral valuation, #Stochastic noise

LEE Dongwoo, OCK Seungeun, and SONG Jae Wook*

Expert Systems with Applications (2026): 129292

#Transformer, #Graph neural networks, #Graph attention, #Stock return prediction, #Portfolio management

KIM Jang Ho, LEE Yongjae, KIM Woo Chang, SONG Jae Wook, and Frank J. Fabozzi*

Journal of Portfolio Management 52.2 (2025)

#Random forests, #Feature selection, #Variable importance, #Asset management

KIM Namhyoung, NA Yosep, and SONG Jae Wook*

Proceedings of the 6th ACM International Conference on AI in Finance (ICAIF'25)

#Contrastive learning, #Physics-informed neural networks, #Mean-reversion, #Pairs-trading, #Portfolio

KIM Namhyoung, OCK Seungeun, and SONG Jae Wook*

Knowledge-Based Systems (2025): 113460

#Dynamic Latent Factor Model, #Vector Quantization, #Autoencoder, #Transformer, #Portfolio Investment

SONG Jungyoon, CHANG Woojin, and SONG Jae Wook*

Applied Intelligence 55.2 (2025): 183

#Probabilistic Forecasting, #Neural quantile function, #Continous ranked probability score, #Trapezoidal rule

OCK Seung Eun, LEE Minhyuk, and SONG Jae Wook*

Fractal and Fractional 8, no. 10 (2024): 573

#Korean electricity market, #Multifractality, #Multifractal detrended fluctuation analysis, #Crossover point detection, #Market efficiency

Shawn SH Choi, BYUN Jun Young, Maxime Pognon, KIM Juhwan, KIM Hyeonggu, SEONG Jaedong, Baptiste Guillot, Thierry Balanche, Kevin Choi, MAH Misoon, SONG Jae Wook, Peter JH Ryu, and Douglas DS Kim*

Proceedings of the Advanced Maui Optical and Space Surveillance Technologies (AMOS) Conference, 2024, Maui Economic Development Board

#Real-time, #Conjunction Data Message, #TLE, #Concurrent Avoidance Negotiation, #Maneuver Detection, #Virtual Meeting, #Platform, #Voronoi 

Shawn SH Choi, Peter JH Ryu, SIM Kyuil, SEONG Jaedong, SONG Jae Wook, MAH Misoon, Douglas DS Kim*

Journal of Space Safety Engineering 11.3 (2024): 462-468

#Conjunction assessment, #Collision avoidance, #Spatiotemporal problem, #Real-time, #Voronoi diagram

CHO Younghwan and SONG Jae Wook*

Finance Research Letters 53 (2023): 103608

#Portfolio management, #Hierarchical risk parity, #Global motion correlation, #Minimum spanning tree, #Security selection

LEE Minhyuk, CHO Younghwan, OCK Seung Eun, and SONG Jae Wook*

Fractal and Fractional 7, no. 1 (2023): 85

#Multifractal detrended fluctuation analysis, #Capital asset pricing model filter, #Idiosyncratic risk premium, #Asymmetric volatility, #Asymmetric multifractality

CHOI Sungyoon, GWAK Dongkyu, SONG Jae Wook, and CHANG Woojin*

Intelligent Data Analysis 26.3 (2022): 723-750

#Autoencoder, #Complex network, #Dimensionality reduction, #Latent space visualization, #Histogram, #Stock portfolio

IEEE Access 10 (2022): 34690-34705

#Unsupervised learning, #Change point detection, #Iterative cumulative sum of squares, #Krskal-Wallis

#Finance, #Natural language processing, #Stock markets, #Equity research reports, #Binary classification, #Investment strategy

#Clustering asymmetry, #Clustering index, #Finance, #Pattern clustering, #Power-law decay, #Statistical analysis, #Time series analysis, #Visibility graph, #Volatility clustering

#Currency market, #Link prediction, #Granger causality network, #Real effective exchange rate

#Fractal dimension, #Threshold network, #Strong effective repulsion, #Market prediction

#Econophysics, #Effective transfer entropy, #Feature engineering, #Information entropy, #Machine learning, #Prediction algorithms, #Stock markets, #Time series analysis

#Housing bubble, #Bubble reduction, #Real options, #American option, #Binomial tree, #Residential characteristics

#Credit migration, #Economic forecasting, #Hidden Markov models, #Markov processes, #Regime switching, #Sovereign credit rating

#Cryptocurrency, #Market structure, #Bitcoin-Ethereum filtering, #Clustering, #Minimum spanning tree

#Entropy, #Support vector machine, #Financial management, #Decision support systems, #Peer-to-peer lending

#Market efficiency, #A-MFDFA, #Stock markets, #Asymmetric multi-fractality, #Hurst exponent

#Mean escape time, #Interest rate, #Term structure, #Stochastic volatility, #Noise enhanced stability

#Real estate market, #Bubbles, #Real options, #Binomial tree, #Heteroscedasticity, #Jeonse system

#Log-periodicity, #Price forecasting, #Diffusion model, #Pattern recognition, #Non-linear time series, #Financial market

#Systemic risk, #Marginal expected shortfall, #Parametric model, #Non-linearity, #Minimum spanning tree

#Asymmetric multi-fractality, #A-MFDFA, #Stock indices, #Return trend, #Index trend

#Causal network, #Korean financial market, #Risk-spillovers, #Network connectivity, #Financial stability

#Value at Risk, #Multifractality, #Binomial multifractal model, #Multifractal model of asset return, #Financial time series

#Nonlinear Ising model, #Financial return, #Stock indices, #CDS spread, #Fat-tail

#Space Domain Awareness, #Space Traffic Management, #Maneuver Detection, #Satellite Constellation Analysis, #Conjunction Assessment, #Collision Avoidance

#Financial markets, #Financial time-series, #Generative model, #Stylized facts

#Cryptocurrency, #Perpetual swaps, #Market efficiency, #Multifractal analysis, #Price discovery

#Health-adjusted life expectancy, #Quality-adjusted life expectancy, #Machine learning, #Explainable Artificial Intelligence, #SHAP

#Low fertility rate, #Explainable Artificial Intelligence, #Machine Learning, #Text Mining

#Conjunction assessment, #Collision avoidance, #Low earth orbit satellite, #Small satellite