•  Na, Yosep, Jun Young Byun, and Jae Wook Song*. "Probabilistic forecasting of high-frequency realized cryptocurrency volatility via CEEMDAN-integrated autoregressive recurrent neural network." (Under review)

•  Jun Young Byun, Yosep Na, and Jae Wook Song*. "Learning stock price signals from candlestick chart via vision Transformer." (Submitted)

•  Lee, Dongwoo, Seung Eun Ock, and Jae Wook Song*. "Temporal Heterogeneous Graph Neural Network for Correlation-Aware Stock Return Prediction."

•  Choi, Young Hoon, Janghyuk Youn, and Jae Wook Song*. "Dynamic hedging of KOSPI200 barrier options using machine learning based price and delta predictions."

•  Na, Yosep and Jae Wook Song*. "Peripherality in financial network as a pricing factor: Evidences from a double-selection LASSO approach."

•  Ryu, Dongwon, Jun Young Byun, and Jae Wook Song*. "Deep generation of multivariate financial time-series."

•  Kim, Namhyoung, Juhwan Kim, and Jae Wook Song*. "Enhancing pairs trading via contrastive learning."

•  Choi, Young Hoon, Dongwon Ryu, and Jae Wook Song*. "Risk-neutral option pricing via generative adversarial network."

•  Ock, Seung Eun and Jae Wook Song*. "Multifractal analyses on time series generation models."

•  Song, Jungyoon, Chao Zhang, Yosep Na, and Jae Wook Song*. "SQF-RV: Realized volatility forecasting via spline quantile function recurrent neural networks."

•  Park, Minho, Jun Young Byun, Namhyoung Kim, and Jae Wook Song*. "VQ-TEGAN: Data Augmentation with Text Embedding for Few-shot Learning." 

•  Song, Jungyoon, Yosep Na, and Jae Wook Song*. "Enhanced portfolio investment via spline quantile function-driven return distributions."

•  Na, Yosep, Jungyoon Song, and Jae Wook Song*. "Probabilistic forecasting of lithium-ion battery's state of health using neural quantile function recurrent neural networks."

Last update:  2025-03-25