Working Papers

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

 Kim, Namhyoung, Seung Eun Ock, Dongwon Ryu, Dongwoo Lee, and Jae Wook Song*. "FactorVQVAE: Discrete Latent Factor Model via Vector Quantized Variational Autoencoder."

 Ryu, Dongwon, Jun Young Byun, Namhyoung Kim, Seung Eun Ock, and Jae Wook Song*. "MVFIT-GAN:  Deep generation of MultiVariate FInancial Time-series."

 Na, Yosep and Jae Wook Song*. "Point and interval predictions of high-frequency realized cryptocurrency volatility for risk parity porfolio."

 Kim, Namhyoung, Juhwan Kim, and Jae Wook Song*. "Pairs trading via contrastive clustering."

 Song, Jungyoon, Woojin Chang, and Jae Wook Song*. "Forecasting oil futures volatility using data-driven return distribution from spline quantile function recurrent neural networks."

 Jun Young Byun and Jae Wook Song*. "FactorViT: Stock price charts-driven factor model via vision Transformer."