Jae Wook Song

11 papers Journal 10Unranked 1
YearRankTypeTitle / Venue / Authors
2026 J jnl
HGAIT: heterogeneous graph attention with inverted transformers for correlation-aware stock return prediction.
Expert Syst. Appl.
Dongwoo Lee, Seung Eun Ock, Jae Wook Song
2025 — conf
Deep Mean-Reversion: A Physics-Informed Contrastive Approach to Pairs Trading.
ICAIF
Namhyoung Kim, Yosep Na, Jae Wook Song
2025 J jnl
FactorVQVAE: Discrete latent factor model via Vector Quantized Variational Autoencoder.
Knowl. Based Syst.
Namhyoung Kim, Seung Eun Ock, Jae Wook Song
2025 J jnl
NQF-RNN: probabilistic forecasting via neural quantile function-based recurrent neural networks.
Appl. Intell.
Jungyoon Song, Woojin Chang, Jae Wook Song
2022 J jnl
Stock market network based on bi-dimensional histogram and autoencoder.
Intell. Data Anal.
Sungyoon Choi, Dongkyu Gwak, Jae Wook Song, Woojin Chang
2022 J jnl
Unsupervised Change Point Detection and Trend Prediction for Financial Time-Series Using a New CUSUM-Based Approach.
IEEE Access
Kyungwon Kim, Ji Hwan Park, Minhyuk Lee, Jae Wook Song
2021 J jnl
Equity Research Report-Driven Investment Strategy in Korea Using Binary Classification on Stock Price Direction.
IEEE Access
Poongjin Cho, Ji Hwan Park, Jae Wook Song
2020 J jnl
Analyses on Volatility Clustering in Financial Time-Series Using Clustering Indices, Asymmetry, and Visibility Graph.
IEEE Access
Kyungwon Kim, Jae Wook Song
2020 J jnl
Predicting the Direction of US Stock Prices Using Effective Transfer Entropy and Machine Learning Techniques.
IEEE Access
Sondo Kim, Seungmo Ku, Woojin Chang, Jae Wook Song
2019 J jnl
Application of Instance-Based Entropy Fuzzy Support Vector Machine in Peer-To-Peer Lending Investment Decision.
IEEE Access
Poongjin Cho, Woojin Chang, Jae Wook Song
2019 J jnl
Estimation and Forecasting of Sovereign Credit Rating Migration Based on Regime Switching Markov Chain.
IEEE Access
Sung Youl Oh, Jae Wook Song, Woojin Chang, Minhyuk Lee