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
2025 Best paper conf
Assessing the Effectiveness of the Tigress Obfuscator Against MOPSA and BinaryNinja.
CheckMATE
Nicolò Altamura, Enrico Bragastini, Marco Campion, Mila Dalla Preda
2026 Best paper preprint
ASSEMBLAGE-DEEPHISTORY: A Cross-Build Binary Dataset with Temporal Coverage.
arXiv
Chang Liu, Noah Fleischmann, Nicolò Altamura, Edward Raff, James Holt, Kristopher Micinski