Market Making under Order Stacking Framework: A Deep Reinforcement Learning Approach. - Guhyuk Chung; Munki Chung; Yongjae Lee; Woo Chang Kim (ICAIF, 2022)

Neural Marked Hawkes Process for Limit Order Book Modeling. - Guhyuk Chung; Yongjae Lee; Woo Chang Kim (PAKDD (3), 2024)