Jae Wook Song

Orcid: 0000-0001-6455-6524

According to our database1, Jae Wook Song authored at least 12 papers between 2019 and 2026.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book  In proceedings  Article  PhD thesis  Dataset  Other 

Links

Online presence:

On csauthors.net:

Bibliography

2026
Vector-Quantized Discrete Latent Factors Meet Financial Priors: Dynamic Cross-Sectional Stock Ranking Prediction for Portfolio Construction.
CoRR, May, 2026

HGAIT: heterogeneous graph attention with inverted transformers for correlation-aware stock return prediction.
Expert Syst. Appl., 2026

2025
NQF-RNN: probabilistic forecasting via neural quantile function-based recurrent neural networks.
Appl. Intell., January, 2025

FactorVQVAE: Discrete latent factor model via Vector Quantized Variational Autoencoder.
Knowl. Based Syst., 2025

Deep Mean-Reversion: A Physics-Informed Contrastive Approach to Pairs Trading.
Proceedings of the 6th ACM International Conference on AI in Finance, 2025

2022
Stock market network based on bi-dimensional histogram and autoencoder.
Intell. Data Anal., 2022

Unsupervised Change Point Detection and Trend Prediction for Financial Time-Series Using a New CUSUM-Based Approach.
IEEE Access, 2022

2021
Equity Research Report-Driven Investment Strategy in Korea Using Binary Classification on Stock Price Direction.
IEEE Access, 2021

2020
Analyses on Volatility Clustering in Financial Time-Series Using Clustering Indices, Asymmetry, and Visibility Graph.
IEEE Access, 2020

Predicting the Direction of US Stock Prices Using Effective Transfer Entropy and Machine Learning Techniques.
IEEE Access, 2020

2019
Estimation and Forecasting of Sovereign Credit Rating Migration Based on Regime Switching Markov Chain.
IEEE Access, 2019

Application of Instance-Based Entropy Fuzzy Support Vector Machine in Peer-To-Peer Lending Investment Decision.
IEEE Access, 2019


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