Publication

Self-attention based deep direct recurrent reinforcement learning with hybrid loss for trading signal generation

Kwak, D., Choi, S., & Chang, W.

2023

Information Sciences, 623, 592-606.

Stock market network based on bi-dimensional histogram and autoencoder

Choi, S., Gwak, D., Song, J. W., & Chang, W.

2022

Intelligent Data Analysis, 26(3), 723-750.

Fractal structure in the S&P500: A correlation-based threshold network approach

Seungmo Ku, Changju Lee, Woojin Chang & Jae Wook Song

2020

Chaos, Solitons & Fractals, 137, 109848

Link prediction in the Granger causality network of the global currency market

Ji Hwan Park, Woojin Chang & Jae Wook Song

2020

Physica A, 553, 124668

Predicting the direction of US stock prices using effective transfer entrophy and machine learning techniques

Sondo Kim, Seungmo Ku, Woojin Chang & Jae Wook Song

2020

IEEE Access, 8, 111660

Instance-based entropy fuzzy support vector machine for imbalanced data

Cho, P., Lee, M., & Chang, W.

2020

Pattern Analysis and Applications, 23(3), 1183-1202.

Cluster analysis on the structure of the cryptocurrency market via Bitcoin–Ethereum filtering

Jung Yoon Song, Woojin Chang & Jae Wook Song

2019

Physica A, 527, 121339

Explaining future market return and evaluating market condition with common preferred spread index

Changju Lee, Seungmo Ku, Poongjin Cho & Woojin Chang

2019

Physica A, 525, 921

Application of Instance-Based Entropy Fuzzy Support Vector Machine in Peer-To-Peer Lending Investment Decision

Poongjin Cho, Woojin Chang & Jae Wook Song

2019

IEEE Access, 7, 16925

Estimation and Forecasting of Sovereign Credit Rating Migration Based on Regime Switching Markov Chain

Sung Youl Oh, Jae Wook Song, Woojin Chang & Minhyuk Lee

2019

IEEE Access, 7, 115317