JOURNAL

Bold:  Lab member 

1. Minhyuk Lee, Younghwan Cho, Seung Eun Ock, Jae Wook Song (2023). Analyzing Asymmetric Volatility and Multifractal Behavior in Cryptocurrencies Using Capital Asset Pricing Model Filter. Fractal and Fractional, 7(1), 85.

2. Poongjin Cho, Minhyuk Lee (2022). Forecasting the Volatility of the Stock Index with Deep Learning Using Asymmetric Hurst Exponents. Fractal and Fractional, 6(7), 394.

3. Kyungwon Kim, Ji Hwan Park, Minhyuk Lee, Jae Wook Song (2022). Unsupervised change point detection and trend prediction for financial time-series using a new CUSUM-based approach. IEEE Access, 10, 34690 - 34705.

4. Kyungwon Kim, Minhyuk Lee (2021). The Impact of the COVID-19 Pandemic on the Unpredictable Dynamics of the Cryptocurrency Market. Entropy, 23(9), 1234.

5. Poongjin Cho, Minhyuk Lee, Woojin Chang (2019). Instance-based entropy fuzzy support vector machine for imbalanced data. Pattern Analysis and Applications, 23(3), 1183-1202.

6. Sung Youl Oh, Jae Wook Song, Woojin Chang, Minhyuk Lee (2019). Estimation and Forecasting of Sovereign Credit Rating Migration Based on Regime Switching Markov Chain. IEEE Access, 7, 115317-115330.

7. Minhyuk Lee, Jae Wook Song, Sondo Kim, Woojin Chang (2018). Asymmetric market efficiency using the Index-based asymmetric-MFDFA. Physica A: Statistical Mechanics and its Applications, 512, 1278-1294

8. Minhyuk Lee, Jae Wook Song, Ji Hwan Park, Woojin Chang (2017). Asymmetric multi-fractality in the U.S. stock indices using index-based model of A-MFDFA. Chaos, Solitons and Fractals, 97, 28-38

1. Dahoon Jeong, Minhyuk Lee, Taewon Lee (2024). A Study on Developing a Web Care Model for Audiobook Platforms Using Machine Learning. Information Systems Review(경영정보학연구), 26(1), 337-353.

2. Jeongmin Lee, Minhyuk Lee (2023). CMTO: An Inquiry into the Activation for Real Estate Security Token of the Digital Asset Hour. Journal of Information Technology Service(한국IT서비스학회지), 22(4), 81-95.

3. Heeseok Kwon, Minhyuk Lee (2023). Stock Index Forecasting Using Combined Model of Wavelet Transform LSTM and Multi-Head Attention. Korean Management Science Review(경영과학지), 40(2), 97-112.

4. Yumin Lee, Minhyuk Lee (2023). An Empirical Study on the Cryptocurrency Investment Methodology Combining Deep Learning and Short-term Trading Strategies. Journal of Intelligence and Information Systems(지능정보연구), 29(1), 377-396.

5. Poongjin Cho, Minhyuk Lee, Jae Wook Song (2022). Clustering-driven Pair Trading Portfolio Investment in Korean Stock Market. Journal of Korea Society of Industrial and Systems Engineering(한국산업경영시스템학회지), 45(3), 123-130.