CONFERENCE

Bold:  Lab member  /  * : Corresponding author 

1. YeongHoon Do, Minhyuk Lee (2025). “A Methodological Framework for Real-Time Instagram Content Automation: Hashtag Forecasting and LLM-Based Generation”. International Conference of Asian Business Innovation Association (ICABIA) 2025, Busan, Korea. May. 22-23.

2. Jaeuk Lee, Minhyuk Lee (2025). “Forecasting OTT User Trends and Substitution Effects Using GPT-Based News Embedding and Clustering”. International Conference of Asian Business Innovation Association (ICABIA) 2025, Busan, Korea. May. 22-23.

3. Yoon Kyo Chun, Minhyuk Lee (2025). “Study on the predictive model of anchor-based explainable review usefulness”. International Conference of Asian Business Innovation Association (ICABIA) 2025, Busan, Korea. May. 22-23.

4. Minhyuk Lee (2022). Discussant: "Can Machines Understand Human Decisions? Dissecting Stock Forecasting Skill". 2022 Global AI Finance Research Conference, Singapore. Dec. 12-13.

5. Minhyuk Lee (2021). Discussant: "Crypto Wash Trading". 2021 Global AI Finance Research Conference, Yeosu, Korea. Dec. 13-14.

6. Ji Hwan Park, Jae Wook Song, Minhyuk Lee, Woojin Chang (2018). “Link Prediction Analysis in the Weighted Causal Network of the Global Currency Market”. APIEMS 2018, Hong Kong. Dec. 5-8.

7. Minhyuk Lee and Jae Wook Song (2018). “Asymmetric multi-fractality in the high-frequency cryptocurrency markets”. 2018 Asia Pacific Econophysics Conference, Taipei, Taiwan. Aug. 29-31.

8. Ji Hwan Park, Minhyuk Lee, Seongyoon Choi, Woojin Chang (2017). “Causality Link Prediction analysis in OECD stock market indices”. Econophysics Colloquium 2017, Warsaw, Poland. July. 5-7.

9. Seungmo Ku, Changju Lee, Minhyuk Lee, Woojin Chang (2017). “Stress test of dynamic interbank networks under various financial market scenarios”. Econophysics Colloquium 2017, Warsaw, Poland. July. 5-7.

10. Minhyuk Lee, Jae Wook Song, Ji Hwan Park, Woojin Chang (2016). “Asymmetric multi-fractality and market efficiency in stock indices of G-2 countries”. APIEMS 2016, Taipei, Taiwan. Dec. 7-10.

11. Minhyuk Lee, Ji Hwan Park, Woojin Chang (2015). “Asymmetric multifractal scaling behavior in the Korean stock market using asymmetric multifractal detrending moving average analysis”. Econophysics Colloquium 2015, Prague, CZECH REPUBLIC. Sep. 14-16.

1. 이민혁 (2025). Discussant: "Volatility spillovers across global carbon markets and policy uncertainty". 제27회 한국경영학회 융합학술대회, Ulsan, Korea. Aug 18-20.

2. 이민혁 (2025). Discussant: "Greedy-Adam: Emphasizing Present Gradients for Stable and Efficient Training". KrAIS 2025, Busan, Korea. June 30-July 1.

3. 이민혁, 정다훈, 신혜정 (2025). "비트코인 현물ETF 도입의 투자효용성 분석: 자산성과 포트폴리오 다각화 효과를 중심으로". 2025 한국회계학회 하계국제학술대회통합학술대회, Seoul, Korea. June. 19-20.

4. 도영훈, 정다훈, 이민혁 (2025). "메타데이터를 활용한 QA 데이터 생성 기반의 RAG 방법론 연구". 2025 경영정보 관련 춘계통합학술대회, Daejeon, Korea. May. 29-31.

5. 이재욱, 도영훈, 이민혁 (2025). "ChatGPT를 활용한 지능형 투자의사결정모형". 2025 경영정보 관련 춘계통합학술대회, Daejeon, Korea. May. 29-31.

6. 이현빈, 이민혁 (2025). "TFT(Temporal Fusion Transformer)를 활용한 거시경제지표 발표 후 다중 자산군 가격 반응 예측". 2025 경영정보 관련 춘계통합학술대회, Daejeon, Korea. May. 29-31.

7. 고양경, 이민혁 (2025). "GAN 기반 합성 데이터 생성과 ENN 언더샘플링 결합을 통한 다중 클래스 불균형 문제의 개선 방안 연구". 2025 한국지능정보시스템학회 및 한국데이터전략학회 춘계학술대회, Cheonan, Korea. May. 23.

8. 이민혁, 이건우, 정다훈, 김홍배 (2024). "채권토큰의 경제성 분석". 2024 한국금융공학회 추계학술대회, Busan, Korea. Nov. 29.

9. 이현빈, 이민혁 (2024). "딥러닝 기반 개인신용평가 모델에서 Adversarial attack을 이용한 Feature Inportance Drift 분석". 2024 KIISS-APCIM Joint Conference, Seoul, Korea. Nov. 1.

10. 이재욱, 이민혁 (2024). "GPT 기반 업종별 뉴스심리지수개발(NSI-GPT): 경제 동향 예측을 위한 자연어 처리 접근법". 2024 KIISS-APCIM Joint Conference, Seoul, Korea. Nov. 1.

11. 도영훈, 이재욱, 이민혁 (2024). "투자 도구로서의 ChatGPT: 한국 ETF 시장을 통한 추자 전략 구축". 2024 KIISS-APCIM Joint Conference, Seoul, Korea. Nov. 1.

12. 정다훈, 이민혁 (2024). "거시경제 변수를 활용한 개인신용평가의 고도화: GNN 기반 분석 및 적용". 2024 KIISS-APCIM Joint Conference, Seoul, Korea. Nov. 1.

13. 고지훈, 이민혁, 정단열, 이가현, 조서현 (2024). "머신러닝 기법을 활용한 공매도 위험 팩터 연구". 2024 KIISS-APCIM Joint Conference, Seoul, Korea. Nov. 1.

14. 이민혁 (2024). "Dynamic Black-Litterman Portfolios Incorporating Asymmetric Fractal Uncertainty". 한국증권학회 2024년 제3차 학술세미나, Seoul, Korea. Oct. 10.

15. 이민혁, 이건우, 정다훈 (2024). "Comparison of the issuance cost of bond tokens compared to traditional bonds". 2024 Asia-Pacific Association of Finance International Conference, Busan, Korea. July. 9-11.

16. 이재욱, 도영훈, 정다훈, 김태현, 이현빈, 이민혁 (2024). "ChatGPT의 지시문 조정을 통한 한국 주식시장 투자 전략 구축". 2024 한국지능정보시스템학회 춘계학술대회, Busan, Korea. May. 11.

17. 바카이핑, 이민혁 (2023). "Use Denoised data to predict fund price using Deep Learning algorithms". In Proceedings of the 2023 KMIS International Conference, Busan, Korea. Nov. 24-25.

18. 김우건, 이민혁 (2023). "Forecasting Portfolio VaR Using Noise-reduced Correlation Matrix Based on Denoising Autoencoders". In Proceedings of the 2023 KMIS International Conference, Busan, Korea. Nov. 24-25.

19. 이태원, 이민혁, 정다훈 (2023). "오디오북 플랫폼 기반의 웹케어 모형 구축에 관한 연구". In Proceedings of the 2023 KMIS International Conference, Busan, Korea. Nov. 24-25.

20. 양헝량, 김미주, 바카이핑, 박재현(홍콩폴리텍대), 홍가혜, 이민혁 (2023). "외국에서 구직활동은 더욱 어렵다, 유학생의 취업을 돕고 한국에서 더 나은 직장생활을 할 수 없을까?". In Proceedings of the 2023 KMIS International Conference, Busan, Korea. Nov. 24-25.

21. 조풍진, 이민혁, 김예지, 박민성, 최효빈 (2023). “K-shape 군집화 기반 페어 트레이딩 전략”. In Proceedings of the 2023 Spring Conference of the KIIE and KORMS, Jeju, Korea. May. 31- June. 3.

22. 이정민, 이민혁 (2023). “Activation Plan for Trust-Based Real Estate DABS in the Age of Digital Asset”. In Proceedings of the 2023 Spring Conference of the Korea Society of IT Services, Seoul, Korea. May. 24.

23. 권희석, 바카이핑, 이민혁 (2022). "검색량을 활용한 어텐션 장단지 메모리 주가 예측 모형 : 코스피 200 개별 종목을 중심으로". In Proceedings of the 2022 Autumn Conference of the Korean Operations Research and Management Science Society (KORMS), Seoul, Korea. Oct. 28.

24. 권희석, 이민혁 (2022). "웨이블릿 변환과 멀티헤드 어텐션 기법을 적용한 주가 예측". 2022년 한국정보시스템학회 추계학술대회, Busan, Korea. Oct. 21-22.

25. 이정민, 이민혁 (2022). "A Market-Friendly Risk Management Model for DABS Investment: Garnish 'Housing' and 'CMO' Relieves Bitter 'Liquidity Problem' Tastes of DABS Pie". 2022년 한국정보시스템학회 추계학술대회, Busan, Korea. Oct. 21-22.

26. 이유민, 이민혁 (2022). "딥러닝과 단기매매전략을 결합한 시스템 트레이딩의 암호화폐 투자 성과 비교". 2022년 한국정보시스템학회 추계학술대회, Busan, Korea. Oct. 21-22.

27. Sungyoon Choi, Hyunju Lee, Minhyuk Lee, Dongkyu Gwak, and Woojin Chang (2021). “Stock price trend prediction using stock market network and graph deep learning model”. In Proceedings of the 2021 Spring Conference of the Korean Operations Research and Management Science Society (KORMS), Jeju, Korea. June. 2-4.

28. Minhyuk Lee, Poongjin Cho (2020). “P2P market investment strategy using asymmetric classification methodology”. In Proceedings of the 2020 Autumn Conference of the Korea Society of IT Services, Seoul, Korea. Nov. 11.

29. Ji Hwan Park, Minhyuk Lee, Jae Wook Song, and Woojin Chang (2019). “Link Prediction Analysis of real effective exchange rate in FX market using the weighted granger-causality network”. In Proceedings of the 2019 Autumn Conference of the Korean Operations Research and Management Science Society (KORMS), Goyang, Korea. Oct. 25.

30. Minhyuk Lee, Jae Wook Song, Sondo Kim, Woojin Chang (2017). “Analyzing stock market efficiency using the asymmetric Hurst exponent”. In Proceedings of the 2017 Autumn Conference of the Korean Operations Research and Management Science Society (KORMS), Seoul, Korea. Oct. 27.

31. Minhyuk Lee (2015). “Volatility Surface”. 2015 Seoul National University Institute for Research in Finance & Economics Workshop, Seoul, Korea. Nov. 28.

32. Kang Won Kim, Minhyuk Lee, Woojin Chang (2015). “An empirical study of relationship between portfolio return and the Hurst exponents”. In Proceedings of the 2015 Spring Conference of the KIIE, Jeju, Korea. Apr. 9-11.

33. Ji Hwan Park, Poongjin Cho, Minhyuk Lee, Woojin Chang (2014). “Analysis of co-movement between stocks and FX in Korean financial market”. In Proceedings of the 2014 Autumn Conference of the KIIE (B2.4), Suwon, Korea. Nov. 21-22.