JOURNAL

Bold:  Lab member 

1. Poongjin Cho, Minhyuk Lee* (2024). Dynamic Black–Litterman Portfolios Incorporating Asymmetric Fractal Uncertainty. Fractal and Fractional, 8(11), 642. 

2. Seung Eun Ock, Minhyuk Lee*, Jae Wook Song* (2024). Multifractal Analysis of the Impact of Fuel Cell Introduction in the Korean Electricity Market. Fractal and Fractional, 8(10), 573. 

3. 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.

4. 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.

5. 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.

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

7. 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.

8. 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.

9. 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

10. 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, Taehyeon Kim, Minhyuk Lee* (2024). Strategic Responses to Changes in the Korean Population Structure for Managing Defined Benefit (DB) Pension Plans: An Analysis of the Financial Stability of Retirement Pensions Amid Low Birth Rates and Aging Population*. Korean Management Science Review(경영과학지), 41(4), 13-27.

2. Minhyuk Lee, Keonwoo Lee, Dahoon Jeong, Hong Bae Kim* (2024). Comparisons of the Issuance Cost of Bond Tokens Compared to Traditional Bonds. Korean Journal of Financial Engineering (금융공학연구), 23(3), 21-50.

3. 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.

4. 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.

5. 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.

6. 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.

7. 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.