CONFERENCE

Bold:  Lab member  /  * : Corresponding author 

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

2. 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.

3. 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.

4. 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.

5. 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.

6. 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. 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.

2. 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.

3. 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.

4. 양헝량, 김미주, 바카이핑(부산대), 박재현(홍콩폴리텍대), 홍가혜, 이민혁(부산대) (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.

5. 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.

6. 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.

7. 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.

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

9. 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.

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

11. 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.

12. 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.

13. 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.

14. 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.

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

16. 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.

17. 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.