RESEARCH

 Bold:  Lab member  /  * : Corresponding author 

1. Poongjin Cho, Kyungwon Kim*. (2025). "Novel approach for deep learning-based market forecasting and portfolio selection incorporating market efficiency", Expert Systems with Applications, 128610.

2. Sangheon Lee, Poongjin Cho*. (2025). "Graph-Based Stock Volatility Forecasting with Effective Transfer Entropy and Hurst-Based Regime Adaptation", Fractal and Fractional, 9(6), 339.

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

4. Poongjin Cho, Kyungwon Kim*. (2022). "Global collective dynamics of financial market efficiency using attention entropy with hierarchical clustering", Fractal and Fractional, 6(10), 562.

5. 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.

6. Poongjin Cho, Ji Hwan Park, Jae Wook Song*. (2021). "Equity research report-driven investment strategy in Korea using binary classification on stock price direction", IEEE Access, 9, 46364-46373.

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. Changju Lee, Seungmo Ku, Poongjin Cho, Woojin Chang*. (2019). "Explaining future market return and evaluating market condition with common preferred spread index", Physica A: Statistical Mechanics and its Applications, 525, 921-934.

9. Poongjin Cho, Woojin Chang, Jae Wook Song*. (2019). "Application of instance-based entropy fuzzy support vector machine in peer-to-peer lending investment decision", IEEE Access, 7, 16925-16939.

10. Jae Wook Song, Bonggyun Ko, Poongjin Cho, Woojin Chang*. (2016). "Time-varying causal network of the Korean financial system based on firm-specific risk premiums", Physica A: Statistical Mechanics and its Applications, 458, 287-302.

1. Yeji Kim, Poongjin Cho*. "Black-Litterman Portfolio with K-shape Clustering". 한국산업경영시스템학회지(Journal of Society of Korea Industrial and Systems Engineering), 46 (4).

2. Hyung-Rae Kang, Jae-Min Song, Gang-Hoon Jeon, Poongjin Cho*. "Webtoon-Style Image-Editing Mobile Application based on Generative Adversarial Network and React Native". 디지털콘텐츠학회논문지(Journal of Digital Contents Society), 24 (11), 2863-2869.

3. Eunseong Ka, Beomgi Kim, Seungcheol Lee, Hyunmin Cho, Poongjin Cho*. "High-Quality Image Generation Platform using GAN". 디지털콘텐츠학회논문지(Journal of Digital Contents Society), 24 (10), 2489-2498.

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

1. Poongjin Cho, Seungmo Ku, Donggyu Kwak, Hyunju Lee, Woojin Chang*. "Applications of instance-based entropy fuzzy support vector machine in peer-to-peer lending market", APIEMS Conference, 2018.12, Hong Kong.

2. Sondo Kim, Poongjin Cho, Donggyu Kwak, Woojin Chang*. "Forecasting the daily stock index using various singular value decomposition entropy", Econophysics Colloquium, 2017.07, Warsaw, Republic of Poland.

3. Changju Lee, Poongjin Cho, Woojin Chang*. "Verifying liquidity risk using pairs trading strategy with preferred stocks", Econophysics Colloquium, 2015.09, Prague, Czech Republic.

1. MyungJin Wooh, Poongjin Cho*. "Vision Transformer and Time-Frequency Analysis for Stock Price Prediction", In Proceedings of the 2025 Spring Conference of the KIIE/KORMS/KSS, 2025.06, Jeju, Korea.

2. Hanbaek Kim, Poongjin Cho*. "EMD-Lixel GSCD-based 3D CNN-LSTM for Stock Price Prediction", In Proceedings of the 2025 Spring Conference of the KIIE/KORMS/KSS, 2025.06, Jeju, Korea.

3. Seungmin Kang, Poongjin Cho*. "Optimizing P2P Lending Portfolios Using GAN-based Data Augmentation: A case study on Lending club", In Proceedings of the 2025 Spring Conference of the KIIE/KORMS/KSS, 2025.06, Jeju, Korea.

4. Jihyun Won, Poongjin Cho*. "Attention Entropy를 활용한 ETF 전략: PE, GNOLE, GOPAE와의 비교 분석", In Proceedings of the 2025 Spring Conference of the KIIE/KORMS/KSS, 2025.06, Jeju, Korea.

5. Sangheon Lee, Poongjin Cho*. "Forecasting the Volatility of the Stock Market Using GCN with Effective Transfer Entropy", In Proceedings of the 2025 Spring Conference of the KIIE/KORMS/KSS, 2025.06, Jeju, Korea.

6. Hanbaek Kim, Poongjin Cho*. "Stock Price Prediction through EMD-Lixel GSCD based on LSTM-3D ResNet", In Proceedings of the 2025 Winter Conference of the KICS, 2025.02, Yongpyong, Korea.

7. Hanbaek Kim, Sangheon Lee, Jihyeon Won, Hyobin Choi, Poongjin Cho*. "Geometric Brownian Motion-Generated Data for Discovering Stock Price Patterns", In Proceedings of the 2024 Spring Conference of the KIIE/KORMS/KSS, 2024.05, Yeosu, Korea.

8. Yeji Kim, Poongjin Cho*. "Asset allocation with K-shape clustering". In Proceedings of the 2023 Fall Conference of the KORMS, 2023.11, Seoul, Korea.

9. Poongjin Cho, Yeji Kim, Min Sung Park, Hyobin Choi, Minhyuk Lee*. "Pair trading strategy with K-shape clustering". In Proceedings of the 2023 Spring Conference of the KIIE/KORMS, 2023.06, Jeju, Korea.

10. Poongjin Cho, Jae Wook Song*. "Pair trading strategy with Dynamic time warping clustering", In Proceedings of the 2022 Spring Conference of the KSIE, 2022.06, Jeju, Korea.

11. Yoo, Chulho, Seung Eun Ock, Poongjin Cho, Jae Wook Song*. "An analysis of the value of non-financial information using XAI for credit evaluation", Spring Joint Conference of KIIE/KORMS, 2022.06, Jeju, Korea.

12. Minhyuk Lee, Poongjin Cho*. "P2P market investment strategy using asymmetric classification methodology", In Proceedings of the 2020 Autumn Conference of the KITS, 2020.11, Seoul, Korea.

13. Ji Hwan Park, Poongjin Cho, Minhyuk Lee, Woojin Chang*. "Analysis of co-movement between stocks and FX in Korean financial market", In Proceedings of the 2014 Autumn Conference of the KIIE, 2014.11, Suwon, Korea.