Publications

+ : Equal Contribution,  * : Corresponding Author

In Preparation

• Woojin Jeong, Seongwan Park, Jaewook Lee, Yunyoung Lee*, LiqBoost: Enhancing Liquidity Provision for Blockchain-based Decentralized Exchanges, 2nd round review in Expert Systems with Applications

Publications

• Hoki Kim⁺, Yunyoung Lee⁺, Woojin Lee, Jaewook Lee*, 2025, Undetectable Adversarial Attack on Time Series Classification, Information Sciences (Accepted)

• Seungju Lee⁺, Yunyoung Lee⁺, Jaewook Lee, Hoki Kim*, 2025, A Statistical Analysis of the Relationship between Meme Stocks and Social Media , IEEE ACCESS (Early Access)

• Bumho Son⁺, Yunyoung Lee⁺, Huisu Jang⁺*, 2025, A two-stage game model of probabilistic price manipulation in decentralized exchanges, Economic Modelling, 147, 107055

• Seongwan Park, Woojin Jeong, Yunyoung Lee, Bumho Son, Huisu Jang, Jaewook Lee*,  2024, Unraveling the MEV enigma: ABI-free detection model using Graph Neural Networks, Future Generation Computer Systems, 153, 70-83

• Seungju Lee, Jaewook Lee, Yunyoung Lee*, 2023, Dissecting the Terra-LUNA crash: Evidence from the spillover effect and information flow, Finance Research Letters,  53, 103590

• Seongwan Park, Seungju Lee, Yunyoung Lee, Hyungjin Ko, Bumho Son, Jaewook Lee*, 2023, Price co-movements in decentralized financial markets, Applied Economics Letters, 30(21), 3075-3802

• Bumho Son, Yunyoung Lee, Seongwan Park, Jaewook Lee*, 2023, Forecasting global stock market volatility: The impact of volatility spillover index in spatial-temporal graph-based model, Journal of Forecasting, 42(7), 1539-1559

• Hyungjin Ko, Bumho Son, Yunyoung Lee, Huisu Jang, Jaewook Lee*, 2022, The economic value of NFT: Evidence from a portfolio analysis using mean–variance framework, Finance Research Letters, 47, 102784

• Yunyoung Lee, Bumho Son, Huisu Jang, Junyoung Byun, Taeho Yoon, Jaewook Lee*, 2021, Atomic cross-chain settlement model for central banks digital currency, Information Sciences, 580, 838-856

• Yunyoung Lee, Bumho Son, Seongwan park, Jaewook Lee, Huisu Jang*, 2021, A Survey on Security and Privacy in Blockchain-based Central Bank Digital Currencies, Journal of Internet Services and Information Security, 11(3), 16-29