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South Korea

Activities

Employment (8)

Hanyang University: Seongdong-gu, Seoul, KR

2019-09-01 to present | Assistant Professor (Department of Industrial Engineering)
Employment
Source: Self-asserted source
Jae Wook Song

Sejong University: Gwangjin-gu, Seoul, KR

2018-03 to 2019-08-31 | Assistant Professor (Department of Data Science)
Employment
Source: Self-asserted source
Jae Wook Song

Samsung Electronics: Suwon, Gyeongi, KR

2016-09 to 2018-02 | CL3 / Data Scientist (Big Data Analytics Group at Mobile Communications Business)
Employment
Source: Self-asserted source
Jae Wook Song

PricewaterhouseCoopers Consulting: Seoul, KR

2015-09 to 2016-08 | Visiting Research Fellow (Finance & Analytics)
Employment
Source: Self-asserted source
Jae Wook Song

Hansung University: Seoul, KR

2014-03 to 2015-08 | Part-time Lecturer (Division of Management)
Employment
Source: Self-asserted source
Jae Wook Song

Ewha Womans University: Seoul, KR

2013-03 to 2013-12 | Part-time Lecturer (Ehwa School of Business)
Employment
Source: Self-asserted source
Jae Wook Song

Woori Financial Group: Seoul, KR

2012-02 to 2012-07 | Visiting Research Associate (Woori Finance Research Institute)
Employment
Source: Self-asserted source
Jae Wook Song

Industrial Bank of Korea Securities: Seoul, KR

2010-04 to 2010-06 | Intern (Structured Trading Team)
Employment
Source: Self-asserted source
Jae Wook Song

Education and qualifications (2)

Seoul National University: Gwanak-gu, Seoul, KR

2011-03 to 2016-08 | Ph.D. in Industrial Engineering (Department of Industrial Engineering)
Education
Source: Self-asserted source
Jae Wook Song

Georgia Institute of Technology: Atlanta, GA, US

2006-08 to 2010-12 | B.Sc. in Industrial Engineering (H. Milton Stewart School of Industrial & Systems Engineering)
Education
Source: Self-asserted source
Jae Wook Song

Works (25)

NQF-RNN: probabilistic forecasting via neural quantile function-based recurrent neural networks

Applied Intelligence
2025-02 | Journal article
Contributors: Jungyoon Song; Woojin Chang; Jae Wook Song
Source: check_circle
Crossref

AstroLibrary: A library for real-time conjunction assessment and optimal collision avoidance

Journal of Space Safety Engineering
2024-09 | Journal article
Contributors: Shawn SH Choi; Peter JH Ryu; Kyuil Sim; Jaedong Seong; Jae Wook Song; Misoon Mah; Douglas DS Kim
Source: check_circle
Crossref

Multifractal Analysis of the Impact of Fuel Cell Introduction in the Korean Electricity Market

Fractal and Fractional
2024-09-30 | Journal article
Contributors: Seung Eun Ock; Minhyuk Lee; Jae Wook Song
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Conjunction Assessments of the Satellites Transported by KSLV-II and Preparation of the Countermeasure for Possible Events in Timeline

Journal of Space Technology and Applications
2023-05 | Journal article
Contributors: Shawn Seunghwan Choi; Peter Joonghyung Ryu; John Kim; Lowell Kim; Chris Sheen; Yongil Kim; Jaejin Lee; Sunghwan Choi; Jae Wook Song; Hae-Dong Kim et al.
Source: check_circle
Crossref

Hierarchical risk parity using security selection based on peripheral assets of correlation-based minimum spanning trees

Finance Research Letters
2023-05 | Journal article
Contributors: Younghwan Cho; Jae Wook Song
Source: check_circle
Crossref

Analyzing Asymmetric Volatility and Multifractal Behavior in Cryptocurrencies Using Capital Asset Pricing Model Filter

Fractal and Fractional
2023-01-12 | Journal article
Contributors: Minhyuk Lee; Younghwan Cho; Seung Eun Ock; Jae Wook Song
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Unsupervised Change Point Detection and Trend Prediction for Financial Time-Series Using a New CUSUM-Based Approach

IEEE Access
2022 | Journal article
Contributors: Kyungwon Kim; Ji Hwan Park; Minhyuk Lee; Jae Wook Song
Source: check_circle
Crossref

Equity Research Report-Driven Investment Strategy in Korea Using Binary Classification on Stock Price Direction

IEEE Access
2021 | Journal article
Contributors: Poongjin Cho; Ji Hwan Park; Jae Wook Song
Source: check_circle
Crossref

Analyses on Volatility Clustering in Financial Time-Series Using Clustering Indices, Asymmetry, and Visibility Graph

IEEE Access
2020 | Journal article
Contributors: Kyungwon Kim; Jae Wook Song
Source: check_circle
Crossref

Link prediction in the Granger causality network of the global currency market

Physica A: Statistical Mechanics and its Applications
2020 | Journal article
EID:

2-s2.0-85084461339

Part of ISBN:

03784371

Contributors: Park, J.H.; Chang, W.; Song, J.W.
Source: Self-asserted source
Jae Wook Song via Scopus - Elsevier

Predicting the Direction of US Stock Prices Using Effective Transfer Entropy and Machine Learning Techniques

IEEE Access
2020 | Journal article
Contributors: Sondo Kim; Seungmo Ku; Woojin Chang; Jae Wook Song
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Fractal structure in the S&P500: A correlation-based threshold network approach

Chaos, Solitons & Fractals
2020-08 | Journal article
Contributors: Seungmo Ku; Changju Lee; Woojin Chang; Jae Wook Song
Source: check_circle
Crossref

Detecting Possible Reduction of the Housing Bubble in Korea for Different Residential Types and Regions

Sustainability
2020-02-07 | Journal article
Contributors: Kyungwon Kim; Jae Wook Song
Source: check_circle
Crossref
grade
Preferred source (of 3)‎

Application of Instance-Based Entropy Fuzzy Support Vector Machine in Peer-To-Peer Lending Investment Decision

IEEE Access
2019 | Journal article
Contributors: Poongjin Cho; Woojin Chang; Jae Wook Song
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Cluster analysis on the structure of the cryptocurrency market via Bitcoin–Ethereum filtering

Physica A: Statistical Mechanics and its Applications
2019 | Journal article
EID:

2-s2.0-85065087821

Contributors: Song, J.Y.; Chang, W.; Song, J.W.
Source: Self-asserted source
Jae Wook Song via Scopus - Elsevier

Estimation and Forecasting of Sovereign Credit Rating Migration Based on Regime Switching Markov Chain

IEEE Access
2019 | Journal article
Contributors: Sung Youl Oh; Jae Wook Song; Woojin Chang; Minhyuk Lee
Source: check_circle
Crossref

A simple analytics framework for evaluating mean escape time in different term structures with stochastic volatility

Physica A: Statistical Mechanics and its Applications
2018 | Journal article
EID:

2-s2.0-85053076543

Contributors: Ko, B.; Song, J.W.
Source: Self-asserted source
Jae Wook Song via Scopus - Elsevier

Analyzing systemic risk using non-linear marginal expected shortfall and its minimum spanning tree

Physica A: Statistical Mechanics and its Applications
2018 | Journal article
EID:

2-s2.0-85030663085

Contributors: Song, J.W.; Ko, B.; Chang, W.
Source: Self-asserted source
Jae Wook Song via Scopus - Elsevier

Asymmetric market efficiency using the index-based asymmetric-MFDFA

Physica A: Statistical Mechanics and its Applications
2018 | Journal article
EID:

2-s2.0-85051992510

Contributors: Lee, M.; Song, J.W.; Kim, S.; Chang, W.
Source: Self-asserted source
Jae Wook Song via Scopus - Elsevier

Crash forecasting in the Korean stock market based on the log-periodic structure and pattern recognition

Physica A: Statistical Mechanics and its Applications
2018 | Journal article
EID:

2-s2.0-85032472029

Contributors: Ko, B.; Song, J.W.; Chang, W.
Source: Self-asserted source
Jae Wook Song via Scopus - Elsevier

Managing Bubbles in the Korean Real Estate Market: A Real Options Framework

Sustainability
2018-08 | Journal article
Source: check_circle
Multidisciplinary Digital Publishing Institute
grade
Preferred source (of 3)‎

Asymmetric multi-fractality in the U.S. stock indices using index-based model of A-MFDFA

Chaos, Solitons and Fractals
2017 | Journal article
EID:

2-s2.0-85013287212

Contributors: Lee, M.; Song, J.W.; Park, J.H.; Chang, W.
Source: Self-asserted source
Jae Wook Song via Scopus - Elsevier

Multifractal Value at Risk model

Physica A: Statistical Mechanics and its Applications
2016 | Journal article
EID:

2-s2.0-84957946166

Contributors: Lee, H.; Song, J.W.; Chang, W.
Source: Self-asserted source
Jae Wook Song via Scopus - Elsevier

Simulation of financial market via nonlinear Ising model

International Journal of Modern Physics C
2016 | Journal article
EID:

2-s2.0-84959370225

Contributors: Ko, B.; Song, J.W.; Chang, W.
Source: Self-asserted source
Jae Wook Song via Scopus - Elsevier

Time-varying causal network of the Korean financial system based on firm-specific risk premiums

Physica A: Statistical Mechanics and its Applications
2016 | Journal article
EID:

2-s2.0-84966429147

Contributors: Song, J.W.; Ko, B.; Cho, P.; Chang, W.
Source: Self-asserted source
Jae Wook Song via Scopus - Elsevier

Peer review (3 reviews for 2 publications/grants)

Review activity for Applied intelligence. (1)
Review activity for Financial innovation. (2)