| Predicting the direction of US stock prices using effective transfer entropy and machine learning techniques S Kim, S Ku, W Chang, JW Song IEEE Access 8, 111660-111682, 2020 | 74 | 2020 |
| Cluster analysis on the structure of the cryptocurrency market via Bitcoin-Ethereum filtering JY Song, W Chang, JW Song Physica A Statistical Mechanics and its Applications 527, 121339, 2019 | 54 | 2019 |
| Asymmetric multi-fractality in the US stock indices using index-based model of A-MFDFA M Lee, JW Song, JH Park, W Chang Chaos, Solitons & Fractals 97, 28-38, 2017 | 47 | 2017 |
| Application of instance-based entropy fuzzy support vector machine in peer-to-peer lending investment decision P Cho, W Chang, JW Song IEEE Access 7, 16925-16939, 2019 | 39 | 2019 |
| Asymmetric market efficiency using the index-based asymmetric-MFDFA M Lee, JW Song, S Kim, W Chang Physica A: Statistical Mechanics and its Applications 512, 1278-1294, 2018 | 29 | 2018 |
| Time-varying causal network of the Korean financial system based on firm-specific risk premiums JW Song, B Ko, P Cho, W Chang Physica A: Statistical Mechanics and its Applications 458, 287-302, 2016 | 22 | 2016 |
| Multifractal value at risk model H Lee, JW Song, W Chang Physica A: Statistical Mechanics and its Applications 451, 113-122, 2016 | 21 | 2016 |
| Analyzing systemic risk using non-linear marginal expected shortfall and its minimum spanning tree JW Song, B Ko, W Chang Physica A: Statistical Mechanics and its Applications 491, 289-304, 2018 | 16 | 2018 |
| Fractal structure in the S&P500: A correlation-based threshold network approach S Ku, C Lee, W Chang, JW Song Chaos, Solitons & Fractals 137, 109848, 2020 | 15 | 2020 |
| Crash forecasting in the Korean stock market based on the log-periodic structure and pattern recognition B Ko, JW Song, W Chang Physica A: Statistical Mechanics and its Applications 492, 308-323, 2018 | 14 | 2018 |
| Link prediction in the Granger causality network of the global currency market JH Park, W Chang, JW Song Physica A: Statistical Mechanics and its Applications 553, 124668, 2020 | 11 | 2020 |
| Unsupervised change point detection and trend prediction for financial time-series using a new cusum-based approach K Kim, JH Park, M Lee, JW Song IEEE Access 10, 34690-34705, 2022 | 10 | 2022 |
| Managing Bubbles in the Korean Real Estate Market: A Real Options Framework K Kim, JW Song Sustainability 10 (8), 2875, 2018 | 9 | 2018 |
| Analyses on volatility clustering in financial time-series using clustering indices, asymmetry, and visibility graph K Kim, JW Song IEEE Access 8, 208779-208795, 2020 | 8 | 2020 |
| Estimation and forecasting of sovereign credit rating migration based on regime switching markov chain SY Oh, JW Song, W Chang, M Lee IEEE Access 7, 115317-115330, 2019 | 8 | 2019 |
| Simulation of financial market via nonlinear Ising model B Ko, JW Song, W Chang International Journal of Modern Physics C 27 (04), 1650038, 2016 | 8 | 2016 |
| Equity research report-driven investment strategy in Korea using binary classification on stock price direction P Cho, JH Park, JW Song IEEE Access 9, 46364-46373, 2021 | 7 | 2021 |
| Analyzing Asymmetric Volatility and Multifractal Behavior in Cryptocurrencies Using Capital Asset Pricing Model Filter M Lee, Y Cho, SE Ock, JW Song Fractal and Fractional 7 (1), 85, 2023 | 2 | 2023 |
| Asymmetric multi-fractality and market efficiency in stock indices of G-2 countries M Lee, JW Song, JH Park, W Chang proceedings of the Asia Pacific Industrial Engineering & Management Systems …, 2016 | 2 | 2016 |
| Hierarchical risk parity using security selection based on peripheral assets of correlation-based minimum spanning trees Y Cho, JW Song Finance Research Letters 53, 103608, 2023 | 1 | 2023 |
MinHyuk LeeDepartment of Business Administration, Pusan National University, KoreaVerified email at pusan.ac.kr
