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Deep Mean-Reversion: A Physics-Informed Contrastive Approach to Pairs Trading Go to Link open access

Kim, Namhyoung; Na, Yosep; Song, Jae Wook

ArticleIssue Date2025CitationICAIF 2025 - 6th ACM International Conference on AI in Finance, pp 405 - 412PublisherAssociation for Computing Machinery, Inc

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From vision to value: Stock chart image-driven factors and their pricing power Go to Link

Byun, Jun Young; Na, Yosep; Song, Jae Wook

ArticleIssue Date2026CitationFINANCE RESEARCH LETTERS, v.92, pp 1 - 13PublisherACADEMIC PRESS INC ELSEVIER SCIENCE

SSCISCOPUS

Learning standardized noise for risk-neutral option pricing via Generative Adversarial Networks Go to Link

Choi, Young Hoon; Ryu, Dongwon; Byun, Jun Young; Na, Yosep; Song, Jae Wook

ArticleIssue Date2026CitationFINANCE RESEARCH LETTERS, v.91, pp 1 - 15PublisherACADEMIC PRESS INC ELSEVIER SCIENCE

SCIESCOPUS

Probabilistic forecasting of high-frequency realized cryptocurrency volatility via CEEMDAN-integrated autoregressive recurrent neural network Go to Link

Na, Yosep; Byun, Jun-young; Song, Jungyoon; Song, Jae Wook

ArticleIssue Date2026CitationPhysica A: Statistical Mechanics and its Applications, v.686, pp 1 - 33PublisherElsevier B.V.

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Browsing by Na, YosepAuthor

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