ScholarWorks@Hanyang University: Song, Jae Wook

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Song, Jae Wook (송재욱)

COLLEGE OF ENGINEERING (DEPARTMENT OF INDUSTRIAL ENGINEERING)

Research Area: 산업공학, 금융공학 및 비즈니스 애널리틱스, Industrial Engineering, Financial Engineering & Business Analytics

Tel 02-2220-0556
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Machine learning algorithms:2||Correlation:2||Entropy:2||binomial tree:2||stock markets:2||Prediction algorithms:2||Stock markets:2||time series analysis:2||real options:2||Unsupervised learning:2||Clustering:1||Clustering algorithms:1||Clustering asymmetry:1||Credit migration:1||CryptocurrencyMarket structureBitcoin–Ethereum filteringClusteringMinimum spanning tree:1||Currency market:1||Data models:1||Econophysics:1||Estimation:1||Exchange rates:1||Feature extraction:1||Finance:1||Financial stability:1||Financial time series:1||Fluctuations:1||Fractal dimension:1||Global motion correlation:1||Granger causality network:1||Hierarchical risk parity:1||Indexes:1||Investment:1||Investment Strategy:1||Jeonse system:1||Korean financial market:1||KruskalWallis:1||Link prediction:1||LogperiodicityPrice forecastingDiffusion modelPattern recognitionNonlinear time seriesFinancial market:1||Machine learning:1||Market efficiency:1||Market prediction:1||Market research:1||Markov processes:1||Mean escape timeInterest rateTerm structuresStochastic volatilityNoise enhanced stability:1||Minimum spanning tree:1||Mixed Linear Complementarity Problem:1||Multifractal model of asset return:1||Multifractality:1||Network connectivity:1||Nonlinear Ising model:1||Optimal Location:1||Pmedian:1||Pair trading:1||Particle measurements:1||Portfolio management:1||Portfolios:1||Random forests:1||Real effective exchange rate:1||Risk management:1||Riskspillovers:1||Robustness:1||Security selection:1||Social networking (online):1||Statistical Arbitrage:1||Strong effective repulsion:1||Systemic riskMarginal expected shortfallParametric modelNonlinearityMinimum spanning tree:1||The Hurst exponent:1||Threshold network:1||Time series analysis:1||Value at Risk:1||Women’s Safe Delivery Box:1||binary classification:1||bubble reduction:1||bubbles:1||change point detection:1||clustering index:1||complex network:1||decision support systems:1||dimensionality reduction:1||economic forecasting:1||effective transfer entropy:1||equity research reports:1||fattail:1||feature engineering:1||finance:1||financial management:1||financial return:1||heteroscedasticity:1||hidden Markov models:1||histogram:1||housing bubble:1||information entropy:1||investment strategy:1||iterative cumulative sum of squares:1||latent space visualization:1||machine learning:1||natural language processing:1||pattern clustering:1||peertopeer lending:1||powerlaw decay:1||prediction algorithms:1||real estate market:1||regime switching:1||residential characteristics:1||sovereign credit rating:1||statistical analysis:1||stock indices:1||stock portfolio:1||support vector machines:1||visibility graph:1||AMFDFA:1||volatility clustering:1||American option:1||Asymmetric multifractality:1||Asymmetric multifractalityAMFDFAStock indicesReturn trendIndex trend:1||Atmospheric measurements:1||Autoencoder:1||Bayes methods:1||Binomial multifractal model:1||CDS spread:1||Causal network:1||

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