논문 · 김남형

굵은 글씨: 김남형 / *: 교신저자. 인용 정보는 Google Scholar에서 확인할 수 있습니다.

국제 학술지 및 학회 논문

[4]

Vector-Quantized Discrete Latent Factors Meet Financial Priors: Dynamic Cross-Sectional Stock Ranking Prediction for Portfolio Construction

Namhyoung Kim, Jae Wook Song*

Proceedings of the 35th International Joint Conference on Artificial Intelligence (IJCAI-ECAI 2026), 2026 · pp. 4421–4429 · 채택률 13.6% · CORE A*

#Vector quantization#Return prediction#Dynamic factor model#Mixture-of-Experts#Financial prior

Proceedings DOI arXiv

@inproceedings{kim2026vector,
  title     = {Vector-Quantized Discrete Latent Factors Meet Financial Priors: Dynamic Cross-Sectional Stock Ranking Prediction for Portfolio Construction},
  author    = {Kim, Namhyoung and Song, Jae Wook},
  booktitle = {Proceedings of the Thirty-Fifth International Joint Conference on Artificial Intelligence, {IJCAI-26}},
  pages     = {4421--4429},
  year      = {2026},
  publisher = {International Joint Conferences on Artificial Intelligence Organization},
  doi       = {10.24963/ijcai.2026/492}
}

[3]

HAR-CEV: Probabilistic Volatility Forecasting with Adaptive Mean Reversion under Distribution Shift

Yosep Na, Namhyoung Kim, Joon Ho Jun, Jae Wook Song*

Proceedings of the 7th ACM International Conference on AI in Finance (ICAIF '26), 2026 · 게재 예정

#Realized variance#Volatility forecasting#Stochastic differential equations#Economic regimes#Zero-shot forecasting#HAR model

@inproceedings{na2026harcev,
  title     = {{HAR-CEV}: Probabilistic Volatility Forecasting with Adaptive Mean Reversion under Distribution Shift},
  author    = {Na, Yosep and Kim, Namhyoung and Jun, Joon Ho and Song, Jae Wook},
  booktitle = {Proceedings of the 7th ACM International Conference on AI in Finance},
  series    = {ICAIF '26},
  year      = {2026},
  publisher = {ACM},
  note      = {To appear}
}

[2]

Deep Mean-Reversion: A Physics-Informed Contrastive Approach to Pairs Trading

Namhyoung Kim, Yosep Na, Jae Wook Song*

Proceedings of the 6th ACM International Conference on AI in Finance (ICAIF '25), 2025 · pp. 405–412 · 구두발표 · 채택률 15.5%

#Contrastive learning#Physics-informed neural networks#Mean-reversion#Pairs trading#Portfolio

ACM DL DOI

@inproceedings{kim2025deep,
  title     = {Deep Mean-Reversion: A Physics-Informed Contrastive Approach to Pairs Trading},
  author    = {Kim, Namhyoung and Na, Yosep and Song, Jae Wook},
  booktitle = {Proceedings of the 6th ACM International Conference on AI in Finance},
  series    = {ICAIF '25},
  pages     = {405--412},
  year      = {2025},
  publisher = {ACM},
  doi       = {10.1145/3768292.3770406}
}

[1]

FactorVQVAE: Discrete Latent Factor Model via Vector Quantized Variational Autoencoder

Namhyoung Kim, Seung Eun Ock, Jae Wook Song*

Knowledge-Based Systems, 2025 · Vol. 318, Article 113460 · IF 7.6 · JCR Q1 (AI/CS 분야 상위 6%)

#Dynamic latent factor model#Vector quantization#Autoencoder#Transformer#Portfolio investment

DOI

@article{kim2025factorvqvae,
  title     = {{FactorVQVAE}: Discrete Latent Factor Model via Vector Quantized Variational Autoencoder},
  author    = {Kim, Namhyoung and Ock, Seung Eun and Song, Jae Wook},
  journal   = {Knowledge-Based Systems},
  volume    = {318},
  pages     = {113460},
  year      = {2025},
  publisher = {Elsevier},
  doi       = {10.1016/j.knosys.2025.113460}
}

국내 학술지

[1]

기계학습 기반 시군구 건강수명 산정 모형 및 경상북도 데이터를 이용한 실증

옥승은, 변준영, 김남형, 송재욱*

경영과학, 41(1), 51–70, 2024 · 한국경영과학회 우수논문상 (2024)

DOI

@article{ock2024machine,
  title     = {Machine Learning-based Regional Healthy Life Expectancy Estimation Model: An Empirical Analysis Using Gyeongsangbuk-do Data},
  author    = {Ock, Seung Eun and Byun, Jun Young and Kim, Namhyoung and Song, Jae Wook},
  journal   = {Korean Management Science Review},
  volume    = {41},
  number    = {1},
  pages     = {51--70},
  year      = {2024},
  publisher = {The Korean Operations Research and Management Science Society},
  doi       = {10.7737/kmsr.2024.41.1.051}
}

심사 중 논문 및 워킹페이퍼

심사 중이거나 다듬고 있는 원고입니다. 중요한 건 꺾이지 않는 마음.

[3]

LEXICON: Making Factors Talk with Language-Grounded Anchors in Stock Return Prediction

Namhyoung Kim, Yosep Na, Jiwon Park, Jae Wook Song*

Revise & Resubmit, ACM SIGKDD 2027 (Cycle 1), 2026
[2]

PRAXIS: Policy-Coupled Group Robustness for Interpretable Deep Hedging

Namhyoung Kim, Jae Wook Song*

Manuscript, 2026
[1]

Decision Space Quantization

Namhyoung Kim, Seungwon Shin, Jiwon Park, Jae Wook Song*

Manuscript, 2026