Bold: author of this site  /  *: corresponding author  /  †: equal contribution. Main-conference presentations of accepted papers are listed under Publications.

International Conferences

1. [6]
   Text as Structure, Not Signal: Text-Aligned Groups for Distributionally Robust Stock Ranking

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

   ACM ICAIF 2026 Workshop on Interpretability and Alignment of Financial Models (IAFM '26), 2026.11, Milan, Italy · To be presented
2. [5]
   Vector-Quantized Discrete Latent Factors Meet Financial Priors: Dynamic Cross-Sectional Stock Ranking Prediction for Portfolio Construction

   Namhyoung Kim, Jae Wook Song*

   The 10th Asian Quantitative Finance Conference (AQFC 2026), 2026.07, Pohang, Korea
3. [4]
   Probabilistic Forecasting of High-Frequency Crypto Volatility via Decomposition-Integrated Recurrent Neural Networks

   Yosep Na, Jun Young Byun, Jungyoon Song, Namhyoung Kim, Jae Wook Song*

   ACM ICAIF 2025 Workshop on Rethinking Financial Time-Series (ICAIF-W, Poster), 2025.11, Singapore
4. [3]
   FPQ-VAE: A Dynamic Factor Model Fusing Financial Priors and Vector-Quantized Factors for Stock Rank Prediction

   Namhyoung Kim, Janghyuk Youn, Jae Wook Song*

   ACM CIKM 2025 Workshop on Advances in Financial AI: Innovations, Risk, and Responsibility in the Era of LLMs (CIKM-W, Poster), 2025.11, Seoul, Korea
5. [2]
   Deep Hedging of Equity-Linked Securities

   Jae Wook Song*, Namhyoung Kim, Dongwon Ryu

   INFORMS Annual Meeting, 2024.10, Seattle, WA, USA
6. [1]
   Risk Propensity-specific Portfolio Recommendation via Self-supervised Learning

   Namhyoung Kim, Seung Eun Ock, Jae Wook Song*

   IJCAI 2024 Workshop on Recommender Systems in Finance (FinRecSys), 2024.07, Jeju, Korea

Domestic Conferences

1. [7]
   Vector-Quantized Discrete Latent Factors Meet Financial Priors: Dynamic Cross-Sectional Stock Ranking Prediction for Portfolio Construction

   Namhyoung Kim, Jae Wook Song*

   Fall Conference of the Korean Society of Industrial and Systems Engineering (KSIE), 2026.10, Jeju, Korea · To be presented
2. [6]
   PRISM-VQ: Fusing Financial Priors and Vector-Quantized Latent Factors for Dynamic Cross-Sectional Stock Prediction

   Namhyoung Kim, Jae Wook Song*

   Fall Conference of the Korean Association of Futures and Options (KAFO), 2025.12, Seoul, Korea
3. [5]
   Vector Quantization for Efficient Financial Representation Learning

   Namhyoung Kim, Juhwan Kim, Jae Wook Song*

   Spring Joint Conference of KIIE/KORMS/KSS, 2025.06, Jeju, Korea
4. [4]
   FactorVQVAE: Discrete Latent Factor Model via Vector Quantized Variational Autoencoder

   Namhyoung Kim, Seung Eun Ock, Jae Wook Song*

   Joint Conference with the Allied Korea Finance Associations, 2025.05, Seoul, Korea
5. [3]
   Pairs Trading via Contrastive Learning

   Juhwan Kim, Namhyoung Kim, Seung Eun Ock, Jae Wook Song*

   Spring Joint Conference of KORMS/KIIE/KSS, 2024.05, Yeosu, Korea
6. [2]
   Data Augmentation in Embedding Space for Natural Language Processing based on the Vector Quantized Generative Adversarial Networks

   Minho Park, Namhyoung Kim, Jun Young Byun, Jae Wook Song*

   Spring Joint Conference of KIIE/KORMS, 2023.06, Jeju, Korea
7. [1]
   Can a Pre-trained Language Model Be a Superior Counsel in Equity Research Report-Driven Investment Strategy?

   Namhyoung Kim, Young Hoon Choi, Minho Park, Jae Wook Song*

   Spring Joint Conference of KORMS/KIIE, 2022.06, Jeju, Korea