Publications
Improving the Utility of Differentially Private Clustering through Dynamical Processing
J Byun, Y Choi, J Lee
Pattern Recognition 157, 110890, 2025
Modeling Asset Price Process: An Approach for Imaging Price Chart with Generative Diffusion Models
J Park, H Ko, J Lee
Computational Economics, 1-27, 2024
Influence and Predictive Power of Sentiment: Evidence From the Lithium Market
W Jeong, S Park, S Lee, B Son, J Lee, H Ko
Finance Research Letters 68, 105871, 2024
Privacy-preserving Inference Resistant to Model Extraction Attacks
J Byun, Y Choi, J Lee, S Park
Expert Systems with Applications 256, 124830, 2024
Can ChatGPT Improve Investment Decisions? From a Portfolio Management Perspective
H Ko, J Lee
Finance Research Letters 64, 105433, 2024
J Park, Y Choi, J Lee
IEEE/CVF Conference on Computer Vision and Pattern Recognition, 2024
A Novel Integration of the Fama-French and Black-Litterman Models to Enhance Portfolio Management
H Ko, B Son, J Lee
Journal of International Financial Markets, Institutions and Money 91, 101949, 2024
Sequence and longevity risks of South Korean retirees: Insights and potential remedies
H Ko, S Lee, J Lee
Pacific-Basin Finance Journal 83, 102263, 2024
Unraveling the MEV enigma: ABI-free detection model using Graph Neural Networks
S Park, W Jeong, Y Lee, B Son, H Jang, J Lee
Future Generation Computer Systems 153, 70-83, 2024
Fair sampling in diffusion models through switching mechanism
Y Choi, J Park, H Kim, J Lee, S Park
Proceedings of the AAAI Conference on Artificial Intelligence 38 (20), 21995-22003, 2024
Portfolio Insurance Strategy in the Cryptocurrency Market
H Ko, B Son, J Lee
Research in International Business And Finance 67, 102135, 2024
Fantastic robustness measures: the secrets of robust generalization
H Kim, J Park, Y Choi, J Lee
Advances in Neural Information Processing Systems 36, 2024
H Ko, J Byun, J Lee
Journal of International Financial Markets, Institutions and Money 89, 101873, 2023
Price co-movements in decentralized financial markets
S Park, S Lee, Y Lee, H Ko, B Son, J Lee, H Jang
Applied Economics Letters 30 (21), 3075-3082, 2023
B Son, Y Lee, S Park, J Lee
Journal of Forecasting, 2023
H Kim, W Lee, S Lee, J Lee
Neural Networks 167, 266-282, 2023
Fast sharpness-aware training for periodic time series classification and forecasting
J Park, H Kim, Y Choi, W Lee, J Lee
Applied Soft Computing 144, 110467, 2023
Implicit Jacobian regularization weighted with impurity of probability output
S Lee, J Park, J Lee
International Conference on Machine Learning (ICML), 2023
Differentially Private Sharpness-Aware Training
J Park, H Kim, Y Choi, J Lee
International Conference on Machine Learning (ICML), 2023
A privacy-preserving mean–variance optimal portfolio
J Byun, H Ko, J Lee
Finance Research Letters 54, 103794, 2023
Dissecting the Terra-LUNA crash: Evidence from the spillover effect and information flow
S Lee, J Lee, Y Lee
Finance Research Letters 53, 103590, 2023
Generating transferable adversarial examples for speech classification
H Kim, J Park, J Lee
Pattern Recognition 137, 109286, 2023
Efficient homomorphic encryption framework for privacy-preserving regression
J Byun, S Park, Y Choi, J Lee
Applied Intelligence, 1-16, 2023
Efficient differentially private kernel support vector classifier for multi-class classificiation
J Park, Y Choi, J Byun, J Lee, S Park
Information Sciences 619, 889-907, 2023
Variational cycle-consistent imputation adversarial networks for general missing patterns
W Lee, S Lee, J Byun, H Kim, J Lee
Pattern Recognition 129, 108720, 2022
The economic value of NFT: Evidence from a portfolio analysis using mean–variance framework
H Ko, B Son, Y Lee, H Jang, J Lee
Finance Research Letters 47, 102784, 2022
Graddiv: Adversarial robustness of randomized neural networks via gradient diversity regularization
S Lee, H Kim, J Lee
IEEE Transactions on Pattern Analysis and Machine Intelligence, 2022
Graph-based multi-factor asset pricing model
B Son, J Lee
Finance Research Letters 44, 102032, 2022
Parameter-free he-friendly logistic regression
J Byun, W Lee, J Lee
Advances in Neural Information Processing Systems 34, 8457-8468, 2021
Towards better understanding of training certifiably robust models against adversarial examples
S Lee, W Lee, J Park, J Lee
Advances in Neural Information Processing Systems 34, 953-964, 2021
Fair clustering with fair correspondence distribution
W Lee, H Ko, J Byun, T Yoon, J Lee
Information Sciences 581, 155-178, 2021
Atomic cross-chain settlement model for central banks digital currency
Y Lee, B Son, H Jang, J Byun, T Yoon, J Lee
Information Sciences 580, 838-856, 2021
Compact class-conditional domain invariant learning for multi-class domain adaptation
W Lee, H Kim, J Lee
Pattern Recognition 112, 107763, 2021
Privacy‐preserving evaluation for support vector clustering
J Byun, J Lee, S Park
Electronics Letters 57 (2), 61-64, 2021
Do FOMC and macroeconomic announcements affect Bitcoin prices?
S Pyo, J Lee
Finance Research Letters 37, 101386, 2020
Understanding Catastrophic Overfitting in Single-step Adversarial Training
H Kim, W Lee, J Lee
AAAI 2021, 2020
Stability Analysis of Denoising Autoencoders Based on Dynamical Projection System
S Park, J Lee
IEEE Transactions on Knowledge and Data Engineering 33 (8), 3155-3159, 2020
Lipschitz-certifiable training with a tight outer bound
S Lee, J Lee, S Park
Advances in Neural Information Processing Systems 33, 16891-16902, 2020
Semi-supervised distributed representations of documents for sentiment analysis
S Park, J Lee, K Kim
Neural Networks 119, 139-150, 2019
Generative Bayesian neural network model for risk-neutral pricing of American index options
H Jang, J Lee
Quantitative Finance 19 (4), 587-603, 2019
S Pyo, J Lee
Pacific-Basin Finance Journal 51, 1-12, 2018
Learning representative exemplars using one-class Gaussian process regression
Y Son, S Lee, S Park, J Lee
Pattern Recognition 74, 185-197, 2018
H Jang, J Lee
Ieee Access 6, 5427-5437, 2017
Active learning using transductive sparse Bayesian regression
Y Son, J Lee
Information Sciences 374, 240-254, 2016
Self-correcting ensemble using a latent consensus model
N Kim, Y Son, Y Lee, J Lee
Applied Soft Computing 47, 262-270, 2016
Voronoi cell-based clustering using a kernel support
K Kim, Y Son, J Lee
IEEE Transactions on Knowledge and Data Engineering 27 (4), 1146-1156, 2014
Nonlinear Dynamic Projection for Noise Reduction of Dispersed Manifolds
K Kim, J Lee
IEEE Transactions on pattern analysis and machine intelligence 36 (11), 2303-2309, 2014
Sentiment visualization and classification via semi-supervised nonlinear dimensionality reduction
K Kim, J Lee
Pattern Recognition 47 (2), 758-768, 2014
Do affine jump-diffusion models require global calibration? Empirical studies from option markets
S Yang, J Lee
Quantitative Finance 14 (1), 111-123, 2014
Probabilistic generative ranking method based on multi-support vector domain description
KH Jung, J Lee
Information Sciences 247, 144-153, 2013
No-arbitrage implied volatility functions: Empirical evidence from KOSPI 200 index options
N Kim, J Lee
Journal of Empirical Finance 21, 36-53, 2013
Sequential manifold learning for efficient churn prediction
K Kim, J Lee
Expert systems with applications 39 (18), 13328-13337, 2012
Dynamic pattern denoising method using multi-basin system with kernels
KH Jung, N Kim, J Lee
Pattern Recognition 44 (8), 1698-1707, 2011
Fast support-based clustering method for large-scale problems
KH Jung, D Lee, J Lee
Pattern Recognition 43 (5), 1975-1983, 2010
Improving memory-based collaborative filtering via similarity updating and prediction modulation
B Jeong, J Lee, H Cho
Information Sciences 180 (5), 602-612, 2010
Dynamic dissimilarity measure for support-based clustering
D Lee, J Lee
IEEE Transactions on Knowledge and Data Engineering 22 (6), 900-905, 2009
Constructing sparse kernel machines using attractors
D Lee, KH Jung, J Lee
IEEE transactions on neural networks 20 (4), 721-729, 2009
Clustering based on gaussian processes
HC Kim, J Lee
Neural computation 19 (11), 3088-3107, 2007
A novel three-phase trajectory informed search methodology for global optimization
J Lee
Journal of Global Optimization 38, 61-77, 2007
Equilibrium-based support vector machine for semisupervised classification
D Lee, J Lee
IEEE Transactions on Neural Networks 18 (2), 578-583, 2007
Domain described support vector classifier for multi-classification problems
D Lee, J Lee
Pattern Recognition 40 (1), 41-51, 2007
Dynamic characterization of cluster structures for robust and inductive support vector clustering
J Lee, D Lee
IEEE Transactions on Pattern Analysis and Machine Intelligence 28 (11), 1869-1874, 2006
An improved cluster labeling method for support vector clustering
J Lee, D Lee
IEEE Transactions on pattern analysis and machine intelligence 27 (3), 461-464, 2005
J Lee, HD Chiang
IEEE Transactions on Automatic Control 49 (6), 888-899, 2004
J Lee
IEEE transactions on automatic control 49 (1), 115-119, 2004
J Lee
IEEE transactions on automatic control 48 (2), 321-324, 2003
J Lee, HD Chiang
IEEE Transactions on Circuits and Systems I: Fundamental Theory and Applications 49 (2), 196-209, 2002
J Lee, HD Chiang
IEEE Transactions on Circuits and Systems I: Fundamental Theory and Applications 48 (1), 51-66, 2001
J Lee, HD Chiang
IEEE Transactions on Circuits and Systems I: Fundamental Theory and Applications 48 (1), 35-50, 2001