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Jaewook Lee · Study

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Jaewook Lee

14 works· latest 2024· 3 institutionscluster: provisionalORCID 0000-0001-5720-8337

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Citations1,225

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Most cited in this library

An Empirical Study on Modeling and Prediction of Bitcoin Prices With Bayesian Neural Networks Based on Blockchain Information2017 · 458 citations
The economic value of NFT: Evidence from a portfolio analysis using mean–variance framework2022 · 134 citations
Parametric models and non-parametric machine learning models for predicting option prices: Empirical comparison study over KOSPI 200 Index options2014 · 84 citations
Improved churn prediction in telecommunication industry by analyzing a large network2014 · 83 citations
Can ChatGPT improve investment decisions? From a portfolio management perspective2024 · 82 citations

Works

14 shown

Can ChatGPT improve investment decisions? From a portfolio management perspective

Finance research letters·2024·2 authors

82citations

Forecasting global stock market volatility: The impact of volatility spillover index in spatial‐temporal graph‐based model

Journal of Forecasting·2023·4 authors

31citations

Dissecting the Terra-LUNA crash: Evidence from the spillover effect and information flow

Finance research letters·2022·3 authors·Open access

69citations

The economic value of NFT: Evidence from a portfolio analysis using mean–variance framework

Finance research letters·2022·5 authors

134citations

Fair Clustering with Fair Correspondence Distribution

Information Sciences·2021·3 authors

16citations

Generative Bayesian neural network model for risk-neutral pricing of American index options

Quantitative Finance·2018·2 authors·Open access

44

citations

Exploiting the low-risk anomaly using machine learning to enhance the Black–Litterman framework: Evidence from South Korea

Pacific-Basin Finance Journal·2018·2 authors

28citations

An Empirical Study on Modeling and Prediction of Bitcoin Prices With Bayesian Neural Networks Based on Blockchain Information

IEEE Access·2017·2 authors·Open access

458citations

Predictability of machine learning techniques to forecast the trends of market index prices: Hypothesis testing for the Korean stock markets

PLoS ONE·2017·4 authors·Open access

80citations

Nonparametric machine learning models for predicting the credit default swaps: An empirical study

Expert Systems with Applications·2016·3 authors

37citations

Improved churn prediction in telecommunication industry by analyzing a large network

Expert Systems with Applications·2014·3 authors

83citations

Parametric models and non-parametric machine learning models for predicting option prices: Empirical comparison study over KOSPI 200 Index options

Expert Systems with Applications·2014·3 authors

84citations

An integrated approach to intelligent urban facilities management for real-time emergency response

Automation in Construction·2012·7 authors

55citations

Predicting a distribution of implied volatilities for option pricing

Expert Systems with Applications·2010·2 authors

24citations