Researcher profile · Semantic Scholar

Jaewook Lee

h-index: 14
Works: 42
Citations: 1,198

Most-cited papers

An Empirical Study on Modeling and Prediction of Bitcoin Prices With Bayesian Neural Networks Based on Blockchain Information
H. Jang, Jaewook Lee
2018IEEE Access415 citations Open access
Semantic Scholar
The economic value of NFT: Evidence from a portfolio analysis using mean-variance framework
Hyungjin Ko, B. Son, Yunyoung Lee, H. Jang +1 more
2022Finance Research Letters115 citations
Semantic Scholar
Can ChatGPT improve investment decisions? From a portfolio management perspective
Hyungjin Ko, Jaewook Lee
2024Finance Research Letters87 citations
Semantic Scholar
Predictability of machine learning techniques to forecast the trends of market index prices: Hypothesis testing for the Korean stock markets
S. Pyo, Jaewook Lee, Mi-Ho Cha, H. Jang
2017PLoS ONE77 citations Open access
Semantic Scholar
Dissecting the Terra-LUNA crash: Evidence from the spillover effect and information flow
Seung-Ju Lee, Jaewook Lee, Yunyoung Lee
2022Finance Research Letters62 citations Open access
Semantic Scholar
A Survey on Security and Privacy in Blockchain-based Central Bank Digital Currencies
Yunyoung Lee, B. Son, Seongwan Park, Jaewook Lee +1 more
2021Journal of Internet Services and Information Security51 citations
Semantic Scholar
HE-Friendly Algorithm for Privacy-Preserving SVM Training
Saerom Park, Junyoung Byun, Joohee Lee, J. Cheon +1 more
2020IEEE Access43 citations Open access
Semantic Scholar
Generative Bayesian neural network model for risk-neutral pricing of American index options
H. Jang, Jaewook Lee
2018Quantitative finance (Print)39 citations Open access
Semantic Scholar
Atomic cross-chain settlement model for central banks digital currency
Yunyoung Lee, B. Son, H. Jang, Junyoung Byun +2 more
2021Information Sciences31 citations
Semantic Scholar
Forecasting global stock market volatility: The impact of volatility spillover index in spatial‐temporal graph‐based model
B. Son, Yunyoung Lee, Seongwan Park, Jaewook Lee
2023Journal of Forecasting30 citations
Semantic Scholar
Non-fungible tokens: a hedge or a safe haven?
Hyungjin Ko, Jaewook Lee
2023Applied Economics Letters26 citations
Semantic Scholar
Unraveling the MEV Enigma: ABI-Free Detection Model using Graph Neural Networks
Seongwan Park, Woo-Kyoung Jeong, Yunyoung Lee, B. Son +2 more
2023Future generations computer systems20 citations Open access
Semantic Scholar
A Scalable IoT Protocol via an Efficient DAG-Based Distributed Ledger Consensus
B. Son, Jaewook Lee, H. Jang
2020Sustainability19 citations Open access
Semantic Scholar
A privacy-preserving robo-advisory system with the Black-Litterman portfolio model: A new framework and insights into investor behavior
Hyungjin Ko, Junyoung Byun, Jaewook Lee
2023Journal of international financial markets, institutions, and money14 citations
Semantic Scholar
Portfolio insurance strategy in the cryptocurrency market
Hyungjin Ko, B. Son, Jaewook Lee
2023Research In International Business and Finance14 citations Open access
Semantic Scholar
A Privacy-preserving mean–variance optimal portfolio
Junyoung Byun, Hyungjin Ko, Jaewook Lee
2023Finance Research Letters14 citations
Semantic Scholar
A novel integration of the Fama–French and Black-Litterman models to enhance portfolio management
Hyungjin Ko, B. Son, Jaewook Lee
2024Journal of international financial markets, institutions, and money13 citations
Semantic Scholar
Security-preserving Support Vector Machine with Fully Homomorphic Encryption
Saerom Park, Jaewook Lee, Jung Hee Cheon, Juhee Lee +2 more
2019SafeAI@AAAI12 citations
Semantic Scholar
Price co-movements in decentralized financial markets
S. Park, Seung-Ju Lee, Yunyoung Lee, Hyungjin Ko +3 more
2022Applied Economics Letters11 citations
Semantic Scholar
Efficient homomorphic encryption framework for privacy-preserving regression
Junyoung Byun, Saerom Park, Yujin Choi, Jaewook Lee
2022Applied intelligence (Boston)11 citations
Semantic Scholar
Influence and Predictive Power of Sentiment: Evidence From the Lithium Market
Woo-Kyoung Jeong, Seongwan Park, Seungyun Lee, B. Son +2 more
2024Social Science Research Network10 citations Open access
Semantic Scholar
Parameter-free HE-friendly Logistic Regression
Junyoung Byun, Woo-Jin Lee, Jaewook Lee
2021Neural Information Processing Systems10 citations
Semantic Scholar
Graph-based multi-factor asset pricing model
B. Son, Jaewook Lee
20219 citations
Semantic Scholar
Portfolio Management Transformed: An Enhanced Black–Litterman Approach Integrating Asset Pricing Theory and Machine Learning
Hyungjin Ko, Jaewook Lee
2025Computational Economics8 citations
Semantic Scholar
Interconnected dynamics of sustainable cryptocurrencies: Insights from transfer entropy analysis
Seung-Ju Lee, Jaewook Lee, Woo-Jin Lee
2025Finance Research Letters7 citations Open access
Semantic Scholar
Modeling Asset Price Process: An Approach for Imaging Price Chart with Generative Diffusion Models
Jinseong Park, Hyungjin Ko, Jaewook Lee
2024Computational Economics7 citations Open access
Semantic Scholar
Loss-Driven Adversarial Ensemble Deep Learning for On-Line Time Series Analysis
Hyungjin Ko, Jaewook Lee, Junyoung Byun, B. Son +1 more
2019Sustainability7 citations Open access
Semantic Scholar
Temporal Consistency Ensemble Empirical Mode Decomposition for forecasting practical metal price
Yujin Choi, Dongbin Kim, Jaewook Lee
2025Engineering applications of artificial intelligence6 citations
Semantic Scholar
Sequence and longevity risks of South Korean retirees: Insights and potential remedies
Hyungjin Ko, Seungyun Lee, Jaewook Lee
2024Pacific-Basin Finance Journal5 citations
Semantic Scholar
A Statistical Analysis of the Relationship Between Meme Stocks and Social Media
Seung-Ju Lee, Yunyoung Lee, Jaewook Lee, Hoki Kim
2025IEEE Access4 citations Open access
Semantic Scholar
Balancing Explainability and Privacy in Bank Failure Prediction: A Differentially Private Glass-Box Approach
Junyoung Byun, Jaewook Lee, Hyeongyeong Lee, B. Son
2025IEEE Access4 citations Open access
Semantic Scholar
Shifting dynamics: Bitcoin spot ETF approval and Bitcoin’s relationships with financial markets
Seung-Ju Lee, Jaewook Lee
2025Applied Economics Letters4 citations Open access
Semantic Scholar
Stability Analysis of Denoising Autoencoders Based on Dynamical Projection System
Saerom Park, Jaewook Lee
2021IEEE Transactions on Knowledge and Data Engineering4 citations
Semantic Scholar
Advancing financial privacy: A novel integrative approach for privacy-preserving optimal portfolio
Hyungjin Ko, Jaewook Lee, Junyoung Byun
2025Future generations computer systems3 citations Open access
Semantic Scholar
Privacy-preserving inference resistant to model extraction attacks
Junyoung Byun, Yujin Choi, Jaewook Lee, Saerom Park
2024Expert systems with applications3 citations
Semantic Scholar
Optimal Strategy in Blockchain Transaction Issuances with CIR Process
B. Son, Seongwan Park, Jaewook Lee, H. Jang
2025Computational Economics2 citations
Semantic Scholar
LiqBoost: Enhancing liquidity provision for blockchain-based decentralized exchanges
Woo-Kyoung Jeong, Seongwan Park, Jaewook Lee, Yunyoung Lee
2026Expert systems with applications1 citations Open access
Semantic Scholar
Towards undetectable adversarial attack on time series classification
Hoki Kim, Yunyoung Lee, Woo-Jin Lee, Jaewook Lee
2025Information Sciences1 citations
Semantic Scholar
Cryptocurrency prediction markets through the derivatives lens: Evidence from Kalshi and polymarket
Seung-Ju Lee, Ye-Chul Lee, Jaewook Lee
2026International Review of Financial Analysis0 citations Open access
Semantic Scholar
Underreaction, salience, and hot-hand beliefs in sports prediction markets: Evidence from Kalshi NBA and NFL event contracts
Seung-Ju Lee, Ye-Chul Lee, Jaewook Lee
2026Journal of Behavioral and Experimental Finance0 citations
Semantic Scholar
Correction to: Portfolio Management Transformed: An Enhanced Black–Litterman Approach Integrating Asset Pricing Theory and Machine Learning
Hyungjin Ko, Jaewook Lee
2025Computational Economics0 citations
Semantic Scholar
A general framework for building machine learning models for pricing american index options with no-arbitrage and its limitation
H. Jang, Jaewook Lee
2016MIDAS@PKDD/ECML0 citations
Semantic Scholar

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Saerom Park×6

Yujin Choi×3

Woo-Jin Lee×2