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Hyung-Jin Ko

Sungkyunkwan University · 経済学

研究室紹介

Professor Hyung-Jin Ko's research lab specializes in interdisciplinary research at the intersection of artificial intelligence, finance, and time series analysis. The lab focuses on developing advanced deep learning models for video-to-language understanding, with an emphasis on end-to-end trainable concept detection and semantic attention mechanisms to enhance language generation. In parallel, the lab investigates financial applications of emerging digital assets such as NFTs and DeFi tokens, analyzing their role as hedges and safe havens in global markets. The lab also develops adaptive ensemble learning methods for time-series data, particularly in dynamic and non-stationary environments.

video-to-languageconcept detectionNFTsDeFiensemble learning

Research Overview

Papers
34
Total Citations
708
Papers (5y)
29
Primary Field
経済学

Research Output Trend

Figures are computed from collected data and may differ slightly.

Publications per year (5y)
29total
2022
2023
2024
2025
2026
Citations per year (5y)
401total
20222023202420252026

Selected Papers

15
1
Article|228 citations·2017
End-to-End Concept Word Detection for Video Captioning, Retrieval, and Question Answering
Youngjae Yu, Hyungjin Ko, Jongwook Choi, Gunhee Kim

We propose a high-level concept word detector that can be integrated with any video-to-language models. It takes a video as input and generates a list of concept words as useful semantic priors for language generation models. The proposed word detector has two important properties. First, it does not require any external knowledge sources for training. Second, the proposed word detector is trainable in an end-to-end manner jointly with any video-to-language models. To effectively exploit the det

Computer Vision and Pattern RecognitionComputer Science
2
Article|130 citations·2022
The economic value of NFT: Evidence from a portfolio analysis using mean–variance framework
Hyungjin Ko, Bumho Son, Yunyoung Lee, Huisu Jang, Jaewook Lee
SJR Q1Finance research letters
Economics and EconometricsEconomics, Econometrics and Finance
3
Article|72 citations·2024
Can ChatGPT improve investment decisions? From a portfolio management perspective
Hyungjin Ko, Jaewook Lee
SJR Q1Finance research letters
Management Science and Operations ResearchDecision Sciences
4
Article|37 citations·2016
Video Captioning and Retrieval Models with Semantic Attention.
Youngjae Yu, Hyungjin Ko, Jongwook Choi, Gunhee Kim
arXiv (Cornell University)OA

We propose a high-level concept word detector that can be integrated with any video-to-language models. It takes a video as input and generates a list of concept words as useful semantic priors for language generation models. The proposed word detector has two important properties. First, it does not require any external knowledge sources for training. Second, the proposed word detector is trainable in an end-to-end manner jointly with any video-to-language models. To maximize the values of dete

Computer Vision and Pattern RecognitionComputer Science
5
Article|33 citations·2023
Can Chatgpt Improve Investment Decision? From a Portfolio Management Perspective
Hyungjin Ko, Jaewook Lee
SSRN Electronic JournalOA
Management Information SystemsBusiness, Management and Accounting
6
Article|31 citations·2023
Non-fungible tokens: a hedge or a safe haven?
Hyungjin Ko, Jaewook Lee
SJR Q3Applied Economics Letters

This study conducted the econometric analysis to test the hedge and safe haven effects of Non-fungible Tokens (NFTs) on major traditional asset markets in the global financial system. We investigate the estimates of these effects in times of extreme market conditions and the COVID-19 crisis. Our empirical results show evidence of the hedge and safe haven properties of NFTs, confirming two main findings: (i) NFTs act as a hedge and safe haven for particular stock markets and oil, bond, and USD in

Economics and EconometricsEconomics, Econometrics and Finance
7
Preprint|19 citations·2016
End-to-end Concept Word Detection for Video Captioning, Retrieval, and Question Answering
Youngjae Yu, Hyungjin Ko, Jongwook Choi, Gunhee Kim
arXiv (Cornell University)OA

We propose a high-level concept word detector that can be integrated with any video-to-language models. It takes a video as input and generates a list of concept words as useful semantic priors for language generation models. The proposed word detector has two important properties. First, it does not require any external knowledge sources for training. Second, the proposed word detector is trainable in an end-to-end manner jointly with any video-to-language models. To maximize the values of dete

Computer Vision and Pattern RecognitionComputer Science
8
Article|19 citations·2023
A Privacy-preserving mean–variance optimal portfolio
Junyoung Byun, Hyungjin Ko, Jaewook Lee
SJR Q1Finance research letters
Artificial IntelligenceComputer Science
9
Article|18 citations·2023
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
SJR Q1Journal of International Financial Markets Institutions and Money
Information SystemsComputer Science
10
Article|16 citations·2023
Portfolio insurance strategy in the cryptocurrency market
Hyungjin Ko, Bumho Son, Jaewook Lee
SJR Q1Research in International Business and Finance
Information SystemsComputer Science
11
Article|13 citations·2022
Price co-movements in decentralized financial markets
Seong-Wan Park, Seungju Lee, Yunyoung Lee, Hyungjin Ko, Bumho Son, Jaewook Lee, Huisu Jang
SJR Q3Applied Economics Letters

In decentralized finance (Defi), market participants are allowed to have the right to manage their own funds as opposed to centralized finance (Cefi) with a central custodian, centralized exchanges (CEX). Most Defi projects provide their own service and simultaneously issue a unique token that can be traded in decentralized exchanges (DEX). However, the values of these tokens have rarely been studied. We confirm that the prices of tokens in the Defi market have a persistent tendency to move toge

Information SystemsComputer Science
12
Article|13 citations·2021
Fair Clustering with Fair Correspondence Distribution
Woojin Lee, Hyungjin Ko, Junyoung Byun, Tae-Ho Yoon, Jaewook Lee
SJR Q1Information Sciences
Safety ResearchSocial Sciences
13
Article|12 citations·2024
A novel integration of the Fama–French and Black–Litterman models to enhance portfolio management
Hyungjin Ko, Bumho Son, Jaewook Lee
SJR Q1Journal of International Financial Markets Institutions and Money
FinanceEconomics, Econometrics and Finance
14
Article|10 citations·2024
Influence and predictive power of sentiment: Evidence from the lithium market
Woojin Jeong, Seongwan Park, Seungyun Lee, Bumho Son, Jaewook Lee, Hyungjin Ko
SJR Q1Finance research letters
Economics and EconometricsEconomics, Econometrics and Finance
15
Article|10 citations·2019
Loss-Driven Adversarial Ensemble Deep Learning for On-Line Time Series Analysis
Hyungjin Ko, Jaewook Lee, Junyoung Byun, Bumho Son, Saerom Park
SJR Q1SustainabilityOA

Developing a robust and sustainable system is an important problem in which deep learning models are used in real-world applications. Ensemble methods combine diverse models to improve performance and achieve robustness. The analysis of time series data requires dealing with continuously incoming instances; however, most ensemble models suffer when adapting to a change in data distribution. Therefore, we propose an on-line ensemble deep learning algorithm that aggregates deep learning models and

Artificial IntelligenceComputer Science

Research Areas

Economics and EconometricsManagement Science and Operations ResearchComputer Vision and Pattern RecognitionArtificial IntelligenceInformation SystemsFinance

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