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Woojin Chang

Seoul National University · Economics, Econometrics and Finance

About the Lab

Professor Woojin Chang's research lab specializes in statistical modeling and data analysis with a focus on reliability engineering, survival analysis, and statistical learning. The lab develops advanced methodologies for handling incomplete or censored data, particularly in reliability trend analysis using power law processes and wavelet-based classification techniques. Research also extends to econometric applications, such as the impact of financial distress risk on executive compensation, integrating statistical inference with real-world economic decision-making. The lab emphasizes both theoretical rigor and practical implementation across engineering, industrial, and financial domains.

reliability analysiscensored dataEM algorithmwavelet classificationfinancial distress risk

Research Overview

Papers
84
Total Citations
957
Papers (5y)
7
Primary Field
Economics, Econometrics and Finance

Research Output Trend

Figures are computed from collected data and may differ slightly.

Publications per year (5y)
7total
2022
2023
2024
2025
2026
Citations per year (5y)
51total
20222023202420252026

Selected Papers

15
1
Article|103 citations·2010
Currency crises and the evolution of foreign exchange market: Evidence from minimum spanning tree
Wooseok Jang, Junghoon Lee, Woojin Chang
SJR Q2Physica A Statistical Mechanics and its Applications
Economics and EconometricsEconomics, Econometrics and Finance
2
Article|53 citations·2017
Asymmetric multi-fractality in the U.S. stock indices using index-based model of A-MFDFA
Minhyuk Lee, Jae Wook Song, Ji Hwan Park, Woojin Chang
SJR Q1Chaos Solitons & Fractals
Economics and EconometricsEconomics, Econometrics and Finance
3
Article|49 citations·2007
Bayesian belief network for box-office performance: A case study on Korean movies
Kyung Jae Lee, Woojin Chang
SJR Q1Expert Systems with Applications
Economics and EconometricsEconomics, Econometrics and Finance
4
Article|37 citations·2011
Intraday volatility and network topological properties in the Korean stock market
Junghoon Lee, Janghyuk Youn, Woojin Chang
SJR Q2Physica A Statistical Mechanics and its Applications
Economics and EconometricsEconomics, Econometrics and Finance
5
Article|37 citations·2016
Clustering stocks using partial correlation coefficients
Sean S. Jung, Woojin Chang
SJR Q2Physica A Statistical Mechanics and its Applications
Economics and EconometricsEconomics, Econometrics and Finance
6
Article|33 citations·2018
Asymmetric market efficiency using the index-based asymmetric-MFDFA
Minhyuk Lee, Jae Wook Song, Sondo Kim, Woojin Chang
SJR Q2Physica A Statistical Mechanics and its Applications
Economics and EconometricsEconomics, Econometrics and Finance
7
Article|31 citations·2011
How to select search keywords for online advertising depending on consumer involvement: An empirical investigation
Cookhwan Kim, Sungsik Park, Kwiseok Kwon, Woojin Chang
SJR Q1Expert Systems with Applications
MarketingBusiness, Management and Accounting
8
Article|24 citations·2022
Self-attention based deep direct recurrent reinforcement learning with hybrid loss for trading signal generation
Dongkyu Kwak, Sungyoon Choi, Woojin Chang
SJR Q1Information Sciences
Management Science and Operations ResearchDecision Sciences
9
Article|22 citations·2016
Time-varying causal network of the Korean financial system based on firm-specific risk premiums
Jae Wook Song, Bonggyun Ko, Poongjin Cho, Woojin Chang
SJR Q2Physica A Statistical Mechanics and its Applications
Economics and EconometricsEconomics, Econometrics and Finance
10
Article|18 citations·2010
How to measure the effectiveness of online advertising in online marketplaces
Cookhwan Kim, Kwiseok Kwon, Woojin Chang
SJR Q1Expert Systems with Applications
MarketingBusiness, Management and Accounting
11
Article|17 citations·2002
Wavelet estimation of a base-line signal from repeated noisy measurements by vertical block shrinkage
Woojin Chang, Brani Vidaković
SJR Q1Computational Statistics & Data Analysis
Computer Vision and Pattern RecognitionComputer Science
12
Article|16 citations·2016
Multifractal Value at Risk model
Ho‐Jin Lee, Jae Wook Song, Woojin Chang
SJR Q2Physica A Statistical Mechanics and its Applications
Economics and EconometricsEconomics, Econometrics and Finance
13
Article|15 citations·2019
Instance-based entropy fuzzy support vector machine for imbalanced data
Poongjin Cho, Minhyuk Lee, Woojin Chang
SJR Q2Pattern Analysis and Applications
Artificial IntelligenceComputer Science
14
Article|14 citations·2014
Multifractal regime detecting method for financial time series
Ho‐Jin Lee, Woojin Chang
SJR Q1Chaos Solitons & Fractals
Economics and EconometricsEconomics, Econometrics and Finance
15
Article|13 citations·2017
Analyzing systemic risk using non-linear marginal expected shortfall and its minimum spanning tree
Jae Wook Song, Bonggyun Ko, Woojin Chang
SJR Q2Physica A Statistical Mechanics and its Applications
Economics and EconometricsEconomics, Econometrics and Finance

Research Areas

Economics and EconometricsMarketingManagement Science and Operations ResearchManagement Information SystemsFinanceAccounting

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