Financial Engineering Lab.
Career History
- 2011 : B.S. Computer Science, KAIST
- 2011 : B.S. Mathematical Sciences, KAIST
- 2016 : Ph.D. Industrial & Systems Engineering, KAIST
- 2016 ~ 2017 : Postdoctoral Researcher, KAIST
- 2017 ~ 2018 : BK Assistant Professor, Graduate School of Convergence Science and Technology, Seoul National University
- 2020 ~ Present : Editorial Advisory Board Member, Journal of Financial Data Science
- 2024 ~ Present : Assistant/Associate Professor, UNIST
Intro
UNIST Financial Engineering Laboratory aim to identify various problems associated with finance industry and solve them via quantitative methods. We mainly focus on customized financial planning for individuals/institutions. Our research topics can be broadly categorized into three: 1) analysis and modeling of financial activities of individuals/households, 2) analysis and modeling of financial markets, and 3) optimal decision making for financial planning of individuals/institutions.
Research Field
Financial Engineering, Personal/Household Finance, Optimization, Machine Learning, AI for Finance