Ph.D., 2024, "A Study on Investment Decisions by Large Institutional Investors under Existence of Socio-Economic Impact: The Case of National Pension Fund" Long-term Insurance U/W Planning Dept, Samsung Fire & Marine Insurance, 2024 -
Ph.D., 2024, "Modeling and computational methods for personalized financial decision making: machine learning, optimization, and decomposition techniques"
Ph.D., 2024, "Enhancing Financial Services via Data Analytics and Machine Learning"
Ph.D., 2022, "Decomposition and Approximation Techniques for Large-Scale Multistage Stochastic Programs: With Applications in Finance" Chief Technology Officer (CTO), HuGraph, 2021 -
Ph.D., 2019, "A Study on the Effect of Korea Pension Management on Social System under Asset -Liability Management Framework" Researcher, GBI Team, Veranos Technologies, 2018 - Deputy Research Fellow, Investment Policy Divison, National Pension Research Institute, 2019 -
Ph.D., 2018, "Stochastic Programming Models for Goal-based Asset-liability Management" Vice President, Quantitative Development, World Quant, 2018 -
Ph.D., 2016, "Three Essays on Financial Analysis under Regime Switching Framework" OCIO Management Team, Samsung Asset Management, 2016 - 2020 Chief Technology Officer (CTO), HuGraph, 2020 - 2023
Ph.D., 2016, "Demystifying Diversification Strategies by using Portfolio Optimization Techniques" Postdoctoral Researcher, Industrial Engineering & Management Research Institute, KAIST, 2016 - 2017 BK Assistant Professor, Graduate School of Convergence Science and Technology, Seoul National University, 2017 - 2018 Assistant Professor, School of Management Engineering, UNIST, 2018 -
Ph.D., 2015, "A Study on Optimization Models under Uncertainty and Their Applications in Financial Planning" Manager, Research Team, Financial Engineering Ceter, Korea Asset Pricing, 2015 - 2017 Deputy Research Fellow, Investment Policy Divison, National Pension Research Institute, 2017 -
Ph.D., 2014, "Understanding Robust Optimization by Analyzing Robust Equity Portfolios" Associate Professor, Department of Industrial and Management Systems Engineering, Kyung Hee University, 2015 -
M.S., 2023, "SDDP-Transformer: Applying the Transformer to Generation of Piecewise Linear Value Function" 2023 -
M.S., 2023, "OSCAR: An Asset Selection Heuristic for Cardinality Constrained Portfolio Optimization" 2023 -
M.S., 2022, "Analysis Framework of Dependency Measures in the Stock Market, and its Applications" Master's Student, Chicago University, 2022 -
M.S., 2022, "Optimizing High-Frequency Pairs Trading via Reinforcement Learning with Spread Prediction Model" Doctoral Student, KAIST, 2022 -
M.S., 2022, "Using Graph Convolutional Networks to Approximate Cardinality Constraints in Portfolio Optimization" Quantitative Researcher, WorldQuant, 2021 -
M.S., 2021, "Enhancing Hedge Fund Index Tracking Factor Model via Deep Reinforcement Learning" Associate, Multi-Asset Investment Team, Korea Investment Management, 2021 -
M.S., 2021, "Empirical Analysis of Politically-Themed Stocks Using Text Mining Techniques and Entropy-Based Network Dynamics" Doctoral Student, KAIST, 2021 -
M.S., 2020, "Interpretation of Put-Call Parity Violation and Tax Effect" KB Securities, 2020 Quantitative Researcher, WorldQuant, 2020 -
M.S., 2020, "Information Flow Between Bitcoin and Other Investment Assets" Researcher, JSOL, 2020 -
M.S., 2019, "Scenario Tree Generation and Stochastic Programming under Heston Framework" Doctoral Student, KAIST, 2019 -
M.S., 2019, "Optimal Building Blocks for Single- and Multi-period Investment Management" Researcher, TmaxSoft, 2020 -
M.S., 2018, "The Effects of Errors in Means, Variances, and Correlations on All Feasible Portfolios" Doctoral Student, KAIST, 2018 -
M.S., 2018, "Longevity Risk Management for Individual Investors in the Retirement Stage using SDDP algorithm" Junior Assistant Manager, Korea Technology Finance Corporation, 2018 - 2021 Researcher, Agency for Defense Development, 2021 -
M.S., 2018, "Measuring the Certainty Equivalent Loss of Target Date Fund using Multi-stage Stochastic Programming" Researcher, Index Team/ Quant Department, FnGuide, 2018 - 2021 Researcher, Presto Labs, 2021 -
M.S., 2017, "Optimal Control of Defined Benefit National Pension Plans" Assistant Manager, Risk Engineering Team, Shinhan, 2017 -
M.S., 2016, "Sparse and Robust Portfolio Selection via Semi-Definite Relaxation" Financial Business Division, NICE Information Service, 2016 - 2021 Receptionist, Korea Credit Information Services, 2021 -
M.S., 2014, "Catastrophe Bond Issuance Strategy (Case of Korean Typhoon)" Doctoral Student, Seoul National University, 2014 - 2019 Senior Engineer, Samsung Electronics, 2020 -
M.S., 2012, "CMO & TIPS Modeling Under Inflation Adjusted Scenarios (Case of Indonesia)" Manager, Bank of Indonesia, 2012 - 2019
Manager, Advisory, EY Indonesia, 2019 -M.S., 2012, "What Are the Regimes in the Commodity Market?" Doctoral Student, KAIST, 2012 - 2016
M.S., 2011, "Why Do Expensive Warrants Traded More Heavily Than Cheaper Ones Exist in the Korean Equity Linked Market?" Analyst, Fixed Income Trading Department, Korean Investment & Securities, 2011 -
M.S., 2011, "What Do Robust Portfolios Really Do?" Analyst, Equity Team, Dongbu Insurance, 2011 -
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