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Alumni

Ph.D.

• [11] Guhyuk Chung (정구혁)

  Ph.D., 2024, "Order Book Modeling and Market Making Strategies: A Neural Approach"
  Quantitative Trader, LINE Investment Technologies, 2024 -
  

• [10] Dongyeol Lee (이동열)

  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 -
  

• [9] Sanghyeon Bae (배상현)

  Ph.D., 2024, "Modeling and computational methods for personalized financial decision making: machine learning, optimization, and decomposition techniques"
  Senior Researcher, Big Data & AI Lab, Hana Institute of Technology, 2024 -
  

• [8] Hyungwoo Kong (공형우)

  Ph.D., 2024, "Enhancing Financial Services via Data Analytics and Machine Learning"
  Postdoctoral Researcher, Industrial Engineering, Financial Engineering Lab, UNIST, 2024-
  

• [7] Jinkyu Lee (이진규)

  Ph.D., 2022, "Decomposition and Approximation Techniques for Large-Scale Multistage Stochastic Programs: With Applications in Finance"
  Chief Technology Officer (CTO), HuGraph, 2021 -
  

• [6] Woong-Bee Choi (최웅비)

  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 -
  

• [5] Do-Gyun Kwon (권도균)

  Ph.D., 2018, "Stochastic Programming Models for Goal-based Asset-liability Management"
  Vice President, Quantitative Development, World Quant, 2018 -
  

• [4] Geum-il Bae (배금일)

  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
  

• [3] Yongjae Lee (이용재)

  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 -
  

• [2] Min Jeong Kim (김민정)

  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 -
  

• [1] Jang Ho Kim (김장호)

  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.

• [25] Mingyu Yang (양민규)

  M.S., 2024, "Type-Based Representation of Limit Order Book Events for Predicting Mid-Price Change Using Deep Neural Network"
  Doctoral Student, KAIST, 2024 -

• [24] Joohwan Ko (고주환)

  M.S., 2024, "A Study on Scalable and Provable Black-Box Variational Inference"
  Doctoral Student, UMass Amherst, 2024 -

• [23] Seokhwan Choi (최석환)

  M.S., 2023, "TranSort: Transformer for Differentiable Sorting"
  2023 -

• [22] Hyun Kim (김현)

  M.S., 2023, "AC-DQN: Action Constrained Deep Q-Network for Goal Based Investment"
  2023 -

• [21] Jongwoong Park (박종웅)

  M.S., 2023, "SDDP-Transformer: Applying the Transformer to Generation of Piecewise Linear Value Function"
  NC Soft, 2023 -

• [20] Haeun Jeon (전하은)

  M.S., 2023, "OSCAR: An Asset Selection Heuristic for Cardinality Constrained Portfolio Optimization"
  Doctoral Student, KAIST, 2023 -

• [19] Wonje Yun (윤원제)

  M.S., 2022, "Analysis Framework of Dependency Measures in the Stock Market, and its Applications"
  Master's Student, Chicago University, 2022 -

• [18] Chan Yeong Kim (김찬영)

  M.S., 2022, "Optimizing High-Frequency Pairs Trading via Reinforcement Learning with Spread Prediction Model"
  Doctoral Student, KAIST, 2022 -

• [17] Minseong Kim (김민성)

  M.S., 2022, "Using Graph Convolutional Networks to Approximate Cardinality Constraints in Portfolio Optimization"
  Quantitative Researcher, WorldQuant, 2021 -

• [16] Hyojin Lim (임효진)

  M.S., 2021, "Enhancing Hedge Fund Index Tracking Factor Model via Deep Reinforcement Learning"
  Associate, Multi-Asset Investment Team, Korea Investment Management, 2021 -

• [15] Insu Choi (최인수)

  M.S., 2021, "Empirical Analysis of Politically-Themed Stocks Using Text Mining Techniques and Entropy-Based Network Dynamics"
  Doctoral Student, KAIST, 2021 -

• [14] Seulah Choi (최슬아)

  M.S., 2020, "Interpretation of Put-Call Parity Violation and Tax Effect"
  KB Securities, 2020
  Quantitative Researcher, WorldQuant, 2020 -

• [13] Sungmin Jang (장성민)

  M.S., 2020, "Information Flow Between Bitcoin and Other Investment Assets"
  Researcher, JSOL, 2020 -

• [12] Gu-Hyuk Chung (정구혁)

  M.S., 2019, "Scenario Tree Generation and Stochastic Programming under Heston Framework"
  Doctoral Student, KAIST, 2019 -

• [11] Sangyeon Kim (김상연)

  M.S., 2019, "Optimal Building Blocks for Single- and Multi-period Investment Management"
  Researcher, TmaxSoft, 2020 -

• [10] Munki Chung (정문기)

  M.S., 2018, "The Effects of Errors in Means, Variances, and Correlations on All Feasible Portfolios"
  Doctoral Student, KAIST, 2018 -

• [9] Jieun Kim (김지은)

  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 -

• [8] Beom Hyeon Kim (김범현)

  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 -

• [7] Jeonghyun Kim (김정현)

  M.S., 2017, "Optimal Control of Defined Benefit National Pension Plans"
  Assistant Manager, Risk Engineering Team, Shinhan, 2017 -

• [6] Ju Ri Jang (장주리)

  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 -

• [5] Je-Hyuk Lee (이제혁)

  M.S., 2014, "Catastrophe Bond Issuance Strategy (Case of Korean Typhoon)"
  Doctoral Student, Seoul National University, 2014 - 2019
  Senior Engineer, Samsung Electronics, 2020 -

• [4] Natasia Engeline

  M.S., 2012, "CMO & TIPS Modeling Under Inflation Adjusted Scenarios (Case of Indonesia)"
  Manager, Bank of Indonesia, 2012 - 2019

  Manager, Advisory, EY Indonesia, 2019 -

• [3] Geum Il Bae (배금일)

  M.S., 2012, "What Are the Regimes in the Commodity Market?"
  Doctoral Student, KAIST, 2012 - 2016

• [2] Joonsuk Pyo (표준석)

  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 -

• [1] So Hyoung Ahn (안소형)

  M.S., 2011, "What Do Robust Portfolios Really Do?"
  Analyst, Equity Team, Dongbu Insurance, 2011 -