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Welcome to Jin Hyuk Choi's homepage.

I am an Associate Professor in the Department of Mathematical Sciences at UNIST.

My research interests include mathematical finance, stochastic control, and applied probability theory. I am particularly interested in the utility maximization problems originating from economics, and the characterization of the market equilibrium among the financial agents who optimize their strategies.

Contact information

108-301-3, Department of Mathematical Sciences

Ulsan National Institute of Science and Technology

Email: jchoi@unist.ac.kr

Employment

Assistant, Associate, Tenured Associate Professor (2016.08 - present)

Department of Mathematical Sciences

Ulsan National Institute of Science and Technology, South Korea

Visiting Assistant Professor (2015.06 - 2016.08)

Department of Information, Risk, & Operations Management

McCombs School of Business

University of Texas at Austin, Austin, TX

Postdoctoral Associate (2012.09 - 2015.05)

Department of Mathematical Sciences

Carnegie Mellon University, Pittsburgh, PA

Education

University of Texas at Austin, Austin, TX

Ph.D. in Mathematics (2007 - 2012)

Korea Advanced Institute of Science & Technology, Daejeon, S. Korea

B.S. in Mathematics (2001 - 2005), Summa Cum Laude

*Military service (2005 - 2007)