Hi, I'm Sanghyeon Bae, Ph.D candidate in KAIST.

I am studying financial engineering in Department of Industrial & Systems  Engineering, KAIST, under my supervisor Woo Chang Kim. My research areas include multistage stochastic programs, portfolio optimization, and machine learning methods in finance. Especially, I'm very interested in formulating and solving large-scale financial planning problems using decomposition algorithms.

Beyond my research areas, I'm also interested in investment (especially, in stocks). For my style, I'm an advocate of Value Investing with the following simple sentence: "Price is what you pay. Value is what you get." 

Email : [~azureharry~@kaist.ac.kr] (Remove two ~s)

Lab : https://felab.kaist.ac.kr