[Digital finance & innovation Lab.]
A group of researchers exploring the convergence of finance and technology
─ ABOUT US ─
Digital Finance & Innovation Lab. (DFI LAB, 디지털 금융 및 혁신 연구실) in the Department of Business Administration at Pusan National University aims to discover the financial innovation in the era of the 4th industrial revolution and to understand the digital financial market through data-based analysis and mathematical modeling.
Digital finance refers to innovative financial products and services using digital technology and is carried out in various ways such as electronic money, electronic payment, and internet banking based on Artificial Intelligence, Machine/Deep Learning, Time-series analysis, Blockchain technology, etc.
The scope of the application domains includes, but not limited to, the following subjects:
Financial Market Analysis & Risk Management
Modeling of various phenomena in financial markets and discovering stylized facts
Analyzing financial-crisis patterns in the financial market for risk management
Analyzing financial market complexity and market efficiency with asymmetric features
Research on financial fraud and risk by developing an anomaly pattern detection algorithm using history of financial transaction
Investment Strategies
Financial time series analysis for future forecasting and discovering patterns
Development of stock price forecasting algorithm using various data such as macro-, micro-economic data, individual company data, and market data, etc
Research focusing on predictive power and reinterpreting existing models using deep learning
New innovative financial products and services
Algorithm development to recommend financial products to each individual target
Research on digital transformation and new business models using blockchain technology, AI, Big Data
Developing a corporate decision-making system using publicly available data and corporate data through industry-academy cooperation