Education :

• Purdue University, West Lafayette, IN

       Ph.D. Mathematics, May 2010

       Dissertation: Lyapunov Exponents for Stochastic Anderson Models With Non-Gaussian Noise; 

       Portfolio Optimization with in Discrete Time with Proportional Transaction Costs under Stochastic Volatility

       Advisor: Professor Frederi Viens

• Purdue University, West Lafayette, IN

      M.S. Mathematics with Computational Finance, May 2007 

• Kyung Hee University, Seoul, Republic of Korea

      B.S. Mathematics, February 2000 

Professional History :

• Vice Dean, Graduate School of Information, Yonsei University, March 2024 - Present

• Associate Professor, Graduate School of Information, Yonsei University, September 2022 - Present 

• Faith Advisor (신앙지도교수), Graduate School of Information, Yonsei University, September 2022 - Present 

• Adjunct Professor,  Department of Artificial Intelligence, Yonsei University, March 2021 - Present

• Head Professor, Strategic Management of Big Data Analytics (SMBA), Graduate School of Information, Yonsei University, March 2020 - Feb. 2024

• Assistant Professor, Graduate School of Information, Yonsei University, September 2019 - August 2022

• Assistant Professor, Department of Financial Engineering, School of Business, Ajou University, September 2016 - August 2019 

• Assistant Professor, Department of Data Science, Graduate School, Ajou University, September 2017 - August 2019 

• Researcher, Samsung Advanced Institute of Technology, Samsung Electronics, June 2011 - August 2016 

• Visiting Lecturer, Department of Mathematics and Actuarial Science, Indiana University Northwest, August 2010 - May 2011 

• Teaching Assistant, Department of Mathematics, Purdue University, August 2002 - May 2010 

Research Interests :

• Deep Learning, Machine Learning, Data Mining

• Computer Vision

• Natural Language Processing

• Computational and Mathematical Finance

• Stochastic Processes, Probability Theory

Academic Activities:

• Editor: 

1. Guest Editor, Special issue "Decision Making Based on Deep Convolutional Neural Networks", "Computing and Artificial Intelligence" section, Applied Sciences (ISSN 2076-3417) [IF 2019: 2.474] (SCIE)

• Refereeing Work:  IEEE Transactions on Neural Networks and Learning Systems(2020, April, October), Information Fusion(2020, June), Expert Systems with Applications (2020, May), Scientific reports, PLoS ONE, Cognitive Systems Research, Advanced Engineering Informatics; Applied Sciences, Samsung Humantech Paper Award

  • 2021: Applied Soft Computing(9/24)

• Program committee: ITISE2022 (International conference on Time Series and Forecasting) 

Membership:

• ACL (Association for Computational Linguistics)             

• CVF (The Computer Vision Foundation)

• KFMA (Korean Financial Management Association, 한국재무관리학회), 2022.07 ~2023.06

• KKITS (Korea Knowledge Information Technology Society, 한국지식정보기술학회), 2022.07 ~ 2023.06

Other Activities:

• • 육군발전자문위원, 정보화 분과, 2019.04.01 ~ 2021.03.31

  • 한국시설안전공단, 제 13기 기술자문위원회 정보통계분과위원, 2019.08.10 ~ 2021.08.09

  • LH한국토지주택공사, 빅데이터 기반 스마트 유지관리 체계 구축 컨설팅 용역 총괄관리자(분야: 빅데이터), 2019.09.20 ~ 2020. 01.05

Awards:

• 2019.05.24 연구우수교수상  (IF 부문), 아주대학교

• 2019.11.09 남곡학술상 최우수논문상, 한국재무관리학회

• 2021.09.27, 우수 강의상 (2021-1학기), 연세대학교 정보대학원 우수 강의상

• 2022.03, 최우수상, 연세대학교 정보대학원 우수강의교수상