Nice to meet you and thank you for visiting my website!
I am Sanghee Kim, a fourth year PhD canididate in the Statistics and Data Science department, at Cornell University. I am grateful to be advised by Professor Sumanta Basu. My research interest lies in quantile regression, high-dimensional statistics, and financial machine learning.
My current research topics are 1. Developing efficient algorithms for statistical problems and 2. Using machine learning methods on prediction problems combined with microstructure measures, collaborating with Professor David Easley.
Before joining Cornell University, I previously earned my Masters degree in applied statistics at Korea University, South Korea. My thesis was on cyber risk measurement via loss distribution approach and GARCH model. As an extension of my research during my master's, I am also interested in economic risk problems, especially operational risk and credit risk. I look forward to solving these problems by applying the prediction methods I study during my PhD research.
I am open to new experiences and actively seeking internship positions for the 2025 Summer! Please let me know if you have questions about my educational or professional background, experiences, or passions.
Email : sk2689@cornell.edu
Research link : My Google Scholar
Linkedin : https://www.linkedin.com/in/sang-hee-kim/