Assistant Professor

Graduate School of Data Science, Chonnam National University, Gwangju, Korea.

Research Interest: 

• Mathematical Finance

• Machine Learning-based Financial Engineering

Education:

• Ph.D. in Mathematics (Financial Math), Yonsei University (2019.02)

• M.Ed. in Mathematics Education, Incheon National University (2020.08)

• B.S. in Mathematics with a Minor in Economics, Yonsei University (2010.08)

External Activities:

• Director, The Korean Society for Industrial and Applied Mathematics (KSIAM), 2025.01 - 2026.12
  (한국산업응용수학회 이사)

• Committee Member, Big Data-driven Administration Committee, Gwangju Metropolitan City, 2025.04 - 2027.03
  (광주광역시 빅데이터 기반 행정위원회 위원)

Ph.D in Financial Engineering, B.S. in Mathematics

Admission: Sep., 2024

Research Interest: Asset Pricing, Generative AI, Reinforcement Learning 

M.S. in Data Science, B.S. in Mathematics

E-mail:  songjaemin314@gmail.com

Admission: Mar., 2022

Research Interest: Momentum Strategies, Diffusion Generative Model, Time-series Forecasting, Option pricing

M.S. in Data Science, B.A. in French Language & Literature

E-mail: qudgns101111@gmail.com

Admission: Mar., 2022

Research Interest: Prediction Credit Default using ML

B.S. in Mathematics

E-mail: eungpyo0219@gmail.com

Admission: Mar., 2024

Research Interest: Portfolio optimization, Hedging strategies

B.S. in Computer Science and Engineering

E-mail: chabtharin@gmail.com

Admission: Sep., 2024

Research Interest: Credit Scoring and Risk Management in Financial Market

B.A. in Economics and B.A. in Management (Dual Degree) 

E-mail: sivnaseth@gmail.com

Admission: Sep., 2024

Research Interest: Quantitative Forecasting, Time Series Forecasting

B.A. in Business Administration

E-mail: jiheelee.ljh@gmail.com

Admission: Mar., 2025

Research Interest: Fraud Detection in Capital Markets

B.A. in Economics and Finance

E-mail: kjhebc@naver.com

Admission: Mar., 2025

Research Interest: Loan Screening Models in the Financial Industry