Financial Engineering Lab
Industrial and Management Systems Engineering / Big Data Analytics
Kyung Hee University
The Financial Engineering Lab at Kyung Hee University focuses on various applications of mathematics, programming, and engineering in financial markets. While the principle interest has been optimization methods for portfolio management, we continue to expand our research with our expertise in mathematical modeling, computational methods, and data analysis.
Research Interests: Portfolio Optimization, Asset Allocation, Factor Analysis, Automated Investments, Financial Data Analysis