Financial Engineering Lab
Kyung Hee University
김장호 Jang Ho Kim, Ph.D.
I am an associate professor in Industrial and Management Systems Engineering and Big Data Analytics at Kyung Hee University. I am also an adjunct professor in the Graduate School of AI and the Department of Software Convergence at Kyung Hee University. I serve on the editorial advisory board of The Journal of Portfolio Management. My research is focused on portfolio optimization, automated investments, and financial data analysis.
I received my Ph.D. from KAIST in Industrial and Systems Engineering with a focus on Financial Engineering. I have a Master of Engineering and a Bachelor of Science in Computer Science, both from Cornell University. Prior to my doctoral program, I was an associate in the electronic trading team of Bank of America Merrill Lynch in New York City.
Contact: janghokim @ khu.ac.kr
Academic Positions
Department Head, Industrial and Management Systems Engineering, Kyung Hee University, 2022-present.
Department Head, Big Data Analytics, Graduate School, Kyung Hee University, 2023-present.
Associate Professor, Industrial and Management Systems Engineering, Kyung Hee University, 2021-present.
Associate Professor, Big Data Analytics, Graduate School, Kyung Hee University, 2021-present.
Adjunct Professor, Graduate School of AI, Kyung Hee University, 2022-present.
Adjunct Professor, Department of Software Convergence, Kyung Hee University, 2017-present.
Assistant Professor, Industrial and Management Systems Engineering, Kyung Hee University, 2015-2021.
Assistant Professor, Big Data Analytics, Graduate School, Kyung Hee University, 2020-2021.
Visiting Assistant Professor, College of Business, James Madison University, 2014-2015
Education
Ph.D. in Industrial and Systems Engineering, KAIST, 2014
M.Eng. in Computer Science, Cornell University, 2008
B.S. in Computer Science, Cornell University, 2007
Advisory and Other Positions
Editorial Advisory Board, The Journal of Portfolio Management, 2017-present.
Advisor (자문교수), Fount Inc., 2021-present.
KIIE (Korean Institute of Industrial Engineers), 대한산업공학회 대외협력 이사, 2021-present.
Committee Member, Council of Expertise on Investment Policy, National Pension Service of Korea (국민연금 투자정책전문위원회), 2019.
Co-founder & Advisor, Veranos, 2017-2020.
Collaborator, KAIST Center for Wealth Management Technologies, 2016-present.
Guest Editor, Special Issue on Applications of Optimisation in Finance, International Journal of Financial Engineering and Risk Management, 2018.
Awards
2021 Kyung Hee Fellow (2021 경희Fellow 교육), [KHU interview (Korean)]
Professional Experience
DPT Capital Management, LLC (Princeton, NJ) 2012 (Strategic Investment Research, Intern)
Bank of America Merrill Lynch (New York, NY) 2008-2010 (Electronic Trading Technology, Associate)
Bank of America Merrill Lynch (New York, NY) 2007 (Algorithm Trading Engine, Intern)
Korea Telecom (Seoul, South Korea) 2005 (Context-Awareness Research, Intern)
Teaching
BDA 732: Big Data, since 2020
BDA 733: Advanced Financial Engineering, since 2021
SWCON 424: Financial Data Analysis, since 2020
IE 101: Introduction to Programming, 2016-2019
IE 201: Engineering Economics, since 2017
IE 208: Applied Statistics, since 2015
IE 319/IE 418: Capstone Design (Industrial Engineering), since 2017
IE 414: Financial Engineering, since 2015
IE 736: Financial Optimization for Asset Management, since 2023
IE 738: Advanced Financial Engineering, since 2017
IE 747: Industrial Probability and Statistics, since 2018
FIN 471 (0001/2): Advanced Topics in Investment, Spring 2015
FIN 498 (0002): Introduction to Financial Engineering, Fall 2014 and Spring 2015
FIN 498 (0003/4): Portfolio Management, Fall 2014
Other Research Activities
Peer reviews for academic journals: The Journal of Portfolio Management, Quantitative Finance, Finance Research Letters, Applied Economics Letters, Annals of Operations Research, Journal of Optimization Theory and Applications, Journal of the Operational Research Society, Operational Research - An International Journal (ORIJ), Journal of Economics and Business, Emerging Markets Finance and Trade, IMA Journal of Management Mathematics, International Journal of Multicriteria Decision Making, Journal of the Korean Institute of Industrial Engineers (JKIIE)