PEOPLE

Donghwa Seo, MS-PhD program 

BS 2017, Industrial Engineering, Seoul National University
Modeling and analysis of strategic participants in blockchain systems 

Eunji Kwon, PhD program 

MS 2020, Industrial and Systems Engineering, KAIST

BS 2018, Mathematics, POSTECH
Stress scenario generation and its applications 

Junwoo Yang, PhD program 

MS 2024, Management Engineering, KAIST
BS 2022, Finance and Mathematics, Hanyang University 

Keon Oh Lee, MS program 

BS 2021, Economics and Mathematics, Yonsei University 

Heelang Ryu, PhD 2022 

Risk quantification and simulation metamodeling for extremal data 

Current position: Researcher, RTM

Taeho Kim, PhD 2021 

Data-driven simulation modeling, uncertainty quantification, and optimization 

Current position: Postdoctoral Researcher, Industrial and Systems Engineering, Texas A&M University  

Dowon Kim, PhD 2019

Essays on economic decision making under climate risk 

Current position: Assistant Professor, Industrial Engineering, Pusan National University 

Geonhwan Ju, PhD 2019

Analysis of multi-market high-frequency dynamics and trading strategy 

Current position: Data Scientist, Coupang

Dong-Young Lim, PhD 2019

Risk analysis, valuation, and hedging of financial derivatives

Current position: Assistant Professor, Industrial Engineering, UNIST

Sunggyun Park, PhD 2019

Essays on dynamic pricing and learning multi-dimensional customer responses 

Current position: Co-founder, Lunit 

Dohyun Ahn, PhD 2018

Risk analysis in financial networks: modeling, simulation, and stress testing 

Current position: Assistant Professor, Systems Engineering and Engineering Management, The Chinese University of Hong Kong 

Sojung Kim, PhD 2016

Essays on pricing under Lévy models and computing risk measures

Current position: Researcher, Riiid, and Adjunct Professor of Business, KAIST 

Hyunseok Cho, PhD 2016

Static and dynamic hedging of multi-asset options 

Current position: 

Juhyun Kim, MS 2021
Current position: PhD student, Industrial and Systems Engineering, KAIST

Younghoon Kim, MS 2018 

Current position: Postdoctoral Researcher, Statistics and Data Science, Cornell University  

Rick van de Ven, MS 2016 (dual degree with TU/e)

Current position: Business Consultant, ING, Amsterdam  

Sundong Kim, MS 2015 

Current position: Assistant Professor, Graduate School of Artificial Intelligence, GIST 

Hyunsung Kim, MS 2011

Current position: KB Securities, Seoul