About me

Donggyu Kim

I am an Associate Professor in College of Business at KAIST. I was a postdoctoral research associate in the Department of Operations Research & Financial Engineering at Princeton University, working with Professor Jianqing Fan. I completed my Ph.D. in Statistics at University of Wisconsin-Madison. My doctoral dissertation has been guided by Professor Yazhen Wang and is about the high-dimensional matrix inferences such as integrated volatility matrix and quantum density matrix. My research interest includes  

• Financial econometrics  

• Risk Management

• High dimensional statistical inference

• Machine Learning

• Recommendation System

• Quantum

Contact Information

College of Business

SUPEX 292

Korea Advanced Institute of Science and Technology 

85 Hegiro, Dongdaemoon-gu, Seoul 02455, Korea

Phone: +82-2-958-3448

Email: donggyukim at kaist dot ac dot kr