Welcome to Jin Hyuk Choi's homepage.
I am an Associate Professor in the Department of Mathematical Sciences at UNIST.
My research focuses on the mathematical analysis of financial markets with asymmetric information and market frictions. I study dynamic equilibrium models such as the Kyle and Radner frameworks to understand how trading constraints, transaction costs, and search frictions affect price formation and market efficiency. A central theme in my work is the interplay between information structure, strategic interaction, and liquidity in continuous time settings. I also explore related problems in contract theory, delegated information acquisition, and dynamic games in cybersecurity.
Contact information
108-301-3, Department of Mathematical Sciences
Ulsan National Institute of Science and Technology
Email: jchoi@unist.ac.kr
Employment
Assistant/Associate Professor (2016.08 - present)
Department of Mathematical Sciences
Ulsan National Institute of Science and Technology, South Korea
Visiting Assistant Professor (2015.06 - 2016.08)
Department of Information, Risk, & Operations Management
McCombs School of Business
University of Texas at Austin, Austin, TX
Postdoctoral Associate (2012.09 - 2015.05)
Department of Mathematical Sciences
Carnegie Mellon University, Pittsburgh, PA
Education
University of Texas at Austin, Austin, TX
Ph.D. in Mathematics (2007 - 2012)
Korea Advanced Institute of Science & Technology, Daejeon, S. Korea
B.S. in Mathematics (2001 - 2005), Summa Cum Laude
*Military service (2005 - 2007)