Members
Current Students
[16] Ji Min Jeon (Master student, Spring 2024 - present)
[15] Jeong Hwa Song (Master student, Spring 2024 - present)
[14] Jeakeung Song (Master student, Spring 2024 - present)
[13] Subin Bang (Master student, Spring 2024 - present)
[12] Jun Young Ko (Master student, Spring 2024 - present)
[11] Tae Yeon Kim (Master student, Fall 2023 - present)
[10] Jae Yun Kim (Master student, Spring 2023 - present)
[9] Seokjune Lee (Master student, Spring 2023 - present)
Former Students
[8] Ye Jin Jeong (Master of Sciences in Applied Statistics, February 2024)
Publication: Kim, M, Jeong, Y. J., and Jeong, J. (2024), "Two Empirical Studies of Portfolio Optimization Using Cryptocurrency Allocation Ratios", IEEE Access, 12, 63827-63838.
Thesis: Asset price forecasting and portfolio optimization using LSTM and XGBoost
First job placement: Hana Insurance
[7] Myungwan Kim (Master of Sciences in Applied Statistics, February 2024)
Publication: Kim, M, Jeong, Y. J., and Jeong, J. (2024), "Two Empirical Studies of Portfolio Optimization Using Cryptocurrency Allocation Ratios", IEEE Access, 12, 63827-63838.
Thesis: Wind Speed Prediction in the East Asia Region using Non-Gaussian Processes
[6] Taehyeon Hwang (Master of Sciences in Applied Statistics, February 2023)
Thesis: Prediction of volatility through GARCH with KPFBERT sentiment analysis
[5] Geonjae Joo (Master of Sciences in Applied Statistics, February 2023)
Thesis: Efficient online ensemble model using window-technique
First job placement: Samsung SDS
[4] Hyundo Song (Master of Sciences in Applied Statistics, February 2023)
Thesis: Deep learning model based movie recommendation system
First job placement: KT DS
[3] Soyeon Jo (Master of Sciences in Applied Statistics, August 2022)
Thesis: Outlier detection using one class SVM-Isolation forest
First job placement: Hana Card
[2] Ye-Seo Joh (Master of Sciences in Applied Statistics, August 2022)
Thesis: Prediction of stock prices using variational auto-encoder for Gramian angular field encoded image of candle stick chart
First job placement: Global ZEUS
[1] Jooyeon Lee (Master of Sciences in Applied Statistics, February 2022)
Thesis: Stochastic neighborhood conditional autoregressive modeling of gray-level co-occurrence matrix in lung CT
First job placement: UTHealth Houston, Biostatistics Ph.D. student