Short Bio

Personal

• Born at 1986 in Seoul, Korea. 

• Korean citizen, married with one daughter and one son.
  My wife,  Do Hui Yoon, is a gayageum player. 

Employment   

• Associate Professor, Department of Applied Mathematics, Kyung Hee University,  Sep. 2024 - Present.

• Assistant Professor, Department of Applied Mathematics, Kyung Hee University,  Sep. 2018 - Aug. 2024.

• BK 21 Plus, Post-doctoral Researcher, Department of Mathematical Science, Seoul National University, Sep.2016 - Aug. 2018.
  [Academic Mentor: Hyeng Keun Koo]

Education   

• Ph.D. (M.A. & Ph.D Joint Program) in Department of Mathematical Science, Seoul National University.  Sep. 2009 - Aug. 2016.
  [Thesis Advisor: Myungjoo Kang,  Ph.D. Thesis : Analytic valuation of American path-dependent options.]

• B.S. in Department of Mathematics, Pohang University of Science and Technology (POSTECH). Mar. 2004 - Aug. 2009.

Grants and Awards

• The future leading research fund, Kyung Hee University PI, Mar 2025 - Feb 2027. 

• National Grant Foundation - Young Research Program (NRF-RS-2023-00212648) PI ,  Mar 2023 - Feb 2026.

• The future leading research fund, Kyung Hee University PI, Mar 2022 - Feb 2024.

• National Grant Foundation - Young Research Program (NRF-2020R1C1C1A01007313) PI ,  Mar 2020 - Feb 2023.

• Excellent Teaching  Award, KHU, 2019.

• The new faculty research fund, Kyung Hee University, Mar 2020 - Feb 2021.

• National Grant Foundation - Young Research Program (NRF-2017R1C1B1001811) PI ,  Mar 2017 - Feb 2020.

• The 8th Postdoctoral Researcher Grant of POSCO TJ Park Science Fellowship, Jan 2017 - Aug 2018.  

• Excellent Teaching Assistant Award, SNU, 2012.

Project

• Generation of implied volatility surface for stock index by using machine learning (with Korean Asset Pricing), May 2019 - September 2019.