Professional Activities

Reviewer (international journals) for Journal of Banking and Finance, Economic Modelling, The North American Journal of Economics and Finance, IMA Journal of Management Mathematics, Quantitative Finance, Finance Research Letters, Asia-Pacific Journal of Financial Studies, Applied Mathematics and Optimization

Department Service: Head of Department of Economics, The University of Suwon, 2014-2021

Member, Econometric Society, 2015-Present

Member, American Finance Association, 2014-Present

Member, Bachelier Finance Society, 2015-Present

한국금융공학회, 상임이사(2017-2019, 2023-present), 총무이사(2020), 감사(2021-2022)

한국파생상품학회, 이사(2019-2021)

한국리스크관리학회, 편집위원(2022-Present)

글로벌금융연구, 편집위원(2021-Present)

코스콤 로보어드바이저 심의위원회 자문위원(2022-Present)

서울시교육청 금고 자문위원(2023-Present)

Grants, Fellowships, Awards

NRF - 기본(수학, 2020.06-2023.02), 전략과제(산업수학, 2017.09-2020.08), 신진연구자(인문사회, 2014.05-2017.04), 신진연구자(인문사회, 2013.05-2014.04)

TJ Park Science Fellowship, 2010-2011

SIAM (East Asia Section) Student Paper Competition, Second Prize, 2008

Merit-Based Scholarship, KAIST, 2000-2007

The National Scholarship for Science and Engineering, KOSAF, 2006

Sangae Scholarship, KAIST, 2006

Projects

블록체인과 가상자산에 관한 연구 (with 구형건(아주대)), 한국블록체인협회, 2021.04.21-2021.07.21

일본의 암호자산 관련 법제에 관한 연구, 금융감독원 2018.05.24-2018.12.15

Miscellaneous

Program Languages: Matlab, Python, LATEX, Mathematica, Stata, R