Machine Learning and Finance Lab.
Department of Industrial Engineering
Artificial Intelligence Graduate School
UNIST
Email: dlim@unist.ac.kr
Department of Industrial Engineering
Artificial Intelligence Graduate School
UNIST
Email: dlim@unist.ac.kr
I am an assistant professor in the Department of Industrial Engineering of UNIST with a joint appointment in Artificial Intelligence Graduate School (AIGS).
Before joining UNIST, I was a Marie Skłodowska-Curie postdoctoral researcher in the School of Mathematics at the University of Edinburgh. I completed my PhD in the Department of Industrial Engineering at KAIST.
My research interests include stochastic analysis, stochastic optimization, machine learning/deep learning algorithms, and their applications in OR/MS/finance.
Some of my current research projects are:
Stochastic Optimization, Nonconvex Optimization, Multi-objective Optimization
Neural SDEs
Physics-informed AI
LoRA and zeroth-order optimization for domain-specific LLMs
Financial Engineering
Office: 112 Building, 301-12
50 UNIST-gil,
Department of Industrial Engineering, UNSIT, South Korea