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, optimization theory, machine learning/deep learning algorithms, and their applications in finance and insurance. 

Some of my current research projects are:

• Stochastic optimization

• Langevin SDEs for nonconvex optimization and generative models

• Physics-informed neural networks

• Neural SDEs 

• Financial engineering & AI applications in finance and insurance