Machine Learning and Finance Lab.
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, 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
Open positions for 2024 Fall and 2025 Spring
Position 1: Mathematics/Industrial Engineering and AI (all positions have been filled)
Background required: strong foundation in Mathematics or Industrial Engineering, and AI
Research field: applied probability, SDE, deep learning theory, optimization
Position 2: Biology/Chemistry and AI (1 position available)
Background required: strong foundation in Biology (or Chemistry) and AI
Research field: AI applications in Biology or Chemistry
Office: 112 Building, 301-12
50 UNIST-gil,
Department of Industrial Engineering, UNSIT, South Korea