Dohyun Ahn

Assistant Professor

Department of Systems Engineering and Engineering Management (SEEM)

The Chinese University of Hong Kong (CUHK)

E-mail: dohyun.ahn [at] / dohyun [at]

Phone: +852-3943-8238

Office: 509 William M. W. Mong Engineering Building, The Chinese University of Hong Kong, Shatin, N. T., Hong Kong

Curriculum Vitae (as of June 2019)

About Me

I am an Assistant Professor in the Department of Systems Engineering and Engineering Management (SEEM) at The Chinese University of Hong Kong (CUHK). Before joining CUHK in 2018, I received a B.S. degree with a double major in Industrial & Systems Engineering and Management Science in 2011 and my M.S. and Ph.D. degrees in Industrial & Systems Engineering in 2013 and 2018, all from Korea Advanced Institute of Science and Technology (KAIST).

My methodological background lies in applied probability, optimization, and stochastic simulation, whereas my application area includes, but is not limited to, quantitative risk management, financial systems, and complex networks in finance and operations.

In 2015, I placed second at the INFORMS Section on Finance Best Student Paper Competition (link) and received the Best Paper Award from the Korean Operations Research and Management Science Society (link). Also, one of my papers published in The Engineering Economist was highlighted in the December 2017 issue of ISE magazine published by the IISE (link).

I am looking for self-motivated and hardworking students with a solid mathematical background! Knowledge in finance is sometimes a plus but not required. Please feel free to reach me anytime if you are interested in working with me.

Research Interests

I am interested in the broad fields of operations research and management science. My current research interests include

  • Quantitative risk management using optimization and stochastic models
  • Monte Carlo simulation methodologies
  • Complex networks in finance and operations


  • More on Shock Amplification in Financial Networks, submitted for publication
  • Systemic Risk Quantification via Shock Amplification in Financial Networks (with N. Chen and K.-K. Kim), submitted for publication
  • Optimal Intervention under Stress Scenarios: A Case of the Korean Financial System (with K.-K. Kim), Operations Research Letters, 47(4), 2019 (link; pdf)
  • Efficient Simulation for Expectations over the Union of Half-Spaces (with K.-K. Kim), ACM Transactions on Modeling and Computer Simulation, 28(3), 2018 (link; pdf)
  • Analysis and Design of Microfinance Services: A Case of ROSCA (with W. Kang, K.-K. Kim, and H. Shin), The Engineering Economist, 62(3), 2017 (link; pdf)