Ganghyeok Lee
PhD Candidate
Yonsei University
Research Interests: AI in Finance, Econophysics, Energy Economics
Email: ganghyeok@yonsei.ac.kr
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Education
Yonsei University
PhD in Industrial Engineering, 2023–2026 (expected)
University of Oxford
BA in Mathematics, 2016–2020
Publications
An, S., Bae, S., Lee, G., & Ahn, K. (2026). Quantitative structure and sentiment of news articles on housing policies. Chaos 36(3), 033110. (Featured Article, SCIE, Top 3.6%, JCR 2024)
Lim, K., Shin, J., Goo, G., Lee, G., Bae, S., & Ahn, K. (accepted). Strategic self-presentation and its effects on first date success. Springer Proceedings in Mathematics and Statistics (SCOPUS)
Lee, G., Jeong, M., Park, T., & Ahn, K. (2025). More than ex-post fitting: Log-periodic power law and its AI-based classification. Humanities and Social Sciences Communications 12, 1664. (SSCI, Top 6.8%, JCR 2024)
Lee, G., Joo, K., & Ahn, K. (2020, July). Market efficiency of the crude palm oil: Evidence from quantum harmonic oscillator. Journal of Physics: Conference Series 1593, 012037. (SCOPUS)
Working papers
yLPPL: A MATLAB toolbox for forecasting financial crashes
Work in progress
Smarter crash alarms: Theory-informed large language models
Survival of cafes in highly competitive market
Controlled growth process with FOMC minutes
Market microstructure in the cryptocurrency market
Short-term training
ICONS Interdisciplinary Research Academy, Institute of Convergence Science, Yonsei University, 2025
Advanced Deep Learning with Python, Institute of Data Science, Yonsei University, 2025
Quantum Machine Learning using Python, Institute of Data Science, Yonsei University, 2025
Utilizing large-scale machine learning models, Institute of Data Science, Yonsei University, 2025
Quantum Computing: Qiskit Global Summer School, IBM, 2024
Boostcamp AI Tech (NLP Track), NAVER Connect Foundation, 2022
Funding
Quantum ARC seed funding (Round 2): Scotland-Korea collaboration on quantum simulation in asset pricing based on the quantum harmonic oscillator
Reviewer
Applied Economics, Applied Economics Letters, Carbon Balance and Management, Cogent Economics and Finance, Computational Economics, Emerging Markets Review, Humanities and Social Sciences Communications, International Review of Economics and Finance, Journal of Transport Economics and Policy, Pattern Recognition Letters, Physica A, PLoS ONE, Renewable Energy, Scientific Reports, Technological Forecasting and Social Change
References
Yonsei University: Prof. Kwangwon Ahn (Finance)
Yonsei University: Prof. Taeyoung Park (Statistics)
Peking University: Prof. Domenico Tarzia (Finance)
Glasgow Caledonian University: Prof. Hanwool Jang (Real Estate)
Chonnam National University: Prof. Yena Song (Economic Geography)
Hankuk University of Foreign Studies: Prof. Sihyun An (Finance and AI)
Bank of Korea: Dr. Gahyun Choi (Data Science)
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