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 3.9%, JCR 2025)
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 3.1%, JCR 2025)
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., 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
Under review at Computational Economics
When does franchising improve survival? Evidence from Seoul’s retail coffee industry
Under review at International Journal of Contemporary Hospitality Management
Work in progress
Market microstructure in energy markets: Quantum harmonic oscillator approach
Smarter crash alarms: Theory-informed large language models
Controlled growth process with FOMC minutes
Enhanced LPPL with macroeconomic information
Short-term training
2026
Qiskit Global Summer School 2026, IBM
2025
ICONS Interdisciplinary Research Academy, Institute of Convergence Science, Yonsei University
Advanced Deep Learning with Python, Institute of Data Science, Yonsei University
Quantum Machine Learning using Python, Institute of Data Science, Yonsei University
Utilizing large-scale machine learning models, Institute of Data Science, Yonsei University
2024
Quantum Computing: Qiskit Global Summer School, IBM (certificate)
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, International Review of Financial Analysis, 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), 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)
Korea University: Prof. Minhyuk Jeong (Digital Business)
Bank of Korea: Dr. Gahyun Choi (Data Science)
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