CV

ACADEMIC EMPLOYMENT

Assistant Professor of Finance, Ulsan National Institute of Science and Technology (UNIST), Aug 2019 - present

EDUCATION

Ph.D. in Finance, Florida State University, Aug 2019

• Minor: Econometrics

M.S. in Statistics, University of Illinois at Urbana-Champaign, May 2013

B.S. in Computer and Communication Engineering and Financial Engineering (double major), Korea University, Korea, Aug 2011

• First major: Computer and Communication Engineering

• Second major: Financial Engineering

RESEARCH INTERESTS

• Behavioral Finance

• Empirical Asset Pricing

• Corporate events in behavioral perspective

• Textual Analysis with Machine Learning

• Uncertainty

• ESG and Climate Change Risk

Conference/Seminar Presentations:  Southern Finance Association 2019, Korea University Seminar 2019, UNIST Brownbag Seminar 2019, Joint Conference with the Allied Korea Finance Associations 2020, LNU AIFE Workshop "Machine Learning and Big Data Analytics in Economics and Finance" 2021, Korea America Finance Association (KAFA) Brownbag Seminar 2021

*In Korean: Korean Securities Association 2023 

Conference/Seminar Discussions: Financial Management Association 2016; Southern Finance Association 2019; Korea America Finance Association (KAFA) Brownbag Seminar 2021; Conference of the Asia-Pacific Association of Derivatives (APAD) 2021; Conference on Asian-Pacific Financial Markets (CAFM) 2019, 2021, 2022, 2023

*In Korean: Joint Conference with the Allied Korea Finance Associations 2020, 2023; Conference of KASBA 2023 - Session for Korean Securities Association

Services

Director of General Affairs, Korea Derivatives Association, Jan - Dec 2024

Operating Committee, The 19th Annual Conference of  the Asia-Pacific Association of Derivatives (APAD), 2023

Editorial Board, Korean Journal of Financial Studies (KJFS), Mar 2020 - Jun 2022

Operating Committee, The 18th Annual Conference of  the Asia-Pacific Association of Derivatives (APAD), 2022

Moderator for Special Guest Lecture, The 16th Annual Conference on Asia-Pacific Financial Markets (CAFM), 2021

Program Committee, The 14th Annual Conference on Asia-Pacific Financial Markets (CAFM), 2019

Ad-hoc Reviewer: Korean Journal of Financial Studies, Asian Review of Financial Research, Asia-Pacific Journal of Financial Studies

Consulting Service: GS-Caltex Risk Management Professional Program (in Korean)

• Estimation of implied/historical/SMA/EWMA/GARCH volatilities