Lab
Behavioral Finance and Asset Pricing Lab
행동재무학 연구실
Research Interests
Behavioral Finance: focusing on an investor's behavior
Empirical Asset Pricing: looking at financial market including forecasting
Corporate Events: Event Study (IPOs, SEOs, earnings announcements, and etc.)
Sentiment (textual) analysis with Machine Learning
Impact of environment and climate change on financial market
Undergraduate Research Internship at UNIST
You are welcome to contact me if you are interested in research internship.
Projects at UNIST
AI Challenger Program (2021)
Advise a group of students with Professor Saiah Lee
Construct sentiment indices from FOMC statements and WSJ news articles using NLP
Part of AI Incubation Project (2021 - 2022) with Professor Saiah Lee, Dr. Yuhyun Park, Haeseon Jung, and Minki Kim
“Forecasting Business Cycle and Financial Market using Artificial Intelligence”
AI Challenger Program (2022)
Advise groups of students with Professor Saiah Lee
Use NLP to process FOMC statements and news articles
Time series forecasting using economic and financial data
Part of AI Incubation Project (2021 - 2022) with Professor Saiah Lee, Dr. Yuhyun Park, Haeseon Jung, and Minki Kim
“Forecasting Business Cycle and Financial Market using Artificial Intelligence”
AI Challenger Program (2023)
Advise groups of students with Professor Sang-Ook (Simon) Shin
Part of AI Incubation Project (Sep. 2022 - 2023) with Professor Sang-Ook (Simon) Shin
“Predictive Model of Stock Markets based on Machine Learning”
AI Challenger Program (2024)
Advise groups of students with Professor Lu Zhang
Construct a chatbot for a behavioral experimental studies on investor's decision making.
Develop a chatbot that can be used to suggest financial assets (savings account, credit debt, and etc).
Current Members
Master's Program in Finance
Yuehan Wu (2023 Spring ~ )
Nurul Aliah Binti Zainuddin (2023 Fall ~ )
Past Members
Postdoctoral researcher
Injun Hwang (2020.09 ~ 2021.08, Ph.D. in Finance at Korea University)
Jae-hyun Cho (2021.11 ~ 2022.08, Ph.D. in Finance at Jeonbuk National University)
Post-undergraduate Researcher
Junhee Kim (2021 Spring, Master's, Graduate School of Interdisciplinary Management, UNIST)
Haeseon Jung (2022, Master's, Graduate School of Interdisciplinary Management, UNIST), Co-supervised with Professor Saiah Lee
Minki Kim (2022, Bachelor's, School of Business Administration, UNIST), Co-supervised with Professor Saiah Lee
Undergraduate Research Interns
Spring / Fall semesters
Summer / Winter breaks