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I am an Associate Professor in the School of Finance at Soongsil University. Prior to joining Soongsil University, I was a Researcher at the Industrial and Mathematical Data Analytics Research Center, Seoul National University (March 2018 – August 2018). I earned my Ph.D. in Industrial Engineering from Seoul National University in 2018, with a dissertation titled Predictive Models for Blockchain, Cryptocurrency, and Derivatives Market. My research focuses on analyzing user behavior in blockchain and decentralized finance (DeFi) ecosystems using on-chain data. I aim to contribute to the industry by applying machine learning methodologies and time-series models to address challenges in these domains.
Education
Education
Ph. D. in Industrial Engineering, Seoul National University, 2018
Thesis: Predictive Models for Blockchain, Cryptocurrency, and Derivatives Market
M.S. in Industrial Engineering, Seoul National University, 2015
B.S. in Industrial Engineering, Seoul National University, 2013
Interests
Interests
Decentralized Finance (DeFi)
Research on analyzing and mitigating Maximal Extractable Value (MEV) using game theory
Studies aimed at improving liquidity efficiency in decentralized markets
AI-Driven Analysis of On-Chain Data
Investigating the relationship between on-chain data and cryptocurrency price volatility
Detecting anomalous transactions in the cryptocurrency ecosystem through on-chain data analysis
Utilizing on-chain data to establish regulatory frameworks for the crypto industry
Experiences
Experiences
Associate Professor, School of Finance, Soongsil University, 2024.09 -
Assistant Professor, School of Finance, Soongsil University, 2018.09 - 2024.08
Researcher, Industrial and Mathematical Data Analytics Research Center, Seoul National University, 2018.03-2018.08
Recent Publications
Recent Publications
Seongwan Park, Bosul Mun, Seungyun Lee, Woojin Jeong, Jaewook Lee, Hyeonsang Eom and Huisu Jang* (2025). Impact of EIP-4844 on Ethereum: Consensus Security, Ethereum Usage, Rollup Transaction Dynamics, and Blob Gas Fee Markets. IEEE Transactions on Network Science and Engineering, Accepted
Bumho Son, Younyoung Lee, and Huisu Jang* (2025). A Two-Stage Game Model of Probabilistic Price Manipulation in Decentralized Exchanges. Economic Modelling, 147, 107055.
Bumho Son, Seongwan Park, Jaewook Lee, and Huisu Jang* (2025). Optimal Strategy in Blockchain Transaction Issuances with CIR Process. Computational Economics, 1-23.
한서희 & 장희수 (2024). 가상자산 온체인 데이터 분석을 통한내부자 거래 규제 가능성에 대한 연구. 상사법연구, 43(3), 267-316.
Seongwan Park, Woojin Jeong, Yunyoung Lee, Bumho Son, Huisu Jang, and Jaewook Lee* (2024). Unraveling the MEV Enigma: ABI-Free Detection Model Using Graph Neural Networks. Future Generation Computer Systems, 153, 70-83.
Seoyoung Ko, Keewoo Lee, Hyunhum Cho, Yoonjae Hwang, and Huisu Jang* (2023). Asynchronous Federated Learning with Directed Acyclic Graph-Based Blockchain in Edge Computing: Overview, Design, and Challenges. Expert systems with applications, 223, 119896.
Working papers
Working papers
Dynamic Transaction Fee Adjustment in Ethereum through Deep Reinforcement Learning Joint with Jaewoong Shim
Integrating Social Media Sentiment Analysis with GPT-4 into the Black-Litterman Model for Cryptocurrency Portfolio Management Joint with Jihun Yu
Projects
Projects
국내·외 가상자산시장 공시 및 정보제공 현황분석의 감독 활용방안 연구 용역, 금융감독원, 2024.10 - 2024.12
사례분석을 바탕으로 한 디지털자산 유통량의 정의 및 범위결정에 관한연구, 디지털자산거래소공동협의체, 2023.02 - 2023.06
머신러닝을 활용한 환율 결정요인의 동태적 변화 분석, 대외경제정책연구원, 2021.07 - 2021.12
Time series analysis for transaction fee market, Ethereum Foundation Academic Grants, 2022
Development of Auditable Blockchain Techniques for Decentralized Finance (Defi), National Research Foundation of Korea, Principal Investigator, 2022.06-2025.02
Decentralized Machine Learning Framework Development, National Research Foundation of Korea, Principal Investigator, 2019.06-2022.02
An experimental design for the establishment of a securities settlement system based on distributed ledger, Bank of Korea, 2019.05 - 2019.08
Impacts of Financial Innovations in an Open Economy and Implications of Blockchain Technology, Korea Institute for International Economic Policy, 2018.10 ~ 2018.12
A light algorithm for implementing consensus in the DAG(Directed acyclic graph)-based distributed ledger for IoT system, National Research Foundation of Korea, Principal Investigator, 2018.06-2019.05
Awards
Awards
4844 Data Challenge, Gold challenge holder, Assessing the Empirical Impacts of EIP-4844 Seongwan Park, Bosul Mun, Seungyun Lee, Woojin Jeong, Jaewook Lee, Hyeonsang Eom, and Huisu Jang Ethereum Foundation: 2024.09
Best Poster Award at Mobisec 2021, Evaluating the robustness of blockchain network topology against blockchain network attacks Huisu Jang, Kang-Ju Lee and Woong Kook.
Global Doctor Fellowship, Korea Research Foundation: 2016.03-2018.02
Female graduate student research team support project, Women in Science, Engineering and Technology (WISET): 2016.03 – 2016.10
10th SAS Mining Championship, Bronze award holder, SAS Korea: 2012.10
Committees
Committees
재단법인 디지털자산보호재단 운영위원 2024.09 ~
한국파생상품학회 이사회 위원, 2020.12 ~
한국금융학회(KMFA) 가상화폐연구회 회원, 2018.03 ~
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