Research Interests

• Financial Engineering and Mathematics based on Machine Learning

• Computational and Mathematical Finance

• Pricing and Hedging Financial Derivatives

Employment

• Assistant Professor, Department of Financial Engineering, Ajou University (Mar 2023 – Present )

Education

• Ph.D. in Mathematics, Yonsei University (Feb. 2023)

(Advisor: Jeong-Hoon Kim)

• B.S. in Mathematics, Yonsei University (Mar. 2013 – Feb. 2017)

Programming Skills

• Language and program: Python, C/C++ 

• Parallel Computing using MPI, OpenMP, Pthreads and CUDA

Honors and Awards

• Best Academic Paper Award, Yonsei University (2023)

• Excellent Academic Paper Award, Yonsei University (2022)

• Academy Research Fellowship, Yonsei University (2021)

• Graduate Student Best Paper Award granted by Sung-Kee Chung, Yonsei University (2021)