Alumni
Tae-Kyoung Kim
Ph.D. in Mathematics and Statistics at Chonnam National Univerisity (graduated 2022)
KB Bank (AI Asset Management) Quant
Paper
Relative Risk Prediction of Norovirus Incidence under Climate Change in Korea, Tae-Kyoung Kim*, Jayeong Paek, Hwang-Yong Kim, Ilsu Choi*, Life, 2021 Link
Large Scale Online Learning of Implied Volatilities, Tae-Kyoung Kim*, Hyun-Gyoon Kim, Jeonggyu Huh*, Expert Systems with Applications, 2022 Link
Newton–Raphson Emulation Network for Highly Efficient Computation of Numerous Implied Volatilities, Journal of Risk and Financial Management, Geon Lee*, Tae-Kyoung Kim, Hyun-Gyoon Kim, Jeonggyu Huh*, 2022 Link
Geon Lee
Master in Mathematics and Statistics at Chonnam National Univerisity (graduated 2023)
KIS Pricing Link
Paper
Newton–Raphson Emulation Network for Highly Efficient Computation of Numerous Implied Volatilities, Journal of Risk and Financial Management, Geon Lee*, Tae-Kyoung Kim, Hyun-Gyoon Kim, Jeonggyu Huh*, 2022 Link
Award
Second Prize, Digital Dentistry Pusan Datatone Competition, 2022
Project
농업환경 중 농업유래 유기오염물질 모니터링 및 환경 위해성 평가체계 구축, 국립농업과학원 (2021.01-2022.12)
Hyeongmi Kim
Master in Mathematics and Statistics at Chonnam National Univerisity (graduated 2023)
NICE P&I Link
Paper
Bijective Transformation of Input Features to Efficiently Calibrate Option Pricing Models with Deep Learning, Hyun-Gyoon Kim*, Hyungmi Kim, Jeonggyu Huh*, revised in Computational Economics
Award
Second Prize, Digital Dentistry Pusan Datatone Competition, 2022
Project
농업환경 중 농업유래 유기오염물질 모니터링 및 환경 위해성 평가체계 구축, 국립농업과학원 (2021.01-2022.12)
Yeonglong Kwak
Master in Mathematics and Statistics at Chonnam National Univerisity (graduated 2023)
Office of Future Strategy and Policy, Chonnam National University Link
Paper
Random Augmentation Technique for Mitigating Overfitting in Neural Networks for Financial Time Series Forecasting, Yeonglong Kwak*, Jeonggyu Huh*, Journal of The Korean Data Analysis Society, 2023
Award
Second Prize, Digital Dentistry Pusan Datatone Competition, 2022
Second Prize, Industrial Mathematics Problem Solving Workshop by KSIAM and NIMS, 2023
Haeun Lee
Master in Mathematics and Statistics at Chonnam National Univerisity (graduated 2024)
NICE P&I Link
Paper
Parameter Estimation for the Black-Scholes Model with Physics-Informed Neural Networks, 2024
Award
Third Prize, Digital Dentistry Pusan Datatone Competition, 2022
Second Prize, Industrial Mathematics Problem Solving Workshop by KSIAM and NIMS, 2023
Project
데이터 분석 시나리오 도출 정책연구, 전남대학교 미래전략정책실 (2022.08.~12., 2023.08.~12.)