Seminars and Presentations

Kiseop Lee will teach "Machine Learning in Finance"(3 credit, undergraduate) in Seoul National University ISP program in June/July 2024.

Seoul National University ISP 

Kiseop Lee will give a public lecture "Statistics Meets Wall Street." at KSS Summer Meeting on July 5, 2024. (SKKU, Seoul Korea)

Jiwon Jung and Kiseop Lee organize the invited session "Data Driven Methods in Financial Markets" sponsored by American Statistical Association(ASA)-Business and Economic Statistics Section and Korean International Statistical Society(KISS) in JSM 2024.

Here is the program. 

Featured speakers include

Yongdai Kim, Seoul National University

Sungkyu Jung, Seoul National University

Xiao Wang, Purdue University

Tim Leung, University of Washington

Hyoeun Lee, University of Illinois at Urbana-Champaign

Jiwon Jung, Purdue University

• Kiseop Lee (July 16, 2024), Attention-Based Reading, Highlighting, and Forecasting of the Limit Order Book, Purdue-Hanyang Symposium

• Kiseop Lee (July 15, 2024), Attention-Based Reading, Highlighting, and Forecasting of the Limit Order Book,  invited talk, Department of Mathematics, Sookmyung Women's University

• Kiseop Lee (July 5, 2024), Statistics Meets Wall Street, plenary talk, Public lecture at Korean  Statistical Society summer conference

• Kiseop Lee (July 1, 2024), Optimal Entry and Exit with Signature in Statistical Arbitrage, invited talk, Department of Mathematics, Sookmyung Women's University

• Kiseop Lee (Apr 21, 2024), Optimal Entry and Exit with Signature in Statistical Arbitrage,  AMS Sectional Meeting, Milwaukee, WI, invited talk at Special Session on Stochastic Control and Related Fields

• Jiwon Jung (Apr 21, 2024),  Modelling Functional Disability with Hawkes Process, AMS Sectional Meeting, Milwaukee, WI, invited talk at Special Session on Stochastic Control and Related Fields

• Qihui Feng (Apr 21, 2024),  Regime Switching Dynamics of Foreign Exchange Rates, AMS Sectional Meeting, Milwaukee, WI, invited talk at Special Session on Stochastic Control and Related Fields

• Kiseop Lee (Dec 20, 2023), Optimal Entry and Exit with Signature in Statistical Arbitrage, invited talk, Department of Mathematics, UNIST, Korea

• Kiseop Lee (Dec 15, 2023), Attention-Based Reading, Highlighting, and Forecasting of the Limit Order Book, invited talk, Department of Statistics, Korea University, Korea

• Kiseop Lee (Dec 14, 2023), Attention-Based Reading, Highlighting, and Forecasting of the Limit Order Book, invited talk, Department of Mathematics, Peking University, Beijing, China

• Kiseop Lee (Dec 11, 2023), Optimal Entry and Exit with Signature in Statistical Arbitrage, invited talk Department of Mathematics, Shandong University, Jinan, China

• Kiseop Lee (Nov 13, 2023), Attention-Based Reading, Highlighting, and Forecasting of the Limit Order Book, invited talk at Statistics and Machine Learning in Finance Seminar, University of Oxford, UK

• Kiseop Lee (Nov 3, 2023), Optimal Entry and Exit with Signature in Statistical Arbitrage, invited talk, Department of Mathematics, Fudan University, Shanghai, China

• Kiseop Lee (Nov 2, 2023), Feature-Based Time Series Generator with GAN, invited talk, Department of Statistics, Shanghai University of Finance and Economics, Shanghai, China

• Jiwon Jung (Oct 25, 2023),  Attention-Based Reading, Highlighting, and Forecasting of the Limit Order Book, invited talk at 2023 SKKU-KAFE conference, Korea

• Kiseop Lee (Oct 23-Nov 1, 2023), Data Driven Methods in Finance and Industries, invited lectures, Department of Mathematics and Statistics, Ningbo University, China

• Jiwon Jung (Oct 15, 2023), Modelling Functional Disability with Hawkes Process, invited talk at INFORMS Annual Meeting, Phoenix, AZ

• Kiseop Lee (Sep 21, 2023), Data Science in Finance and Manufacturing Industries, invited talk at Department Colloquium, Department of Science Studies, Seoul National University, Korea

• Kiseop Lee (Sep 20, 2023), Data Science in Finance and Manufacturing Industries, invited talk, BK 21 Smart Factory Research Center, Ewha Womans University, Korea

• Kiseop Lee (Sep 15, 2023), Attention-Based Reading, Highlighting, and Forecasting of the Limit Order Book, invited talk at Department Colloquium, Department of Statistics, Seoul National University, Korea

• Kiseop Lee (Sep 14, 2023), Attention-Based Reading, Highlighting, and Forecasting of the Limit Order Book, invited talk at Department Colloquium, Department of Mathematics, Ewha Womans University, Korea

• Kiseop Lee (Aug 1, 2023), Data Driven Methods in Finance and Industries, invited talk at GoGE Workshop, Department of Electrical and Computer Engineering, Seoul National University, Korea

• Jiwon Jung (Jul 5, 2023), Modelling Functional Disability with Hawkes Process, CEPAR International Conference 2023, Sydney, Australia

• Jiwon Jung (Jun 9, 2023), Attention-Based Reading, Highlighting, and Forecasting of the Limit Order Book, SIAM Conference on Financial Mathematics and Engineering, Philadelphia, PA, invited talk at Minisymposium on Data Driven Methods in Finance

• Kiseop Lee (May 24, 2023), Optimal Entry and Exit with Signature in Statistical Arbitrage, invited talk at Department Colloquium, Department of Applied Statistics, Yonsei University, Korea

• Kiseop Lee (May 22, 2023), Data Science in Finance and Industry, invited talk at Interdisciplinary Seminar, Ewha Womans University, Korea

• Kiseop Lee (May 19, 2023), Finance Models: From Stochastic Models to Data Driven Methods, invited talk at Ajou University International Finance Conference, Suwon, Korea 

• Jiwon Jung (May 19, 2023), A Lead-Lag Analysis of Intraday and Overnight Returns, invited talk at Ajou University International Finance Conference, Suwon, Korea 

• Kiseop Lee (May 8, 2023), Insider Trading, invited talk at Ethics for Finance seminar, CFRM, University of Washington

• Jiwon Jung (Mar 18, 2023), A Lead-Lag Analysis of Intraday and Overnight Returns, AMS Sectional Meeting, Atlanta, GA, invited talk at Special Session on Advances in Mathematical Finance and Optimization 

• Jiwon Jung (Aug 4, 2022), Modelling Functional Disability with Hawkes Process, Actuarial Research Conference, UIUC

• Jiwon Jung (Jun 25, 2022), Modelling Functional Disability with Hawkes Process, Korean Statistical Society Summer Meeting, Seoul, Korea