Seulki Chung

I'm currently a Ph.D. candidate in the academic year 2023/24 at the Graduate School of Economics, Finance, and Management at Goethe University Frankfurt. Alongside, I work as a research and teaching assistant for Prof. Dr. Jens Krüger at the Technical University Darmstadt. 

My main focus is on utilizing state-of-the-art statistical and machine learning models and forecasting in various macroeconomic scenarios. My job market paper explores the application of long short-term memory (LSTM) and gated recurrent unit (GRU) networks to predict US recessions. It also delves into explainable AI (XAI) to analyze feature importance. Additionally, my future plans involve engaging in forecast combinations using AI.  

Mathematical and Quantitative Methods:

Machine Learning, Neural Network, Explainable AI (XAI), Rare Event Prediction, Probabilistic Forecast Combinations, Multivariate Time-Series Models

Macroeconomics and Monetary Economics:

Business Cycles, Financial Crisis, Monetary and Fiscal Policy, Risk Management, Copula

Research and Teaching Assistant at Technical University Darmstadt 

4/2020 - 03/2024 

Research Assistant at Leibniz Institute for Financial Research SAFE

10/2018 - 3/2020 

PhD in Finance at Graduate School of Economics, Finance, and Management, Goethe University Frankfurt

10/2018 - 03/2024  

Master in Statistics at University of Warwick

09/2015 - 01/2017  

Master in Finance at Seoul National University 

03/2013 - 02/2015  

Bachelor in Business Administration at University of Cologne

10/2006 - 03/2010