About

Education

• Cornell University, SC Johnson Graduate School of Management Aug 2021–Present
  • Ph.D. Candidate in Marketing
  • Committee: Vrinda Kadiyali, Emaad Manzoor, Omid Rafieian, Dan Kowal
• Korea Advanced Institute of Science and Technology Feb 2015–Feb 2017
  • M.S. in Management Engineering, Information Systems
• Ulsan National Institute of Science and Technology Mar 2010–Aug 2014
  • B.S. in Computer Science and Engineering, Minor in Finance and Accounting

Professional Experience

• December & Company Asset Management, Seoul, South Korea Apr 2019–Jul 2021
  • Senior Researcher / Quantitative Portfolio Manager at Portfolio Research Team
  • Develop Generative Models for Textual Factors to Predict and Explain Asset Returns based on SEC-10X (10-K, 10-Q, 10-KSB and 10-QSB)
  • Implement a Sector Rotation Strategy through Cross-Sectional Variation over Data-driven Economic Cycles
  • Construct Alternative Investment Strategies, especially for Commodity, REITs, Infrastructure and High Dividend-Paying ETFs
  • Work as a Substitute for Mandatory Military Service
• NICE Pricing and Information, Seoul, South Korea Aug 2016–Apr 2019
  • Quantitative Researcher at Financial Engineering Center
  • Develop Non-Homogeneous Time Markov Chain Models (NHCTMC) for Forward Looking Probability of Default under IFRS9 based on Sparse Transition Matrix of Credit Ratings
  • Estimate Maximum Likelihood Proxy Portfolio of Fixed-Income Portfolio via Return based Style Analysis (RBSA)
  • Implement Implied Volatility Surface of Index Futures Options via Heston Stochastic Volatility Model
  • Work as a Substitute for Mandatory Military Service
• Digital Economics and Enterprise Research Lab, KAIST May 2015–Feb 2017
  • Empirical Research in Information Systems using Machine Learning and Econometrics (Advisor: Dr. Byungtae Lee)
  • Accepted Three Conference Papers in ICIS 2016 and Awarded for the Most Innovative Research-in-Progress Paper Award (Runner-Up) in ICIS 2016
  • Government & Industry Projects
    • Strategies for Online to Offline (O2O) Transport Services, The Korea Transport Institute (Advisor: Dr. Lee, B.), Sep 2016 ~ Nov 2016
    • The Effect of Model-Driven Development (MDD) on Information Systems Maintenance, LG CNS (Advisor: Dr. Lee, B.), Sep 2015 ~ Dec 2015
• Computational Mathematical Science Lab, UNIST Sep 2011–Feb 2015
  • Research and Study for Complex Network Theory and Numerical Methods for Differential Equations (Advisor: Dr. Bongsoo Jang)
  • Published a Paper in AIP Advances (Compressed Representation of the Hamiltonian Matrix) and Selected as a Undergraduate Research Opportunity Program (Optimal Control Strategies of Lotka–Volterra Equation)

Honors & Awards

• AMA-Sheth Doctoral Consortium Fellow 2026
• ISMS Doctoral Consortium Fellow 2025
• FinTech@Cornell Student Fellowship 2022
• Cornell SC Johnson College Doctoral Fellowship 2021–current
• Best Student Paper Award, Post-ICIS 2017 KrAIS Research Workshop 2017
• Best Graduate Student Paper Award, KAIST 2017
• Most Innovative Research-in-Progress Paper Runner-Up, International Conference on Information Systems (ICIS), Dublin, Ireland 2016
• Editor’s Picks from the American Institute of Physics, AIP Advances 2016
• Scholarship for Academic Excellence among 2015 Entering Class, KAIST 2015
• Excellence Prize (Top 1%, 3rd Place over 322 teams) at Hackathon for Big Data, Ministry of Science, ICT and Future Planning 2014
• Dean’s List for Four Semesters, UNIST 2010, 2012–2014
• Undergraduate Research Opportunity Program (UROP), The Korea Foundation for the Advancement of Science and Creativity 2013
• National Natural Sciences and Engineering Scholarship, Korea Student Aid Foundation 2010–2014

Invited Talks

• Guest Lecturer, Applications of Machine Learning in Marketing, Korea Summer Session on Causal Inference 2021 (Prof. Park, J.), [Link] Jul 2021
• Guest Lecturer, Scientific Investment Philosophy, KAIST MBA Lecture (Prof. Lee, B.), [Link] Mar 2021
• Guest Lecturer, Intelligent Video Analytics with Deep Learning, KAIST MBA Lecture - Business Analytics (IM561) (Prof. Oh, W.), [Link] Apr 2019
• Online Lecturer, Online Lectures about Deep Learning Models for Time Series Prediction, StudyPie, [Link] Oct 2018–Apr 2019
• Guest Lecturer, Open Lectures about Machine Learning APIs and Crawling for Researchers in KAIST IT Management Summer Research Workshop, KAIST, [Link] Aug 2017

Teaching

• Instructor
  • BANA 5440 Introduction to Data Programming (MSBA), Cornell University Fall 2025
• Teaching Assistant
  • NCCT 5030/5031 Marketing Management, Cornell University Spring & Fall 2023
  • AEM 4435 / NBA 6390 Data Driven Marketing, Cornell University Fall 2022
  • NCC 5030 Marketing Management, Cornell University Summer 2022

Other Information

Language

• Korean (Native), English (Fluent)

Programming Languages

• Python, C/C++, Java, R, STATA, Matlab, SQL, JavaScript, HTML, CSS