About

Education

Cornell University (SC Johnson Graduate School of Management), Ithaca, NY, USA (Aug 2021~)
- Ph.D. Student in Management (Major: Quantitative Marketing)
Korea Advanced Institute of Science and Technology, Seoul, Korea (Feb 2015~Feb 2017)
- M.S. in Management Engineering (Major: Information Systems)
Ulsan National Institute of Science and Technology, Ulsan, Korea (Mar 2010~Aug 2014)
- B.S. in School of Electrical & Computer Engineering (Major: Computer Science and Engineering, Minor: Finance and Accounting)

Digital Economics and Enterprise Research Lab, KAIST (May 2015~Feb 2017)
- Employ both ML and Econometrics to Explore Researches in Information Systems and Economics of IS (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
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)

December & Company Asset Management, Seoul, South Korea (Apr 2019~Jul 2021)
- Quantitative Portfolio Manager at Portfolio Research Team
- Develop Generative Models for Textual Factors to Predict 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
NewsJAM (Startup Company), Ulsan, South Korea (Jun 2013~Feb 2014)
- Chief Technology Officer (CTO)
- Develop a Variety of NLP Engines to Analyze News Data including Text Summarization, Key Sentence Extraction, Topic Modeling and Text Clustering (PYCON KOREA APAC 2016, [Presentation])

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
Excellence Prize (2nd Place) at Future Idea Contest, KDI & Ministry of Strategy and Finance, 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, 2013, 2014
Open SW Incubator ($60,000 as award), National IT Industry Promotion Agency, 2013
Honored (4th Place) at Dongbu Financial Competition, Dongbu Foundation, 2013
Undergraduate Research Opportunity Program (UROP), The Korea Foundation for the Advancement of Science and Creativity, 2013
Excellence Prize (2nd Place) at Assure Our Korea, Korea Insurance Research Institution, 2011
Honored (4th Place) at Insurance Industry Development Competition, Korean Reinsurance Company, 2011
Excellent Paper Scholarship Award, Citi-Korea Institute of Finance, 2011
National Natural Sciences and Engineering Scholarship, Korea Student Aid Foundation, 2010~2014

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

Ad-hoc Reviewer
- International Conference on Information Systems (ICIS), 2021
- International Conference on Information Systems (ICIS), 2019
- International Conference on Electronic Commerce (ICEC), 2017
Teaching Assistant & Tutoring
- Teaching Assistant, Principles of Economics, UNIST, 2014
- Tutoring, Calculus II, UNIST, 2012
- Tutoring, Calculus II, UNIST, 2011

Language: Python, C/C++, Matlab, STATA
ML: Tensorflow, Keras, Pytorch, Torch, Scikit-learn
Parallel Computing: MPI, OpenMP
Database: SQL, MySQL, Sqlite3, MongoDB
Network Analysis: Networkx, Gephi
NLP, Machine Vision & Speech: Gensim, OpenNMT, Regex, OpenCV, Aubio, Ffmpeg
Web Crawling & Browser Automaton: Selenium, BeautifulSoup, Scrapy, Urllib
Web Development & Data Visualization: Django, HTML, CSS, Javascript, D3.js, Leaflet.js
Asynchronous Task and Process Control: Crontab, Celery, Flower, Supervisor
Geoprocessing: ArcGIS

Graduate: Business Modeling Analysis, Classical Readings in Information Systems Research, Research Methodology for Management, IT Management, Business Media and Communication, Statistical Analysis for Behavioral Science, Research Methods in Behavioral Science, Microeconomic Analysis, Industrial Organization, Investments in Private Markets, Mergers and Acquisitions
Undergraduate: Machine Learning, Artificial Intelligence, Introduction to Algorithms, Object Oriented Programming, Data Structures, Computer Organization, Operating Systems, Discrete Mathematics, Differential Equations, Applied Linear Algebra, Probability and Introduction to Random Processes, Mathematical Analysis I, Complex Analysis I, Calculus I, Calculus II, Statistics, Economics, Microeconomics, Macroeconomics, Investments, Derivatives, Financial Management, Financial Accounting, Financial Engineering, Money and Banking, Data Analysis & Decision Making