Research Financial Engineering, Applied mathematics, Deep Learning in Finance, Machine Learning for Finance
Education 1983 Ph.D. Statistics and Economics, Stanford University 1983 A.M. Economics and M.S. Statistics, Stanford University 1977 B.S. Mathematics, Seoul National University
Appointments 2020 ~ Present Professor, Graduate School of Data Science, Seoul National University 2005 ~ 2020 Professor, Department of Economics, Seoul National University 1994 ~ 2004 Professor, Department of Applied Statistics, Yonsei University 1989 ~ 1994 Associate Professor, Department of Applied Statistics, Yonsei University 1983 ~ 1989 Assistant Professor, Department of Applied Statistics, Yonsei University