Research Areas
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
