이재욱

이름: 
이재욱
직위: 
교수
박사학위: 
코넬대학교 응용수학 박사
전공: 
통계학습 & 커널 머신, 계산 금융, 광역 최적화 & 동적 시스템
사무실: 
39-402
전화: 
02-880-7176

Teaching

학부

  • 406.317 경영과학 2 (Operations Research Ⅱ)
  • 406.311 시뮬레이션 (Simulation)
  • 406.327 산업경영수리기법 (Mathematical Methods for Industrial and Management Engineering)

 

대학원

  • 464.805 통계학습 고등논제 (Advanced Topics in Statistical Learning)
  • 406.568 확률모형 특론 (Special Topics in Probability Models)
  • 464.659 응용 다변량 통계분석 (Applied Multivariate Statistical Analysis)

 

 

Research Interest

  • 통계 학습 및 커널 머신 (Statistical Learning and Kernel Machines)
  • 계산 금융 (Computational Finance)
  • 광역 최적화 및 동적 시스템 (Global Optimization and Dynamics)

 

 

Education

  • Ph.D., 1999 : Applied Mathematics, Cornell University, USA
  • B.S., 1993 : Mathematics, Seoul National University, Korea.

 

 

Work Experience

  • 2012.3 ~ : Professor, Dept. of Industrial Engineering, Seoul National University, Korea.
  • 2009.2 ~ 2010.2 : Advisory Professor (자문교수), Financial Supervisory Services (금융감독원)
  • 2001.8 ~ 2012.2 : Assistant, Associate, Tenured Professor, Department of Industrial and Management Engineering, POSTECH, Korea.

 

 

Professional Activities

  • 2010.3 ~ : Associate Editor, Applied Stochastic Models in Business and Industry (SCI)
  • 2009.2 ~ : Manuscript Editor, Journal of Industrial Engineering and Management Systems (SCOPUS)
  • 2012.1 ~ 2014.3 : Editor-in Chief, Management Science and Financial Engineering
  • 2010 : General Organizing Chair, The International Workshop on Learning, Computations, and Finance 
  • 2005.2 ~ 2011.12 : Associate Editor, International Journal of Management Science