Financial Risk Engineering Lab
“The Financial Risk Engineering Laboratory focuses on analyzing financial products and financial risks from a mathematical modeling perspective, aiming to develop sound and secure investment techniques and financial product designs.”
Analysis of economic phenomena using econophysics Development of trading strategies based on reinforcement learning Analysis and prediction of financial time series based on machine learningor Projects
Research: Self-attention based deep direct recurrent reinforcement learning with hybrid loss for trading signal generation (Information Science) Project: Enhancement of Anomaly Detection Model and Data Analysis for Audit Systems (Hyundai Card) Project: IT Consulting and Advisory for Sales Demand Forecasting Solution (Samsung Electronics/PWC) Project: Research on a hybrid model combining econophysics theory and AI techniques for volatility forecasting (Shinhan Bank)Graduate: Stochastic Processes, Applied Multivariate Statistical Analysis, Data Mining Techniques
Professorships and Research Positions
Entrepreneurship
Contact via student email Visit the Financial Risk Engineering Lab (Room 319) and request a consultation in person.The Financial Risk Engineering Laboratory conducts research related to financial engineering and financial risks from a mathematical modeling perspective. The lab focuses on engineering analysis and modeling of evolving financial products, associated techniques, and the accompanying financial risks. Through this approach, it aims to hedge risks within financial systems, enhance efficiency, and design sound financial products.
The fundamental theories essential for education and research in this lab include Stochastic Processes, Stochastic Calculus, Computational Statistics, and Time Series Analysis, as well as financial theories related to Investment and the Financial Market.