Jaewook Lee | 서울대학교 산업공학과

Full name:

Jaewook Lee

Dept.:

PhD in Applied Mathematics, Cornell University

Major:

Statistical Learning & Computational Finance

Office:

39-402

http://slcf.snu.ac.kr/

jaewook@snu.ac.kr

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