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수리과학과 / Mathematical Sciences
최진혁 Jin Hyuk Choi
수리과학과 / Mathematical Sciences
+82-52-217-3053
jchoi@unist.ac.kr
https://sites.google.com/site/gubukhyuk/home
Bldg. 108 Rm. 301-3(Office)
Curriculum Vitae
(2021.3~present) Associate Professor, Dept. of Mathematical Sciences, UNIST
(2016.8~2022.2) Assistant Professor, Dept. of Mathematical Sciences, UNIST
(2015.6~2016.7) Visiting Assistant Professor, Dept. of Information, Risk, and Operation Management, University of Texas at Austin
(2012.9~2015.5) Postdoctoral Associate, Dept. of Mathematical Sciences, Carnegie Mellon University
Academic Credential
(2012.8) Ph.D. in Mathematics, University of Texas at Austin
(2005.2) B.S. in Mathematics, KAIST
본 연구실에서는 금융수학, 확률론적 최적화, 확률론의 응용 등을 연구합니다. 재무경제학과 관련된 효용 극대화 문제와 시장균형 모형등을 연구합니다.
My research interests include mathematical finance, stochastic control, and applied probability theory. I am particularly interested in the utility maximization problems originating from economics, and the characterization of the market equilibrium among the financial agents who optimize their strategies.
Major research field
Mathematical Finance, Stochastic Control
Desired field of research
Mathematical Finance, Stochastic Control
Research Keywords and Topics
금융수학(Financial Mathematics)
확률론적 최적화(Stochastic Control)
Research Publications
MOREMathematical Finance, Optimal investment/consumption with liquid and illiquid assets, Choi, J. (2020)
Journal of Financial Economics, Information and trading targets in a dynamic market equilibrium, Choi, J. et al. (2019)
Finance and Stochastics, Taylor approximation of incomplete Radner equilibrium models, Choi, J. and Larsen, K. (2015)
국가과학기술표준분류
- NA. 수학
- NA05. 응용수학
- NA0505. 금융수학
