Financial Engineering Lab

금융공학연구실

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금융공학연구실

UNIST Financial Engineering Laboratory aim to identify various problems associated with finance industry and solve them via quantitative methods. Our research areas include:
- Customized financial planning for individuals/institutions: use ML/AI techniques to analyze clients, and use mathematical optimization or reinforcement learning techniques to derive optimal financial plans
- Analyzing and modeling financial markets: use probabilistic models, ML/AI techniques to analyze and model financial assets such as equities, bonds, real estates, commodities, or data.

Major research field

Financial Engineering, AI for Finance, Financial Planning, Household and Personal Finance

Desired field of research

Research Keywords and Topics

Financial Engineering, AI for Finance, Financial Planning, Household and Personal Finance

Research Publications
MORE

· Hwang, Yoontae; Park, Junpyo; Kim, Jang Ho*; Lee, Yongjae**; Fabozzi, Frank J. (2024) “Heterogeneous Trading Behaviors of Individual Investors: A Deep Clustering Approach,” Finance Research Letters, 65, 105481
· Kim, Kyeongbin†; Hwang, Yoontae†; Lim, Dongcheol; Kim, Suhyeon; Lee, Junghye*; Lee, Yongjae** (2023) "Household Financial Health: A Machine Learning Approach for Data-Driven Diagnosis and Prescription," Quantitative Finance, 23(11), 1565-1595
· Hwang, Yoontae; Lee, Junhyeong; Kim, Daham; Noh, Seunghwan; Hong, Joohwan*; Lee, Yongjae** (2023) “SimStock: Representation Model for Stock Similarities,” The 4th ACM International Conference on AI in Finance (ICAIF’23), oral presentation (top 27%)

Patents

· Collaborative Filtering Recommender System for Stock Recommendation (주식 추천을 위한 협업 필터링 추천 시스템) (No. 10-2022-0100772) / Investors: Kim, Woo Chang; Chung, Munki; Lee, Yongjae; Choi, Hwayong / Contents: Collaborative filtering recommender system for mean-variance investors / Status: Filed
· Method and Apparatus for Asset Management (자산 운용 방법) (No. 10-1951340) / Inventors: Kim, Woo Chang; Kwon, Do-Gyun; Lee, Yongjae; Kim, Jang Ho; Lin, Changle / Country: Korea / Registered: 2019.02.18

국가과학기술표준분류

  • SC. 경제/경영
  • SC13. 재무관리
  • SC1303. 투자/위험관리

국가기술지도분류

  • 정보-지식-지능화 사회 구현
  • 011200. 전자금융기술

녹색기술분류

  • 녹색기술관련 과제 아님

6T분류

  • IT 분야
  • 정보처리 시스템 및 S/W
  • 010316. 기타 정보처리시스템 및 S/W 기술