Financial Engineering Lab


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Dr. Seo had worked on financial derivatives market as a quant and trader before being appointed as a professor of business administration at UNIST in 2012. The research is focused on giving solutions to the financial market based on his experiences. He published papers on financial market volatility and liquidity. He is also in the process of developing a model to stabilize the financial market.

Recently, he was interested in energy trading and founded ”Energy Commodity Trading and Financial Engineering” program and “Center for International Energy Trading”. He is also interested in blockchain technology and has established ”UNIST Blockchain Research Center” and serves as the director. Financial market analysis and forecasting using AI techniques is one of his important research topics as well.


Financial Engineering, Market Microstructure


Energy Trading, Fintech, Artificial Intelligent

Research Publications

Monetary policy rate expectation and energy prices during the FOMC announcement period (with Hyeonung Jang), Finance Research Letters 32 (2020), 101093.
Hyperbolic normal stochastic volatility model (with Jaehyuk Choi, Chenru Liu), Journal of Futures Markets 39 (2019), 186-204.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data (with Kyungsub Lee), Journal of Economic Dynamics & Control 79 (2017), 154–183.
Marked Hawkes process modeling of price dynamics and volatility estimation (with Kyungsub Lee), Journal of Empirical Finance 40 (2017), 174–200.


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


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


  • 녹색기술관련 과제 아님


  • 기타 분야
  • 기타 분야
  • 070000. 위의 미래유망신기술(6T) 103개 세분류에 속하지 않는 기타 연구