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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.
He is also interested in energy trading and environmental policies, which leads him to serve as the director of the Center for International Energy Trading and participate as a member of the Carbon Neutral Institute. Financial market analysis and forecasting using AI techniques is one of his important research topics as well.
Major research field
Financial Engineering, Market Microstructure
Desired field of research
Energy Trading, Fintech, Artificial Intelligent
Research Publications
MOREModeling bid and ask price dynamics under the extended Hawkes process with empirical result for high-frequency stock market data (with Kyungsub Lee), Journal of Financial Econometrics 21 (2023), 1099–1142.
Transmission of central bank communication to emerging economies: evidence from the Korean stock market (with Hyeonung Jang), Emerging Markets Review 52 (2022), 100905.
Analytic formula for option margin with liquidity costs under dynamic delta hedging (with Kyungsub Lee), Applied Economics 53 (2021), 3391–3407.
국가과학기술표준분류
- SC. 경제/경영
- SC13. 재무관리
- SC1303. 투자/위험관리
국가기술지도분류
- 정보-지식-지능화 사회 구현
- 011200. 전자금융기술
녹색기술분류
- 녹색기술관련 과제 아님
6T분류
- 기타 분야
- 기타 분야
- 070000. 위의 미래유망신기술(6T) 103개 세분류에 속하지 않는 기타 연구