Faculty Research Profile
Jin Hyuk Choi
학력
(2012.8) Ph.D. in Mathematics, University of Texas at Austin
(2005.2) B.S. in Mathematics, KAIST
주요 경력
(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
금융수학
Mathematical Finance
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.
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.
연구분야
Mathematical Finance, Stochastic Control
연구주제
금융수학(Financial Mathematics)
확률론적 최적화(Stochastic Control)
Financial Mathematics
Stochastic Control
국가연구개발사업 기술 분류체계
국가과학기술표준분류
NA. 수학 > NA05. 응용수학 > NA0505. 금융수학
논문
Mathematical 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)