Contact Information
  • Office : Room 314, International Studies Building
  • Phone : 031-201-2355
  • E-mail :
  • Curriculum Vitae : download
Areas of Expertise
  • Research Interest
    Data Analysis, Asset Pricing, Portfolio Optimization, Anti-Fraud Detection, Anti-Money Laundering, Blockchain
  • Courses Taught
    Statistics, Mathematical Finance, Stochastic Processes, Mathematical Modeling
  • Ph.D. Applied Mathematics, The University of North Carolina at Charlotte, 2009
  • M.S. Mathematical Finance, The University of North Carolina at Charlotte, 2008
  • B.S. Mathematics and Physics (double major), Korea University, 2004
Professional Experience
  • Mar. 2018 – Present: Assistant Professor, Kyung Hee University
  • Mar 2014 – Feb 2018: Assistant Professor, Gachon University
  • July 2013 – Feb 2014: Senior Research Scientist, National Institute of Mathematical Sciences
Selected Publications
  • Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model, Statistics and Probability Letters, 2016
  • A highly accurate enriched meshfree solution for the Motz problem, Advances in Mathematical Physics, 2016
  • Iterative speedup by utilizing symmetric data in pricing options with two risky assets, Symmetry, 2017
  • Stress intensity factor extraction from the enriched partition of unity solution for a cracked linear elastic medium, Journal of the Korean Physical Society, 2017
  • A non-convex partition of unity and stress analysis on a cracked elastic medium, Advances in Mathematical Physics, 2017

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