Current focus

  • Korean NLP-based trading signal discovery

  • Signal mixing and trading strategy development

Past works

  • AI-based investment portfolio development (Korea Investment Management, 2017-2018); currently developing investment funds to be launched in 2019

  • Sentiment-based signal discovery research (2017-)

  • Default analysis of Lending Club's P2P Lending (2017)

  • Research on the valuation and trading strategy of financial derivatives (Tongyang Securities, now Yuanta, 2007-2008)

  • Risk management R&D with LKFS for Korean banks after IMF (1999-2001)