EDUCATION
Prof. Saejoon Kim
Financial Machine Learning Lab
Machine Learning, Financial Economics
At the intersection of machine learning and financial economics, we interpret data and study predictive models and decision-making techniques for understanding uncertain market environments.
Research Areas
Research Introduction
Machine learning is the field that studies techniques for inferring new information by analyzing data. Our lab analyzes financial data and studies methods for constructing portfolios and derivatives that satisfy various conditions.
To this end, we are interested in interpreting and improving the various capabilities of deep learning, financial data-driven predictive models, and problems in risk management and optimization.