Financial Engineering Lab
Financial Engineering Lab
Professor
Prof. 김우창
Professor's page · publicationsAbout
KAIST 산업및시스템공학과 김우창 교수의 금융공학 연구실(Financial Engineering Lab)이다. 금융 최적화, 포트폴리오 관리, 자산-부채 관리를 핵심 전문 분야로 하며, 목표기반 투자(goal-based investing)와 머신러닝의 금융 응용을 연구한다. 김우창 교수는 Princeton에서 금융공학 박사를 취득했고 Quantitative Finance 저널의 Managing Editor를 맡고 있다.
Research keywords
Recent papers
From OpenAlex · papers whose author affiliation matches this university
Selected publications
- Predicting Mobile Payment Behavior Through Explainable Machine Learning and Application Usage AnalysisJournal of Theoretical and Applied Electronic Commerce Research · 2025
- Locally Convex Global Loss Network for Decision-Focused LearningAAAI · 2025
- Learning to Scale Logits for Temperature-Conditional GFlowNetInternational Conference on Machine Learning (ICML) · 2024
- Provably Scalable Black-Box Variational Inference with Structured Variational FamiliesInternational Conference on Machine Learning (ICML) · 2024
- Practical Forecasting of Risk Boundaries for Industrial Metals and Critical Minerals via Statistical Machine Learning TechniquesInternational Review of Financial Analysis · 2024
Labs doing related research
Labs that recently published on topics this lab's recent papers share
Shared topic: Stock Market Forecasting Methods
Yongjae Lee
Ulsan National Institute of Science and Technology (UNIST) · Industrial Engineering
Making Alternative Data Work: Context-Augmented LLMs for Financial ForecastingPreprintarXiv (Cornell University) · Sep 10Woo Chang Kim
KAIST · Graduate School of Data Science
A taxonomy of heterogeneous statistical interdependencies for graph-based financial time series predictionEngineering Applications of Artificial Intelligence · Aug 13Woojin Chang
Seoul National University · Industrial Engineering
Reward inference for portfolio optimization via multi-expert inverse reinforcement learningNeurocomputing · Sep 10
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