Lab directory
Financial Engineering Lab
Financial Engineering Lab
KAIST · KAIST College of Business
Information sourcenot verified yet
Professor
Prof. 김우창
Professor's page · publicationsAbout
KAIST 산업및시스템공학과 김우창(Woo Chang Kim) 교수가 이끄는 금융공학 연구실(Financial Engineering Lab)이다. 금융 최적화, 포트폴리오 이론, 자산-부채 관리, 강건 포트폴리오 최적화, 그리고 머신러닝의 금융 응용을 주로 연구한다. 목표기반 투자(goal-based investing)와 결정중심 학습 등 의사결정·최적화 기법을 금융 시장 문제에 적용한다.
Research keywords
Financial EngineeringQuantitative Finance
Selected publications
- Locally Convex Global Loss Network for Decision-Focused LearningAAAI · 2025
- Learning to Scale Logits for Temperature-Conditional GFlowNetICML · 2024
- Provably Scalable Black-Box Variational Inference with Structured Variational FamiliesICML · 2024
- Neural Marked Hawkes Process for Limit Order Book ModelingPAKDD · 2024
- Goal-Based Investing Based on Multi-Stage Robust Portfolio OptimizationAnnals of Operations Research · 2022
Other labs in this department
- Strategic Management Lab
Sejin Jang
Strategic Management, Global Strategy
- Keumseok Kang
Information Systems, Business Analytics, AI
- Jangkoo Kang
Finance
- Byungjin Kwak
Accounting
- Kyung Kook Kim
Kyoung-Kuk Kim
Financial Engineering
- Minki Kim
Quantitative Marketing