[Lab homepage] DiFi LAB. 

[2013.03 - 2018.02] Ph.D. in Industrial Engineering, Seoul National University

[2009.02 - 2013.02] B.Sc. in Mathematical Science, Korea Advanced Institute of Science and Technology (KAIST)

[2009.02 - 2013.02] B.Sc. in Management Science, Korea Advanced Institute of Science and Technology (KAIST)  

[2020.09 - Present] Assistant Professor, Department of Business Administration, Pusan National University

Research Interests

- Digital Finance (FinTech)

- Data-driven Business Analytics

- Financial Engineering

- Time-series analysis

- Econophysics

Awards & Certificates

[2018.10] Best Dissertation Award, Korean Operations Research and Management Science Society  

[2018.12] Financial Risk Manager (FRM), Certificated by Global Association of Risk Professionals (GARP)

Publications

- Poongjin Cho, Minhyuk Lee, Woojin Chang* (2019). “Instance-based entropy fuzzy support vector machine for imbalanced data”. Pattern Analysis and Applications, 23 (3), 1183-1202. (SCIE) 

- Sung Youl Oh, Jae Wook Song, Woojin Chang, Minhyuk Lee* (2019). “Estimation and Forecasting of Sovereign Credit Rating Migration Based on Regime Switching Markov Chain”. IEEE Access, 7, 115317-115330. (SCIE)

- Minhyuk Lee, Jae Wook Song, Sondo Kim, Woojin Chang* (2018). “Asymmetric market efficiency using the Index-based asymmetric-MFDFA”. Physica A: Statistical Mechanics and its Applications, 512, 1278-1294. (SCIE)

- Minhyuk Lee, Jae Wook Song, Ji Hwan Park, Woojin Chang* (2017). “Asymmetric multi-fractality in the U.S. stock indices using index-based model of A-MFDFA”. Chaos, Solitons and Fractals, 97, 28-38. (SCIE)