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Seo, Byoung Ki (서병기)

Department
School of Business Administration / Graduate School of Technology and Innovation Management(경영과학부)
Website
http://bkseo.unist.ac.kr
Lab
Trading Engineering Lab. (금융공학 연구실)
Research Keywords
금융공학, 시장미세구조, 파생상품, 블록체인, Financial Engineering, Finanicial Mathematics, Market microstructure
Research Interests
Dr. Seo had worked on financial derivatives market as a quant and trader before being appointed as a professor of business administration at UNIST in 2012. The research is focused on giving solutions to the financial market based on his experiences. He published papers on financial market volatility and liquidity. He is also in the process of developing a model to stabilize the financial market.
Recently, he was interested in energy trading and founded ”Energy Commodity Trading and Financial Engineering” program and “Center for International Energy Trading”. He is also interested in blockchain technology and has established ”UNIST Blockchain Research Center” and serves as the director. Financial market analysis and forecasting using AI techniques is one of his important research topics as well.
This table browses all dspace content
Issue DateTitleAuthor(s)TypeViewAltmetrics
2020-03Monetary policy rate expectation and energy prices during the FOMC announcement periodJang, Hyeonung; Seo, Byoung KiARTICLE176 Monetary policy rate expectation and energy prices during the FOMC announcement period
2019-02Hyperbolic normal stochastic volatility modelChoi, Jaehyuk; Liu, Chenru; Seo, Byoung KiARTICLE483 Hyperbolic normal stochastic volatility model
2018-06Filtered Historical Simulation for Initial Margin of Interest Rate Swap Under Korean MarketLee, Kyungsub; Seo, Byoung KiARTICLE801 Filtered Historical Simulation for Initial Margin of Interest Rate Swap Under Korean Market
2017-10Performance of Tail Hedged Portfolio with Third Moment Variation SwapLee, Kyungsub; Seo, Byoung KiARTICLE1751 Performance of Tail Hedged Portfolio with Third Moment Variation Swap
2017-06Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock dataLee, Kyungsub; Seo, Byoung KiARTICLE1085 Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data
2017-01Marked Hawkes process modeling of price dynamics and volatility estimationLee, Kyungsub; Seo, Byoung KiARTICLE912 Marked Hawkes process modeling of price dynamics and volatility estimation
2003-09The waiting time for irrational rotationsKim, DH; Seo, Byoung KiARTICLE1227 The waiting time for irrational rotations
2001-09Recurrence speed of multiples of an irrational numberChoe, GH; Seo, BKARTICLE1007 Recurrence speed of multiples of an irrational number

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