성명

임병화

직위구분

연구단장

연구실번호

02-760-0450

연구실주소

경영관 2층 33215호실

이메일

limbh@skku.edu

홈페이지

사업참여기간

약력

- Ph.D. in Mathematical Science (M.S. & Ph.D. Joint Program), The Youngest Ph.D. of the Year, KAIST, 2009
- B.S. in Mathematics, KAIST, 2004

경력

- 2022.02-Present: SKK Business School, Department of FinTech, Sungkyunkwan University, Associate Professor
- 2019.04-2022.02: Department of Economics, Suwon University, Associate Professor
- 2012.09-2019.03: Graduate School of Financial Engineering, Department of Economics & Finance, Suwon University, Assistant Professor
- 2010.08-2012.08: Division of Corporate Research, Korea Economic Research Institute, Research Fellow
- 2009.03-2010.07: Natural Science Research Institute, KAIST, Postdoctoral Researcher

논문

(2025) BERT를 활용한 멀티모달 기반 기업 부도 예측에 관한 연구. 金融工學硏究. 24, 4
(2025) Optimal recursive utility maximization with debt-to-income limits. QUANTITATIVE FINANCE. 25, 12
(2025) 딥러닝 모델을 활용한 국내 채권 신용스프레드 예측 연구. 경영과학. 42, 3
(2025) CT-GAN을 활용한 중소기업 채무불이행 예측 연구. 금융정보연구. 14, 1
(2024) 가상자산 현물 상장지수집합투자기구(ETF) 도입을 위한 법적 쟁점과 과제 ―비트코인 현물 ETF를 중심으로―. 증권법연구. 25, 2
(2023) Endogenous Credit, Business Cycle, and Portfolio Selection. OPERATIONS RESEARCH. Forthcoming
(2023) Personal bankruptcy and post-bankruptcy liquidity constraint. JOURNAL OF BANKING & FINANCE. 152, 106861
(2022) 금융시장 안정을 위한 디지털자산 및 관련 법제 연구. 아주법학. 16, 3
(2022) 엔터테인먼트 산업에서의 대체불가토큰(NFT) 활용과 법적 고려사항. 고려법학. 106
(2022) 대체불가토큰(NFT)의 이해와 법적 쟁점. 글로벌금융리뷰. 3, 1
(2021) 블록체인과 지속가능금융. 글로벌금융리뷰. 2, 2
(2021) 디파이(DeFi)의 이해와 시사점. 글로벌금융리뷰. 2, 1
(2021) Consumption and life insurance decisions under hyperbolic discounting and taxation. ECONOMIC MODELLING. 94, 1

관심분야

Asset Pricing, Portfolio Optimization, FinTech (Blockchain)

성명

송교직

직위구분

참여교수

연구실번호

02-760-0497

연구실주소

경영관 3층 33308호실

이메일

roysong@skku.edu

홈페이지

사업참여기간

약력

Louisiana State University Ph.D. Finance 2003
Iowa State University MBA 1999
Yonsei University B.A. Sociology 1993
Ph.D. Dissertation
Topic: Market Timing and Cost of Capital of the Firm, 2003
Committee: Shane Johnson (Chair), Harley Ryan Jr., Ji-Chai Lin, Dek Terrell

경력

Full Professor, Sungkyunkwan University, Fall 2013-Present
Associate Professor, Sungkyunkwan University, Fall 2007-Spring 2013
Assistant Professor, Sungkyunkwan University, 2006 – 2007
Courses: Corporate Finance Seminar (Ph.D.), International Finance (MBA)
Financial Management (MBA & UG)
Assistant Professor, University of Louisiana at Lafayette, 2003-2006
Courses: Corporate Finance (MBA & UG), Derivative (UG), Investment II (UG),
International Finance (UG), Financial Statement Analysis (UG)

논문

(2025) 북한 지정학적 리스크와 기업 투자. 금융정보연구. 14, 3
(2025) CEO 교체와 조직문화 혁신성의 관계. 금융정보연구. 14, 2
(2025) Refinancing risk, liquidity, and the underpricing of newly issued bonds. ACCOUNTING AND FINANCE. 1, 1
(2024) Refinancing risk, earnings management, and stock return. RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE. 70, 1
(2024) Do technical trading rules outperform the simple buy-and-hold strategy in the cryptocurrency market?. Journal of Derivatives and Quantitative Studies. 32, 1
(2024) CEO Horizon and Corporate Digital Transformation. 금융정보연구. 13, 1
(2023) IPO 전후 애널리스트 리포트 발간과 주식시장 반응. 재무연구. 36, 4
(2022) Long-term underperformance of public versus rights offering firms. 선물연구. 30, 1
(2022) Determinants of Corporate Financial Investment: Evidence from Korea. 재무연구. 35, 1
(2021) Company stock in defined contribution plans and stock market returns. Global Business and Finance Review. 26, 3
(2021) Going public through mergers with special purpose acquisition companies. International Review of Finance. 20, 1
(2021) Organization capital and analysts' forecasts. INTERNATIONAL REVIEW OF ECONOMICS FINANCE. 71, 1
(2020) The optimism and accuracy of bank-affiliated analysts' forecasts. SPANISH JOURNAL OF FINANCE AND ACCOUNTING-REVISTA ESPANOLA DE FINANCIACION Y CONTABILIDA. 49, 4
(2020) CEO Optimism and the Cost of Bank Debt. ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES. 49, 4
(2020) The choice of SEO method in Korea: Rights vs. public offers. JOURNAL OF FINANCIAL MARKETS. 51
(2019) Short-term institutional investors and agency costs of debt. JOURNAL OF BUSINESS RESEARCH. 95, 1
(2017) 국내농협 경영성과 변화와 최고경영자 교체에 대한 분석. 디지털융복합연구. 15, 11
(2017) Overpricing of newly issued bonds: Korean evidence. International journal of applied business and economic research. 15, 19
(2017) Do long-term institutional investors foster corproate innovation?. ACCOUNTING AND FINANCE. 1, 1
(2015) The Control and Performance of Joint Ventures. FINANCIAL MANAGEMENT. 45, 2

관심분야

Research: Corporate Finance, Closed-end funds
Teaching: Corporate Finance, Derivative, International Finance, Investments

연구주제

Research: Corporate Finance, Closed-end funds
Teaching: Corporate Finance, Derivative, International Finance, Investments

성명

김대진

직위구분

참여교수

연구실번호

02-760-0847

연구실주소

경영관 3층 33312호실

이메일

daejin@skku.edu

홈페이지

사업참여기간

약력

- Ph.D. Finance, Owen Graduate School of Management, Vanderbilt University, TN, 2014
- M.S. Statistics, Department of Statistics, Stanford University, CA, 2007
- B.B.A. Department of International Trade, College of Business Administration, Korea University, Seoul, 1999

경력

- ---- Academic Position
- Associate Professor, UNIST, Ulsan, 2021.3-2021.8
- Assistant Professor, UNIST, Ulsan, 2014.7 - 2021.2
- ---- Industry Experience
- Fixed Income Fund Manager, Kyobo Investment Trust Management Company, 2001-2005
- Fixed Income Fund Manager, Hyundai Investment Trust Company, 1999-2001

논문

(2025) Climate change risk and the marginal value of cash holdings. RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE. 79
(2024) Term Structure and Risk Premiums of Commodity Futures With Linear Regressions. JOURNAL OF FUTURES MARKETS. 45, 2
(2024) An empirical investigation of the mitigating effect of debt on overinvestment as shareholder rights vary. BULLETIN OF ECONOMIC RESEARCH. 76, 4
(2022) An artificial intelligence-enabled industry classification and its interpretation. INTERNET RESEARCH. 32, 2
(2021) War-experienced CEOs and corporate policies: Evidence from the Korean war. EMERGING MARKETS REVIEW. 47
(2021) Derivatives use and the value of cash holdings: Evidence from the US oil and gas industry. JOURNAL OF FUTURES MARKETS. 41, 3
(2021) Market value of 10-K readability and corporate cash holdings. ECONOMICS LETTERS. 201
(2020) Liquidity risk and exchange-traded fund returns, variances, and tracking errors. JOURNAL OF FINANCIAL ECONOMICS. 138, 1
(2020) A sequential pattern mining approach to identifying potential areas for business diversification. ASIAN JOURNAL OF TECHNOLOGY INNOVATION. 28, 1

관심분야

시장미시구조, 파생상품, ETFs, FinTech

학회활동

- The 2019 Outstanding Faculty Award, UNIST, 2020
- Ulsan Mayor Achievement Award, Ulsan City, 2019

성명

김용석

직위구분

참여교수

연구실번호

02-760-0408

연구실주소

경영관 4층 33411호실

이메일

yongskim@skku.edu

홈페이지

사업참여기간

약력

PhD in Information Systems, University of Texas at Austin, 2011
MSc in Human Computer Interaction, University of Michigan at Ann Arbor, 2005
BSc in Electronic Engineering, Yonsei University, 2001

경력

Associate Professor, Sungkyunkwan University (SKKU), 2020. 03 - present
Associate Professor, Hankuk University of Foreign Studies (HUFS), 2018. 09 – 2020.02
Assistant Professor, Hong Kong University of Science and Technology (HKUST), 2011. 08 – 2018.08
CRM Consultant, IBM Business Consulting Services, 2002.1 – 2003.6

논문

(2025) From Voice to Value: How Linguistic Tone and Product Context Shape Online Review Helpfulness. Asia Pacific Journal of Information Systems. 35, 4
(2025) When Do Broadcast Search Discussions Foster Learning? The Role of Network Structure and Technical Marginality. 경영학연구. 55, 1
(2023) Spanning Multiple Online Communities and Knowledge Contribution: The Cross-Level Moderating Effects of Environmental Scanning and Membership Fluidity. Asia Pacific Journal of Information Systems. 33, 2
(2023) Crowdfunding from friends: Tie strength and embeddedness. DECISION SUPPORT SYSTEMS. 168, -
(2021) Using Speech Acts to Elicit Positive Emotions for Complainants on Social Media. JOURNAL OF INTERACTIVE MARKETING. 55, -
(2021) The mediating role of vaccine hesitancy between maternal engagement with anti- and pro-vaccine social media posts and adolescent HPV-vaccine uptake rates in the US: The perspective of loss aversion in emotion-laden decision circumstances. SOCIAL SCIENCE & MEDICINE. 2021, 282
(2020) The effects of visual congruence on increasing consumers' brand engagement: An empirical investigation of influencer marketing on instagram using deep-learning algorithms for automatic image classification. COMPUTERS IN HUMAN BEHAVIOR. 112, 10643
(2019) Online Tie Formation in Enterprise Social Media. Asia Pacific Journal of Information Systems. 29, 3
(2018) External Bridging and Internal Bonding: Unlocking the Generative Resources of Member Time and Attention Spent in Online Communities. MIS QUARTERLY. 42, 1

관심분야

My research focuses on the exchanges of resources in online communities, enterprise social media, and crowdsourcing/crowdfunding platforms - particularly from the knowledge sharing and social network perspective.

연구주제

Online communities
Enterprise social media
Online Crowd platforms (crowdsourcing, crowdfunding, user innovation)

학회활동

[Conference Papers]
“Mobilizing Online Social Capital: The Relational View of Crowdfunding,” International Conference of Information Systems (ICIS), Seoul, S. Korea 2017. (with Zhixing Zhang)
“Cross-Boundary Tie Formation in Enterprise Social Media (ESM),” the Academy of Management (AoM), Anaheim, CA, August 2016 (with Gerald Kane)
“Online Tie Formation in Enterprise Social Media,” International Conference of Information Systems (ICIS), Fort Worth, TX, December 2015 (with Gerald Kane)
"Firm-Bounded Online Communities: Collaboration and Competition," the Nineteenth Annual Organization Science Winter Conference (OSWCXIX), Steamboat Springs, CO, February 2013. (with Sirkka Jarvenpaa and Bin Gu)
"Membership Overlap and Inter-Community Collaboration," International Conference of Information Systems (ICIS), Orlando, FL, December 2012. (with Sirkka Jarvenpaa and Bin Gu)

[Academic Services]
상임이사, 한국경영정보학회, 2020 – present
Co-Track Chair, PACIS 2020
Associate Editor, APJIS, 2012 - present
Program Committee Member, KrAIS, 2011 - present
Associate Editor, ICIS 2013, 2014, 2015, 2016, 2018, 2020
Review Coordinator Chair, ICIS 2017

성명

박흥주

직위구분

참여교수

연구실번호

02-760-0448

연구실주소

경영관 4층 33412호실

이메일

hj.park@skku.edu

홈페이지

사업참여기간

약력

(Ph.D.) 2011 Texas A&M University Mays Business School, 재무전공
(M.S.) 2002 고려대학교 일반대학원, 재무론 전공
(B.S.) 2000 고려대학교 경영대학, 경영학과

경력

2017 – 현재 성균관대학교 경영학과 조교수
2011 – 2017 북경대학교 HSBC 경영대학원 조교수
2006 – 2006 나이스채권평가 수석연구원
2001 – 2002 예금보험공사 사원

논문

(2025) Refinancing Risk, Liquidity and the Underpricing of Newly Issued Bonds. ACCOUNTING AND FINANCE.
(2024) Transient institutional ownership, costly external finance and corporate cash holdings. JOURNAL OF BUSINESS FINANCE & ACCOUNTING. 52, 2
(2024) CORRECT? CORECT!: Classification of ESG Ratings with Earnings Call Transcript. KSII TRANSACTIONS ON INTERNET AND INFORMATION SYSTEMS. 18, 4
(2022) The effect of stock liquidity on corporate cash holdings: The real investment motive. INTERNATIONAL REVIEW OF FINANCE. 22, 3
(2022) The financial value of the within-government political network: Evidence from Chinese municipal corporate bonds. FINANCE RESEARCH LETTERS. 47
(2022) Effects of catastrophic financial loss on suicide risk: evidence from Korean stock market crash in October 2008. SOCIAL PSYCHIATRY AND PSYCHIATRIC EPIDEMIOLOGY. 57, 1
(2021) Cross-listing, foreign independent directors and firm value. JOURNAL OF BUSINESS RESEARCH. 136, 1
(2021) Flight to quality and implicit guarantee: Evidence from Chinese trust products. INTERNATIONAL REVIEW OF ECONOMICS & FINANCE. 75, 1
(2020) Cross-listing and the Value of Corporate Cash Holdings: Evidence from China. 재무연구. 33, 4
(2020) Lumpy investment and expected stock returns. ECONOMICS LETTERS. 193
(2020) BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness. JOURNAL OF FUTURES MARKETS. 40, 1
(2019) The choice between PIPE and SEO in China. CHINA ECONOMIC REVIEW. 57
(2017) Uncertainty and the value of cash holdings. ECONOMICS LETTERS. 155
(2017) Horizon analysis of art investments: Evidence from the Chinese market. PACIFIC-BASIN FINANCE JOURNAL. 41
(2016) Early warning indicators of banking crisis and bank related stock returns. FINANCE RESEARCH LETTERS. 18
(2016) Long-term perspective on the stock market matters in asset pricing. FINANCE RESEARCH LETTERS. 16
(2016) Financial constraints, board governance standards, and corporate cash holdings. Review of Financial Economics. 28
(2015) Credit conditions and stock return predictability. JOURNAL OF MONETARY ECONOMICS. 74, 1

관심분야

Empirical Asset Pricing
Empirical Corporate Finance
Banking
Chinese Financial Market

연구주제

Return Predictability
Credit Risk
Cash Holding
Chinese Financial Market

학회활동

(2024) The Value of Sustainability: Evidence from the Issuance Premium of Sustainability Linked Bonds. CAFM2024. 대한민국
(2019) Bank Lending Cycle and Expected Stock Returns. CAFM 2019. 대한민국
(2019) Ambiguity and Corporate Bond Prices. 2019 APAD Conference. 대한민국
(2019) Geographic Concentration and Creditor Coordination: Evidence from Syndicated Loan Covenants. 한국증권학회 1차정기학술발표회. 대한민국
(2018) Institutional Ownership and the Value of Cash Holdings. The 13th International Conference on Asia-Pacific Financial Markets. 대한민국
(2018) Institutional Ownership and the Value of Cash Holdings. 2018 FMA Annual Meeting. 미국

성명

백창룡

직위구분

참여교수

연구실번호

02-760-0602

연구실주소

다산경제관 4층 32410호실

이메일

crbaek@skku.edu

홈페이지

사업참여기간

약력

(Ph.D.) The University of North Carolina at Chapel Hill, 통계학 박사, 2010
(M.S.) 서울대학교, 통계학 석사, 2005
(B.S.) 서울대학교, 통계학 학사, 2003

경력

오하이오 대학 조교수 2010.9-2013.5
성균관대학교 조교수/부교수 2013.3 - 현재

논문

(2024) Test of change point versus long-range dependence in functional time series. JOURNAL OF TIME SERIES ANALYSIS. 45, 4
(2023) LOCAL WHITTLE ESTIMATION OF HIGH-DIMENSIONAL LONG-RUN VARIANCE AND PRECISION MATRICES. ANNALS OF STATISTICS. 51, 6
(2023) Detecting Changes in Correlation Networks with Application to Functional Connectivity of fMRI Data. PSYCHOMETRIKA. 88, 2
(2023) Volatility changes in cryptocurrencies: evidence from sparse VHAR-MGARCH model. APPLIED ECONOMICS LETTERS. 1, 1
(2021) Robust test for structural instability in dynamic factor models. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS. 73, 4
(2021) Sparse vector heterogeneous autoregressive modeling for realized volatility. JOURNAL OF THE KOREAN STATISTICAL SOCIETY. 50, 2
(2021) Two sample tests for high-dimensional autocovariances. COMPUTATIONAL STATISTICS DATA ANALYSIS. 153, 1
(2020) Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification. COMPUTATIONAL STATISTICS & DATA ANALYSIS. 150, 106996
(2020) Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity. JOURNAL OF STATISTICAL PLANNING AND INFERENCE. 205
(2020) Factor-augmented HAR model improves realized volatility forecasting. APPLIED ECONOMICS LETTERS. 27, 12
(2019) Detecting structural breaks in realized volatility. COMPUTATIONAL STATISTICS & DATA ANALYSIS. 134
(2018) Periodic dynamic factor models: estimation approaches and applications. ELECTRONIC JOURNAL OF STATISTICS. 12, 2
(2017) Sparse seasonal seasonal and periodic vector autoregressive modeling. COMPUTATIONAL STATISTICS & DATA ANALYSIS. 106, 1
(2015) A piecewise polynomial trend against long range dependence. JOURNAL OF THE KOREAN STATISTICAL SOCIETY. 44, 3
(2015) TESTS FOR VOLATILITY SHIFTS IN GARCH AGAINST LONG-RANGE DEPENDENCE. JOURNAL OF TIME SERIES ANALYSIS. 36, 2
(2014) On integral representations of operator fractional Brownian fields. STATISTICS & PROBABILITY LETTERS. 92
(2014) On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation. ELECTRONIC JOURNAL OF STATISTICS. 8

관심분야

고차원 시계열 분석, 장기 기억 시계열, 변화점 추정 및 검정

연구주제

시계열 분석
장기기억 시계열

성명

김광수

직위구분

참여교수

연구실번호

031-290-7969

연구실주소

제2공학관27동 3층 27312호실

이메일

kim.kwangsu@skku.edu

홈페이지

사업참여기간

논문

(2025) Meta-learning with gradient norm arbitration for sample-aware few-shot learning. KNOWLEDGE-BASED SYSTEMS. 329
(2025) Img2Tab: Automatic Class Relevant Concept Discovery from StyleGAN Features for Explainable Image Classification. INTERNATIONAL JOURNAL OF COMPUTER VISION. online, 1
(2025) Machine learning-based prediction of the necessity for the surgical treatment of distal radius fractures. JOURNAL OF ORTHOPAEDIC SURGERY AND RESEARCH. 20, 1
(2023) Predicting biomass composition and operating conditions in fluidized bed biomass gasifiers: An automated machine learning approach combined with cooperative game theory. ENERGY. 280
(2023) Analysis of load-bearing capacity factors of textile-reinforced mortar using multilayer perceptron and explainable artificial intelligence. CONSTRUCTION AND BUILDING MATERIALS. 363
(2023) Clustering and prediction of long-term functional recovery patterns in first-time stroke patients. FRONTIERS IN NEUROLOGY. 14
(2023) Enriching Chest Radiography Representations: Self-Supervised Learning with a Recalibrating and Importance Scaling. IEEE ACCESS. 11
(2022) Deep Non-Line-of-Sight Imaging Using Echolocation. SENSORS. 22, 21
(2022) 연합학습의 의료분야 적용을 위한 자기지도 메타러닝. 지능정보연구. 28, 4
(2022) Empirical Measurement of Client Contribution for Federated Learning With Data Size Diversification. IEEE ACCESS. 10
(2022) A Convolutional Transformer Model for Multivariate Time Series Prediction. IEEE ACCESS. 10
(2022) Image Perturbation-Based Deep Learning for Face Recognition Utilizing Discrete Cosine Transform. ELECTRONICS. 11, 1
(2021) ResNet 정확도 향상을 위한 깊이별 Residual Connection 비율 조절 방법 제안. 한국지능시스템학회 논문지. 31, 4
(2021) 시계열 예측을 위한 스타일 기반 트랜스포머. 정보처리학회논문지. 소프트웨어 및 데이터 공학. 10, 12

전공분야

Applied AI & Computer Vision Lab

연구주제

Computer Vision, Machine Learning

학회활동

(2025) Federated Learning for Feature Generalization with Convex Constraints. International Conference on Machine Learning. 캐나다
(2025) One-Step Generalization Ratio Guided Optimization for Domain Generalization. International Conference on Machine Learning. 캐나다
(2024) HBSCL: Human Based Scattering Compositional Learner 인간의 추론 전략을 활용한 추상적 시각 추론 모델의 추론능력 향상. 2024년도 한국통신학회 추계종합학술발표회. 대한민국
(2024) 위성 이미지 객체 탐지에서 앵커 박스의 개수가 객체 탐지 성능에 미치는 영향. 2024년도 한국통신학회 추계종합학술발표회. 대한민국
(2024) 다양한 수준의 설명을 제공하기 위한 계층적 프로토타입 기반 설명 모델. 한국정보통신학회 2024년도 추계종합학술대회. 대한민국
(2024) Edge 정보를 활용한 Style-Agnostic 모델의 도메인 일반화 능력 향상. 한국정보과학회 2024 한국컴퓨터종합학술대회. 대한민국
(2024) EC-DreamBooth: DreamBooth의 다양성 및 안정성을 위한 EC Loss. 한국정보과학회 2024 한국컴퓨터종합학술대회. 대한민국
(2024) 데이터양에 따른 일반화 성능에 대한 분석. 한국정보과학회 2024 한국컴퓨터종합학술대회. 대한민국
(2024) 딥러닝 기반의 효율적인 얼굴인식을 위한 패턴 분석. 한국정보과학회 2024 한국컴퓨터종합학술대회. 대한민국
(2024) 비대칭 손실 함수 기반 3D Gaussian-Splatting 최적화 방안 연구. 한국정보과학회 2024 한국컴퓨터종합학술대회. 대한민국
(2024) 실시간 동작 인식 및 자세 교정 스마트 미러 피트니스 시스템. 한국정보과학회 2024 한국컴퓨터종합학술대회. 대한민국
(2024) CSTA: CNN-based Spatiotemporal Attention for Video Summarization. Conference on Computer Vision and Pattern Recognition. 미국
(2023) Acoustic NLOS Imaging with Cross-Modal Knowledge Distillation. International Joint Conference on Artificial Intelligence. 중국
(2022) 강화학습 기반의 차량 경로 문제 일반화 방안 연구. 한국컴퓨터정보학회:학술대회논문집. 대한민국
(2022) 다중 레이블 분류 작업에서의 Coarse-to-Fine Curriculum Learning 메카니즘 적용 방안. 한국컴퓨터정보학회:학술대회논문집. 대한민국
(2022) 프로토타입 생성 기반 딥 러닝 모델 설명 방법. 한국컴퓨터정보학회. 대한민국
(2022) Generalized Facial Manipulation Detection with Edge Region Feature Extraction. IEEE/CVF Winter Conference on Applications of Computer Vision(WACV). 미국
(2021) CaRFE: Candidates Recursive Feature Elimination for Black-Box Model. 한국 인공지능 학술대회. 대한민국
(2021) STFT를 활용한 비가시영역 형상 복원에 관한 실험적 연구. 한국 인공지능 학술대회. 대한민국
(2021) 인공지능 기반 반려견 행동 분석 모바일 프레임워크 제안. 한국통신학회 학술대회. 대한민국

성명

김찬민

직위구분

참여교수

연구실번호

02-760-0495

연구실주소

다산경제관 3층 32312호실

이메일

chanmin.kim@skku.edu

홈페이지

사업참여기간

약력

(Ph.D.) University of Florida, 통계학 박사, 2013
(M.A.) Columbia University, 통계학 석사, 2008
(B.A. & B.B.A) 서강대학교, 경영&사학 학사, 2006

경력

보스턴 대학교 조교수 2017.9-2019.12
하버드 대학교 박사후 연구원 2014.7-2017.8

논문

(2025) Bayesian Variable Selection for High-Dimensional Mediation Analysis: Application to Metabolomics Data in Epidemiological Studies. STATISTICS IN MEDICINE. 45, 1
(2025) Bayesian MINBM: addressing multiple inflated values in discrete data. Communications for Statistical Applications and Methods. 32, 6
(2025) Estimating Causal Treatment Effects in the Sequential Parallel Comparison Design. STATISTICS IN MEDICINE. 44, 25-27
(2025) bartcs: An R Package for Bayesian Nonparametric Adjustment for Confounding. R JOURNAL. 17, 2
(2025) Bayesian nonparametric trees for principal causal effect. BIOMETRICS. 81, 1
(2025) Menopausal stage transitions and their associations with overall and individual sleep quality in middle-aged Korean women. JOURNAL OF AFFECTIVE DISORDERS. 368, .
(2024) Bayesian Nonparametric Model for Heterogeneous Treatment Effects With Zero-Inflated Data. STATISTICS IN MEDICINE. 43, 30
(2024) Overactive bladder and cognitive impairment in middle-aged women: A cross-sectional study. MATURITAS. 187, .
(2024) Early-onset vasomotor symptoms and development of depressive symptoms among premenopausal women. JOURNAL OF AFFECTIVE DISORDERS. 354, .
(2024) Utilizing local likelihood in regression discontinuity design: Investigating the impact of antiretroviral therapy eligibility on retention in clinical HIV care in South Africa. STATISTICS IN MEDICINE. 43, 8
(2024) Human papillomavirus infection and cardiovascular mortality: a cohort study. EUROPEAN HEART JOURNAL. 45, 12
(2024) Multivariate probit linear mixed models for multivariate longitudinal binary data. STATISTICS IN MEDICINE. 43, 8
(2023) History of Gestational Diabetes and Incident Nonalcoholic Fatty Liver Disease: The Kangbuk Samsung Health Study. AMERICAN JOURNAL OF GASTROENTEROLOGY. 118, 11
(2023) Serum 25-Hydroxyvitamin D Levels and Risk of Colorectal Cancer: An Age-Stratified Analysis. GASTROENTEROLOGY. 165, 4
(2023) Characterizing temporal trends in populations exposed to aircraft noise around U.S. airports: 1995–2015. JOURNAL OF EXPOSURE SCIENCE AND ENVIRONMENTAL EPIDEMIOLOGY. ., .
(2023) Dirichlet process mixture models using matrix-generalized half-t distribution. STAT. 12, 1
(2023) A Bayesian method for multinomial probit model. JOURNAL OF THE KOREAN STATISTICAL SOCIETY. 52, 1
(2023) 도시공원 면적이 유아 행복감에 미치는 영향에 대한 인과관계 연구. 응용통계연구. 36, 1
(2023) Bayesian nonparametric adjustment of confounding. BIOMETRICS. 79, 4
(2022) Robust probit linear mixed models for longitudinal binary data. BIOMETRICAL JOURNAL. 64, 7

전공분야

기타통계학(베이지안 통계)

관심분야

베이지안 비모수 / 인과추론

성명

김다혜

직위구분

참여교수

연구실번호

02-760-0889

연구실주소

경영관 3층 33314호실

이메일

daheakim@skku.edu

홈페이지

사업참여기간

약력

(Ph.D.) 2015 KAIST Management Engineering, Finance
(B.S.) 2008 KAIST Management Engineering

경력

2017.9-Present: SKK Business School, Sungkyunkwan University, Assistant Professor
2016.7-2017.6: NTU Business School, Nanyang Technological University, Research
Fellow
2015.9-2016.6: Hankuk University of Foreign Studies Business School, Adjunct
Professor
2015.9-2016.2: SKK Business School, Sungkyunkwan University, Adjunct Professor

논문

(2020) The role of psychological barriers in lottery-related anomalies. JOURNAL OF BANKING & FINANCE. 114, 1
(2019) Informed options trading on the implied volatility surface: A cross-sectional approach. JOURNAL OF FUTURES MARKETS. 40, 5
(2017) Informed Trading in the Options Market and Stock Return Predictability. JOURNAL OF FUTURES MARKETS. 37, 11
(2017) Investor Sentiment and Return Predictability of the Option to Stock Volume Ratio. FINANCIAL MANAGEMENT. 46, 3
(2017) INDIVIDUAL MEAN-VARIANCE RELATION AND STOCK-LEVEL INVESTOR SENTIMENT. JOURNAL OF BUSINESS ECONOMICS AND MANAGEMENT. 18, 1
(2016) Delta-hedged gains and risk-neutral moments. JOURNAL OF RISK. 19, 2
(2016) Gambling preference and individual equity option returns. JOURNAL OF FINANCIAL ECONOMICS. 122, 1

관심분야

Asset pricing, Derivatives

성명

김지웅

직위구분

참여교수

연구실번호

02-760-0593

연구실주소

법학관 4층

이메일

entro21@skku.edu

홈페이지

사업참여기간

약력

성균관대학교 법과대학 법학과(학사)
성균관대학교 대학원 법학과(석사)
성균관대학교 대학원 법학과(박사)

경력

성균관대학교 법학전문대학원 조교수(2024. 9. - 현재)
금융위원회 법률자문위원(2025. 6. - 현재 )
손해보험협회 금융소비자보호 내부통제기준 운영위원회(2025. 5. - 현재 )
은행연합회 규제심의위원회 위원(2025. 3 - 현재)
금융위원회 법령해석심의위원회 위원(2025. 2. - 현재)
금융정보분석원 제재심의위원회 위원(2024. 9. - 현재)
대법원 재판연구관(상사조, 2022. 4. - 2024. 9.)
금융위원회(사무관, 2016. 4. - 2022. 4.)
삼성물산 주식회사(변호사, 2015. 4. - 2016. 2.)
법무부 검찰국 국제형사과(법무관, 2013. 4. - 2015. 3.)
대한법률구조공단(법무관, 2012. 4. - 2013. 3.)
대법원 사법연수원(제41기, 2010. 3. - 2012. 1.)
제50회 사법시험 합격(2008)

논문

(2025) 전환사채 발행으로 인한 법적 문제(Ⅰ) - 전환가액 조정으로 인한 주주와의 이해조정 문제를 중심으로 -. 상사법연구. 44, 2
(2025) 주주명부 기재의 적법성에 관한 소고 - 대법원 2024. 6. 13. 선고 2018다261322 판결 -. 성균관법학. 37, 2
(2025) 단기매매차익 반환의 적용 범위에 관한 소고 - 대법원 2023. 8. 31. 선고 2022다253724 판결을 중심으로 -. 상사법연구. 43, 4

관심분야

상사법, 금융법