Institution: Sungkyunkwan University
Advisor: Prof. Woocheol Choi
Period: 2024 – 2025
Overview
Participated in a research seminar on machine learning and optimization methods in finance, covering both practical algorithms and theoretical foundations.
Contributions
- Reviewed and presented recent research on machine learning approaches in finance, including reinforcement learning and generative models
- Studied theoretical foundations of stochastic and robust optimization, with a focus on Sample Average Approximation and Wasserstein optimization