Kiseop Lee
Research Interests
- Applied Probability
- Data Science
- Financial Mathematics
- Machine Learning
- Market Microstructure
- Mathematical Finance
- Stochastic Analysis
Ph.D. Students from Other Departments and Universities
- Rasitha Jayasekera, University of Louisville
Education
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B.S., Seoul National University, Mathematics, 1995
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M.S., Purdue University, Statistics (Computational Finance), 2002
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Ph.D., Purdue University, Statistics, 2002
Awards/Honors
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Associate Editor, Applicable Analysis, 2015
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Editor, Modern Trends in Financial Engineering (book series), World Scientific, 2015
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Guest Editor, Advances in Mathematical Physics, special issue on Econophysics, Statistical Mechanics for Financial Applications, and Financial Mathematics, 2015
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Associate Editor, Journal of Korean Association of Financial Engineering, 2014
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Review Editor, Frontiers of Financial Engineering, 2014
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Associate Editor, Management Sciences and Financial Engineering, 2012
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Associate Editor, Journal of Applied Mathematics and Computing, 2011
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Associate Editor, Journal of Statistical Planning and Inference, 2011
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WCU Distinguished Professor, Department of Financial Engineering, Ajou University, Korea, 2010
For more information about Kiseop Lee, please visit:
https://sites.google.com/view/purdue-dsf/home
