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Kiseop Lee

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


  • B.S., Seoul National University, Mathematics, 1995
  • M.S., Purdue University, Statistics (Computational Finance), 2002
  • Ph.D., Purdue University, Statistics, 2002


  • Associate Editor, Applicable Analysis, 2015
  • Editor, Modern Trends in Financial Engineering (book series), World Scientific, 2015
  • Guest Editor, Advances in Mathematical Physics, special issue on Econophysics, Statistical Mechanics for Financial Applications, and Financial Mathematics, 2015
  • Associate Editor, Journal of Korean Association of Financial Engineering, 2014
  • Review Editor, Frontiers of Financial Engineering, 2014
  • Associate Editor, Management Sciences and Financial Engineering, 2012
  • Associate Editor, Journal of Applied Mathematics and Computing, 2011
  • Associate Editor, Journal of Statistical Planning and Inference, 2011
  • WCU Distinguished Professor, Department of Financial Engineering, Ajou University, Korea, 2010
For more information about Kiseop Lee, please visit:

Purdue Department of Statistics, 150 N. University St, West Lafayette, IN 47907

Phone: (765) 494-6030, Fax: (765) 494-0558

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