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Introduction

  ▶ Overview

    Financial Investment and Risk Management (FIRM) Laboratory at Department of Industrial and Management Engineering of Pohang University of Science and Technology (POSTECH), founded in 2008, studies the quantitative analysis of financial markets using mathematical, statistical, and computational methods. The goal of FIRM Lab is to develop scientific methods for investment and risk management in financial markets.

  ▶ Research Field

    

         

  ▶ History

     
    2014.03 Jin-Gi Kim joins FIRM lab. (Combined Master's and Doctorate)
    2012.03 Hyeon-Wuk Tae joins FIRM lab. (Combined Master's and Doctorate)
    2011.03 Seungkyu Lee joins FIRM lab. (Ph.D Candidate)
    2010.03 Hyun-Tak Lee joins FIRM Lab. (Combined Master's and Doctorate)
    2009.03 Yuna Rhee joins FIRM Lab. (Ph.D Candidate)
      Kyeong Tae Kim joins FIRM Lab. (Combined Master's and Doctorate)
      Seyoung Park joins FIRM Lab. (Combined Master's and Doctorate)
    2008 Fall Foundation of FIRM Lab
                 ▶ Award
                  2012.12 "2013 Conference in Korean Operations Research and Management Science Society (KORMS)"
                    Seyoung Park, Hyun-Tak Lee, and Yuna Rhee won the Best Paper Award (Supervisor: Prof. Bong-Gyu Jang).
                  2012.12 "2012 Seventh Annual Conference on Asia-Pacific Financial Markets"
                    Yuna Rhee won the Best Dissertation Award.
                  2012.11 "2012 University(Graduate) Student Finance Ideal Competetion", sponsored by Dong-bu Group
                    Seyoung Park, Kyeong Tae Kim, and Hyun-Tak Lee won the 2nd prize.
                  2011.04 "2011 the second prize for  KRX Best Paper Award in Derivatives"
                    Prof. Bong-Gyu Jang won the Excellent Paper Award.
                  2010.01 "2009 the Competition of Investment Paper for University Students
                    sponsored by ASAM Investment Advisory".
                    Hyun-Tak Lee won the 3rd prize. (Supervisor : Prof. Bong-Gyu Jang)
                  2009.08 "2009 the Competition of Monetary Policy for University Students
                    sponsored by the Bank of Korea".
                    POSTECH Rosetta team won the 3rd prize. (Supervisor : Prof. Bong-Gyu Jang)
                  2009.01 "2008 the Competition of Knowledge of Stock and Derivatives
                    for University Students sponsored by Korea Exchange".
                    POSTECH Flex Research Group team (Kyeong Tae Kim, Seungkyu Lee)
                    won the 2nd prize. (Supervisor : Prof.Bong-Gyu Jang)