Name Sim, Min Kyu
Position professor
Tel +82-2-970-9158
Fax 02-974-2849
E-mail mksim@seoultech.ac.kr
Profile Download
Biography
## Georgia Institute of Technology, School of Industrial and Systems Engineering (Ph.D., 2014)

+ Major: Economic Decision Analysis
+ Minor: Stochastic Processes

## University of Chicago, Financial Mathematics (Master, 2008)

## Seoul National University, Dept. of Industrial Engineering (Bachelor, 2007)
Careers
## Internships

+ Mirae Asset Securities (2007)
+ United Airlines, IL, USA (2009)
+ Samsung Asset Management (2013)

## Full-time

+ Quantitative Researcher, Samsung Asset Management (2015)
+ Portfolio Manager, KB Asset Management (2015-2017)
+ Qarasoft Inc. Senior Researcher (2017-2018)
+ Research Professor, Kyung Hee University, Department of Industrial and Management Engineering (2018-2019)
Research Areas
+ Stochastic processes and their applications
+ Reinforcement learning and its application
+ Renewable energy - modeling, prediction, and management.
+ Quantitative finance
+ Sports analytics

Teaching
## Undergraduate

+ Engineering Math (2019F, 2020F) (ITM)
+ Consultancy Project (2020 Sp) (ITM)
+ Consulting Practice (2020F) (IE)
+ IT Investment Analysis (2020F) (ITM)

## Graduate

+ Data Visualization (2020Sp) (Data Science)
+ Statistics & Research Methodology (2019F) (IT Policy)
+ Stochastic Processes and Simulation [2021Sp-Expected] (Data Science)
+ Reinforcement Learning [2021F-Expected] (Data Science)

## Other Institutions

+ Stochastic Manufacturing and Service Systems (2012-2014, Five semesters) (Undergrad, Georgia Tech, ISyE)
+ Computer Simulations (2017F) (Graduate, Hanyang University, IE)

## Course Offering Cycle

### Undergrad

+ Spring: Consultancy Project(ITM)
+ Fall: Engineering Math(ITM), 컨설팅론(IE)

### Grad

#### Data Science

+ Following three courses are taught: Stochastic Processes, Reinforcement Learning, and Data Visualization.
+ Each will be offered in a three-semester cycle. Ex) Stochastic Processes: 2021Sp, 2022F, 2024Sp
+ Suggest taking Data Visualization after the 2nd semester of your graduate program.
+ Must take Stochastic Processes before taking Reinforcement Learning.

#### IT policy

+ Statistics course will be offered biannually.
Selected Publications
# Reinforcement learning and its application

+ Park, H., Sim, M. K., & Choi, D. G. (2020). An intelligent financial portfolio trading strategy using deep Q-learning. Expert Systems with Applications, 113573. (SCIE)

# Renewable energy - modeling, prediction, and management.

+ Carrera, B., Sim, M. K., & Jung, J. Y. (2020). PVHybNet: A hybrid framework for predicting photovoltaic power generation using both weather forecast and observation data. IET Renewable Power Generation. (SCIE)
+ Kim, S., Jung, J.Y, & Sim, M.* (2019) A two-step approach to solar power generation prediction based on weather data using Machine Learning. Sustainability. (SSCI & SCIE)

# Quantitative finance

+ Sim, M. K., & Deng, S. (2020). Estimation of level-I hidden liquidity using the dynamics of limit order-book. Physica A: Statistical Mechanics and its Applications, 540, 122703. (SCIE)
+ Sim, M. K., Deng, S., & Huo, X. (2020). What can cluster analysis offer in investing?-Measuring structural changes in the investment universe. International Review of Economics & Finance. (SSCI)

# Sports analytics

+ Sim, M. & Choi, D.* (2019) The winning probability of a game and the importance of points in tennis matches. Research Quarterly for Exercise and Sport. (SSCI & SCIE)
Journal Papers
- What can cluster analysis offer in investing? - Measuring structural changes in the investment universe, International Review of Economics and Finance, vol.71 pp.299~315, 2021
- An intelligent financial portfolio trading strategy using deep Q-learning, Expert Systems with Applications, vol.158, 2020
- A Quadratic Programming-Based Power Dispatch Method for a DC-Microgrid, IEEE Access, vol.8 pp.211924~211936, 2020
- Stock Price Prediction Using Sentiment Analysis: from “Stock Discussion Room” in Naver, The Journal of Society for e-Business Studies, vol.25 No.4 pp.61~75, 2020
- A SHORT REVIEW ON PREDICTIONS FOR WIND POWER GENERATION { ITS LIMITATION AND FUTURE DIRECTIONS, ICIC Express Letter Part B: Applications, vol.11 No.10 pp.995~1000, 2020
- PVHybNet: a hybrid framework for predicting photovoltaic power generation using both weather forecast and observation data, IET Renewable Power Generation, vol.14 No.12 pp.2192~2201, 2020
- Wind power generation prediction based on weather forecast data using deep neural networks, ICIC Express Letters Part B: Applications, vol.11 No.9 pp.863~868, 2020
- The Winning Probability of a Game and the Importance of Points in Tennis Matches, Research Quarterly for Exercise and Sport, vol.91 No.3 pp.361~372, 2020
- Estimation of level-I hidden liquidity using the dynamics of limit order-book, Physica A: Statistical Mechanics and its Applications, vol.540, 2020
- Review on Integration of Smart Grid into Smart City, The Journal of Society for e-Business Studies, vol.25 No.1 pp.35~43, 2020
- An Optimal Purchase Decision of Reusable Packaging in the Automotive Industry, Sustainability, 2019
- A Two-Step Approach to Solar Power Generation Prediction Based on Weather Data Using Machine Learning, Sustainability, vol.11 No.5, 2019
Conference Papers
- 김명진, 류지혜, 차동호, 심민규, Stock market prediction using sentimental analysis on web-forum data – deep learning approach, DIGITAL TRANSFORMATION technology and strategy in the untact era, 온라인, 2020
- 심민규 정범진 김우제, Social Problems on the Distribution of Apartment Electricity Charges under Danil Contract-Simulation Study, Digital Transformation and Industrial Engineering in the Untact Era, 서울과학기술대학교, 2020
- 백민우, 심민규, 정재윤, 스마트 그리드(스마트 에너지)의 스마트 시티에의 통합에 대한 문헌 연구, 한국전자거래학회 2019 추계학술대회, 상명대학교, 2019
- 백민우 심민규 정재윤, 머신러닝을 이용한 기상 예보 데이터 기반 풍력 발전량 예측, 2019년 추계학술대회, 상명대학교, 2019
Books
- John B. Guerard, Jr., Portfolio Construction, Measurement, and Efficiency: Essays in Honor of Jack Treynor, 저서, 978-33-19339-74-0, Springer, 2016
Projects
- 치과 영상데이터를 기반으로 한 치아식별 및 임플란트 삽입가이드 인공지능설계를 통한 기업 지원, 한국산업기술시험원, 2019.12.~2020.03.
수상
- 머신러닝을 이용한 기상 예보 데이터기반 풍력발전량 예측, 우수논문상, 한국전자거래학회, 2019
Miscellaneous
+ Topic Editor, Processes (ISSN 2227-9717, indexed by SCIE, Impact Factor: 2.753)(2021~)