| Name | Sim, Min Kyu |
|---|---|
| Position | professor |
| Tel | +82-2-970-9158 |
| Fax | 02-974-2849 |
| 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~) |