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dynamic-investing's Introduction

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Hi there! ๐Ÿ‘‹

My name is Junghun Lee, working
Iโ€™m currently belonged to Sogang University (senior, undergraduated)

Majors

Financial Economics : ๊ธˆ์œต๊ฒฝ์ œ

Econometrics : ๊ณ„๋Ÿ‰๊ฒฝ์ œ

Bigdata Science : ๋ฐ์ดํ„ฐ์‚ฌ์ด์–ธ์Šค(์—”์ง€๋‹ˆ์–ด)

Japanese Culture : ์ผ๋ณธ๋ฌธํ™”(์–ธ์–ด,๋ฌธํ™”)

Minors

Artificial Intelligence Convergence Software Programming


I can do...


๐Ÿ’ป My Stack


๐ŸŒŽ Homepages


๊ธˆ์œต๋ฐ์ดํ„ฐ๋ถ„์„ํ•™ํšŒ FIND-A 5๊ธฐ, ํ•™์ˆ ๋ถ€ ๋ถ€์žฅ(2023-01)

์„œ๊ฐ•๋Œ€ํ•™๊ต ๊ณ„๋Ÿ‰๊ธˆ์œตํ•™ํšŒ Quantifi ํ•™ํšŒ์žฅ(2023~2024.02)

์„œ๊ฐ•๋Œ€ํ•™๊ต ๊ณ„๋Ÿ‰๊ธˆ์œตํ•™ํšŒ Quantifi ํ•™์ˆ ๋ถ€์žฅ(2024.02~)

Core16 Data Engineer (2024.03~)


๐Ÿ† Prize / Certificates

์ˆ˜์ƒ์—ฐ๋„ ์ˆ˜์ƒ์ฃผ์ฒด ๋‚ด์—ญ ๋น„๊ณ 
2022 ์„œ๊ฐ•๋Œ€ํ•™๊ต ์„œ๊ฐ•๋Œ€ํ•™๊ต ๊ฒฝ์ œ๋Œ€ํ•™ ์„ฑ์ ์šฐ์ˆ˜ํ•™์ƒ ๊ฒฝ์ œ๋Œ€ํ•™ 4๋“ฑ
2023 ํ•œ๊ตญ๊ธˆ์œตํˆฌ์žํ˜‘ํšŒ ํˆฌ์ž์ž์‚ฐ์šด์šฉ์‚ฌ
2023 NHํˆฌ์ž์ฆ๊ถŒ ๋น…๋ฐ์ดํ„ฐ๊ฒฝ์ง„๋Œ€ํšŒ ์šฐ์ˆ˜์ƒ ์ „์ฒด 2๋“ฑ
2023 ์„œ๊ฐ•๋Œ€ํ•™๊ต ์„œ๊ฐ•์œตํ•ฉ๊ธฐ์ˆ ๊ฒฝ์ง„๋Œ€ํšŒ ๋Œ€์ƒ ์ธ๋ฌธ์‚ฌํšŒ์˜ˆ์ฒด๋Šฅ๊ณ„์—ด ๋Œ€์ƒ
2023 FIND-A ํ•˜์ดํผํŒŒ๋ผ๋ฏธํ„ฐ์ƒ ํ•™ํšŒ ๊ธฐ์—ฌ์ž ๋Œ€์ƒ
2023 ์„œ๊ฐ•๋Œ€ํ•™๊ต ์„œ๊ฐ•๋Œ€ํ•™๊ต ๊ฒฝ์ œ๋Œ€ํ•™ ์„ฑ์ ์šฐ์ˆ˜ํ•™์ƒ ๊ฒฝ์ œ๋Œ€ํ•™ 1๋“ฑ
2024 DB๊ธˆ์œต๊ทธ๋ฃน DB๊ธˆ์œต๊ฒฝ์ œ๊ณต๋ชจ์ „ ์žฅ๋ ค์ƒ ์ฃผ์ œ : Nowcasting with Explainable Machine Learning
2024 ํ•œ๊ตญ๋ฐ์ดํ„ฐ์‚ฐ์—…์ง„ํฅ์› ๋ฐ์ดํ„ฐ๋ถ„์„์ค€์ „๋ฌธ๊ฐ€

Projects

์—ฐ๋„ ์—ญํ•  ์ฃผ์ œ ๋น„๊ณ 
2022 ํŒ€์žฅ Turnover ์ง€ํ‘œ๋ฅผ ์ด์šฉํ•œ ๋ชจ๋ฉ˜ํ…€ ํˆฌ์ž์ „๋žต ๊ฐœ๋ฐœ ๊ธˆ์œต์‹œ์žฅ๊ณ„๋Ÿ‰๋ถ„์„(์บก์Šคํ†ค๋””์ž์ธ)
2022 ํŒ€์› ํ•œ๊ตญ ์†Œ๋“ ์˜ˆ์ธก ํ”„๋กœ์ ํŠธ ๊ฒฝ์ œํ•™๋„๋ฅผ์œ„ํ•œ๊ธฐ๊ณ„ํ•™์Šต
2022 ๊ฐœ์ธํ”„๋กœ์ ํŠธ ํ•œ๊ตญ ๋ถ€๋™์‚ฐ ๊ฐ€๊ฒฉ ์˜ˆ์ธก ๋ชจ๋ธ ๊ตฌ์ถ• ํ”„๋กœ์ ํŠธ ๊ธฐ์ดˆ๋น…๋ฐ์ดํ„ฐํ”„๋กœ๊ทธ๋ž˜๋ฐ
2023 ํŒ€์žฅ Machine Learning์„ ์ด์šฉํ•œ ๋งค๋งค์ „๋žต ๊ตฌ์ถ• ํ”„๋กœ์ ํŠธ AI๊ธˆ์œต(์บก์Šคํ†ค๋””์ž์ธ)
2023 ๋ชจ๋ธ ๊ตฌ์ถ• ์—ฌํ–‰์‚ฌ์ง„์„ ๋ถ„๋ฅ˜ ์„œ๋น„์Šค ๊ฐœ๋ฐœ ํ”„๋กœ์ ํŠธ AI์บก์Šคํ†ค๋””์ž์ธ๊ณผ ์ฐฝ์—…
2023 ๋ชจ๋ธ ๊ตฌ์ถ• Black Litterman Model์„ ํ™œ์šฉํ•œ Dynamic EMP ํˆฌ์ž์ „๋žต ๊ฐœ๋ฐœ FIND-A
2023 ๊ฐœ์ธํ”„๋กœ์ ํŠธ Machineใ€€Learningใ‚’ไฝฟใ†ๆ—ฅๆœฌใฎ็ตŒๆธˆๆˆ้•ท็Ž‡ไบˆๆธฌใƒขใƒ‡ใƒซๆง‹็ฏ‰ ๆ™‚ไบ‹ๆ—ฅๆœฌ่ชž
2023 ๊ฐœ์ธํ”„๋กœ์ ํŠธ SNSใ‚„ใƒใƒผใ‚ฟใƒซใ‚ตใ‚คใƒˆใซใŠใ‘ใ‚‹ๆ—ฅ้Ÿ“ไธกๅ›ฝใฎๆ–‡ๅŒ–ไบคๆตใฎๅˆ†ๆž ๆ—ฅๆœฌๅญฆๆฆ‚่ซ–
2023 ML Engineer Nowcasting with Explainable Machine Learning ๊ฒฝ๊ธฐ๋ณ€๋™๋ก (์บก์Šคํ†ค๋””์ž์ธ)
2023 ๊ฐœ์ธํ”„๋กœ์ ํŠธ Crude Oil Price Prediction using oilprice news data ์›น๋ฐ์ดํ„ฐ์ˆ˜์ง‘๊ณผ ํ…์ŠคํŠธ๋ถ„์„(์บก์Šคํ†ค๋””์ž์ธ)
2023 ํŒ€์› Short-term USA GDP Prediction using FOMC texts and sentiments ์›น๋ฐ์ดํ„ฐ์ˆ˜์ง‘๊ณผ ํ…์ŠคํŠธ๋ถ„์„(์บก์Šคํ†ค๋””์ž์ธ)
2023 ํŒ€์žฅ ์„œ์šธ์‹œ ์žฌ๊ฐœ๋ฐœ์ง€์—ญ ์˜ˆ์ธก ๋ชจํ˜• ๊ตฌ์ถ• ์‚ฐ์—…์ˆ˜ํ•™(์บก์Šคํ†ค๋””์ž์ธ)
2023 Software Engineer ๊ต๋ณด๋ฌธ๊ณ  ์•ฑ ์žฌ๊ตฌ์ถ• ํ”„๋กœ์ ํŠธ(ํ”„๋กœํ† ํƒ€์ž… ์ œ์ž‘) ๋น…๋ฐ์ดํ„ฐ์ข…ํ•ฉ์„ค๊ณ„(์บก์Šคํ†ค๋””์ž์ธ)
2023 ๊ฐœ์ธํ”„๋กœ์ ํŠธ Web3.0 Auction System ๊ตฌ์ถ• ํ”„๋กœ์ ํŠธ ๋ธ”๋ก์ฒด์ธ ๋ฐ ์‘์šฉ
2023 ML Engineer Overnight Effect from USA market to KOSPI & KOSDAQ NHํˆฌ์ž์ฆ๊ถŒ
2023 ML Engineer Backtesting with Synthetic data in empirical market Qauntifi
2023 ๊ฐœ์ธํ”„๋กœ์ ํŠธ Financial Machine Learning Library ๊ฐœ๋ฐœ FIND-A, Quantifi
2024 ๊ฐœ์ธํ”„๋กœ์ ํŠธ Dynamic Asset Management with Deep Learning
2024 ML Engineer & Project Manager Meta Trader 2024 ์„œ๊ฐ•์œตํ•ฉ๊ธฐ์ˆ ๊ฒฝ์ง„๋Œ€ํšŒ ์ถœํ’ˆ

Recent Research / Projects

  • 2 Step Statistical Model for Financial data quality validation
  • Market Entropy
  • Developing Trading System

โœ‰๏ธ Contact to me

[email protected]

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