PhD Candidate
Yonsei University
Research Interests: AI in Finance, Econophysics, Energy Economics
Email: ganghyeok(at)yonsei(dot)ac(dot)kr
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Education #
Yonsei University
MA/PhD in Industrial Engineering, 2023–2026 (expected)
University of Oxford
BA in Mathematics, 2016–2020
Publications #
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Lee, G., Jeong, M., Park, T., & Ahn, K., (2025). More than ex-post fitting: log-periodic power law and its AI-based classification. Humanities and Social Sciences Communications, 12(1), 1-13. (SSCI, Top 6.8%, JCR 2024)
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Lim, K., Shin, J., Goo, G., Lee, G., & Ahn, K. (accepted). Strategic self-presentation and its effects on first date success. Springer Proceedings in Mathematics and Statistics. (SCOPUS)
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Lee, G., Joo, K., & Ahn, K. (2020, July). Market efficiency of the crude palm oil: Evidence from quantum harmonic oscillator. Journal of Physics: Conference Series, 1593, 012037. (SCOPUS)
Working Papers #
- Quantitative structure and sentiment of news articles on housing policies.
- Submitted to Chaos. (SCIE, Top 3.6%, JCR 2024)
Work in Progress #
- Pairs trading with biofuel feedstock commodities
- Controlled Growth Process with FOMC minutes
- Nuclear power plant decomposition using algorithm-based AI detection
- Survival of primary care institutions in South Korea with LLM
Funding #
- Quantum ARC seed funding (Round 2): Scotland-Korea collaboration on quantum simulation in asset pricing based on the quantum harmonic oscillator
Reviewer #
Carbon Balance and Management, Cogent Economics and Finance, Computational Economics, Emerging Markets Review, Humanities and Social Sciences Communications, International Review of Economics and Finance, Journal of Transport Economics and Policy, Pattern Recognition Letters, Physica A, PLoS ONE, Renewable Energy, Scientific Reports, Technological Forecasting and Social Change