학과소개

교수소개
 학과소개 교수소개
이름 심민규
전공 확률 과정론, 금융데이터 모델링
 
TEL 02-970-9158
E-mail mksim@seoultech.ac.kr
연구실 창학관 105호
 
교수소개 돌아가기

학력

+ 2014 Georgia Institute of Technology, 산업공학과 (Economic Decision Analysis) 박사
+ 2008 Univ. of Chicago 금융수학 석사
+ 2007 서울대학교 산업공학과 학사

주요 경력

+ 삼성자산운용/KB자산운용 펀드매니저
+ 경희대학교 산업경영공학과 연구교수

연구 분야

+ Renewable Energy Modelling
+ Stochastic Processes Application
+ Reinforcement Learning
+ Sports Analytics

담당 교과목

[Current Offering]
+ 학부: Engineering Math. (ITM전공)
+ 대학원: 통계연구방법론 (IT정책전문대학원)

[Previous courses]
+ Stochastic Manufacturing and Service Systems (2012-2014) (Undergrad, Georgia Institute of Technology)
+ Computer Simulations (2017 Fall) (Graduate, Hanyang University)

저널 논문

[Published/Accepted]

+ 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. doi: 10.3390/su11051501 (SSCI, IF=2.075 in 2017)

+ Sim, M. & Choi, D.* (Accepted) The winning probability of a game and the importance of points in tennis matches. Research Quarterly for Exercise and Sport.
(SCI & SSCI, IF=2.268 in 2017)

+ Sim, M.* & Deng, S. (In Press) An estimation of level-I hidden liquidity: Econo-physics approach, Physica A. doi: 10.1016/j.physa.2019.122703

[Under Review]

+ Singh, P., Sim, M., & Jung, J.* Smart card data analysis in public transportation: a literature review. Transportation Research Part C: Emerging Technologies. (SCI, IF=4.557 in 2017) (major revision)

+ Sim, M.*, Deng, S., & Huo, X. What can cluster analysis offer in investing? - Measuring Structural Changes in the Investment Universe, International Review of Economics and Finance (SSCI, IF=1.472 in 2017) (under review)

+ Carrera, B., Sim, M.*, & Jung, J., PVHybNet: A hybrid framework for predicting photovoltaic power generation using both weather forecast and observation data. IET Renewable Power Generation (SCI, IF=3.760 in 2017) (minor revision)

+ Park, H., Choi, D.*, & Sim, M., “An intelligent financial portfolio trading strategy using deep Q-learning.” Knowledge-Based Systems (under review)

학술대회

+ Kim, S., Jung, J., & Sim, M.* "Machine learning methods for solar power generation prediction based on weather forecast", The 6th International Conference on Big Data Applications and Services (August, 2018) - Awarded Best Paper Award (The Third Place)

+ Sim, M. & Jung, J.* "A Short Review on Wind Power Generation Prediction - Its Limitation and Future Directions", The 14th International Conference on Innovative Computing, Information and Control (August, 2019)

+ Baek, M., Jung, J.*, & Sim, M. "Wind Power Generation Prediction Based on Weather Forecast Data Using Deep Neural Networks", The 14th International Conference on Innovative Computing, Information and Control (August, 2019)

저역서

+ Deng, S., Sim, M., & Huo, X. (2016) Ch. 12: Empirical analysis of market connectedness as a risk factor for explaining expected stock returns, Portfolio Construction, Measurement, and Efficiency: Essays in Honor of Jack Treynor, Springer (ISBN-13: 978-3319339740)

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