학과소개

교수소개
 학과소개 교수소개
이름 심민규
전공 확률 과정론, 금융데이터 모델링
 
TEL 02-970-9158
E-mail mksim@seoultech.ac.kr
연구실 프론티어관 915호
 
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

[Undergraduate]
+ Consultancy Project (2020 Spring, ITM)
+ Engineering Math. (2019 Fall, ITM)

[Graduate]
+ Data Visualization (2020 Spring, Data Science)
+ Statistics & Research Methodology (2019 Fall, IT Policy)

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

저널 논문

[SCI/SCIE/SSCI]

+ 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 & SCIE, 2071-1050, IF=2.075 in 2017) (2019-03)

+ 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. doi: 10.1080/02701367.2019.1666203
(SSCI & SCIE, 0270-1367, IF=2.268 in 2017) (2019-12)

+ Sim, M.* & 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. doi: 10.1016/j.physa.2019.122703 (SCIE, 0378-4371, IF=2.500 in 2018 JCR) (2020-02)

+ Na, B., Sim, M.*, & Lee, W. (2019). An Optimal Purchase Decision of Reusable Packaging in the Automotive Industry. Sustainability, 11(23), 6579. doi:10.3390/su11236579 (SSCI & SCIE, 2071-1050, IF=2.075 in 2017) (2019-11)

+ Carrera, B., Sim, M.*, & Jung, J. (Accepted, 2019-12) PVHybNet: A hybrid framework for predicting photovoltaic power generation using both weather forecast and observation data. IET Renewable Power Generation (SCIE, 1752-1416, IF=3.760 in 2017) (Accepted, 2019-12)

[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)

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

[Under Review - Scopus]

+ Sim, M. & Jung, J.* "A Short Review on Wind Power Generation Prediction - Its Limitation and Future Directions", ICIC Express Letters, Part B: Applications (SCOPUS, 2185-2766, IF=0.12 in 2018 CitiScore)

+ Baek, M., Jung, J.*, & Sim, M. "Wind Power Generation Prediction Based on Weather Forecast Data Using Deep Neural Networks", ICIC Express Letters, Part B: Applications (SCOPUS, 2185-2766, IF=0.12 in 2018 CitiScore)

(Below is generated from the system)

◾ Estimation of level-I hidden liquidity using the dynamics of limit order-book, Physica A: Statistical Mechanics and its Applications, 2020심민규
◾ The Winning Probability of a Game and the Importance of Points in Tennis Matches, Research Quarterly for Exercise and Sport, 2019심민규
◾ PVHybNet: A hybrid framework for predicting photovoltaic power generation using both weather forecast and observation data, IET Renewable Power Generation, 2019심민규
◾ An Optimal Purchase Decision of Reusable Packaging in the Automotive Industry, Sustainability, 2019심민규
◾ A Two-Step Approach to Solar Power Generation Prediction Based on Weather Data Using Machine Learning, SUSTAINABILITY, vol.11 No.5, 2019심민규

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)

+ 심민규*, 백민우, 정재윤, "스마트 그리드(스마트 에너지)의 스마트 시티에의 통합에 대한 문헌 연구", 한국전자거래학회 2019 추계학술대회 (November, 2019)

+ 백민우, 심민규, 정재윤, "머신러닝을 이용한 기상 예보 데이터 기반 풍력 발전량 예측", 한국전자거래학회 2019 추계학술대회 (November, 2019) (우수논문상)

(Below is generated from the system)

◾ 백민우, 심민규, 정재윤, 스마트 그리드(스마트 에너지)의 스마트 시티에의 통합에 대한 문헌 연구, 한국전자거래학회 2019 추계학술대회, 상명대학교, 2019심민규
◾ 백민우 심민규 정재윤, 머신러닝을 이용한 기상 예보 데이터 기반 풍력 발전량 예측, 2019년 추계학술대회, 상명대학교, 2019심민규

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)

(Below is generated from the system)

◾ John B. Guerard, Jr., Portfolio Construction, Measurement, and Efficiency: Essays in Honor of Jack Treynor, 저서, 978-33-19339-74-0, Springer, 2016심민규

연구프로젝트

◾ 치과 영상데이터를 기반으로 한 치아식별 및 임플란트 삽입가이드 인공지능설계를 통한 기업 지원, 한국산업기술시험원, 2019.12.~2020.03.심민규

수상

◾ 머신러닝을 이용한 기상 예보 데이터기반 풍력발전량 예측, 우수논문상, 한국전자거래학회, 2019심민규

기타(학회활동 등)

+ 사단법인 한국전자거래학회 이사 (2020~)

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