## 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)

## 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)

+ Stochastic processes and their applications
+ Reinforcement learning and its application
+ Renewable energy - modeling, prediction, and management.
+ Quantitative finance
+ Sports analytics

## 면담 및 오피스 아워를 위한 Zoom Link

URL (비밀번호 입력 필요없음):

https://seoultech.zoom.us/j/6490221641?pwd=c0RHaXlkMXRLU1h0WkZ0TWp6RVNqZz09

URL (비밀번호 입력 필요):

https://seoultech.zoom.us/j/6490221641

비밀번호:

355785


## Undergraduate

+ Engineering Math (2019-2023, Fall) (ITM)
+ Consultancy Project (2020-2023, Spring) (ITM)
+ Stochastic Processes (2023, Fall) (IE)
+ Consulting Practice (2020, Fall) (IE)
+ IT Investment Analysis (2020, Fall) (ITM)


## Graduate

+ Data Visualization (2020Sp, 2023Sp) (Data Science)
+ Statistics & Research Methodology (2019F, 2021F, 2022F) (IT Policy)
+ Stochastic Processes and Simulation (2021Sp) (Data Science)
+ Reinforcement Learning (2021F) (Data Science)

## Other Institutions

+ Stochastic Manufacturing and Service Systems (2012-2014, Five semesters) (Undergrad, Georgia Tech, ISyE)
+ Computer Simulations (2017F) (Graduate, Hanyang University, IE)

## Teaching Material Repository

+ https://github.com/aceMKSim/teaching

# Reinforcement learning and its application

+ [Energy Economics] Park, J., Kwon, T., & Sim, M. K. (2023). Optimal energy storage system control using a Markovian degradation model—Reinforcement learning approach. Journal of Energy Storage, 71, 107964.
+ [Energy Economics] Kim, B., An, J., & Sim, M. K. (2023). Optimal continuous control of refrigerator for electricity cost minimization—Hierarchical reinforcement learning approach. Sustainable Energy, Grids and Networks, 101177.
+ [Quantitative Finance] Park, H., Sim, M. K., & Choi, D. G. (2020). An intelligent financial portfolio trading strategy using deep Q-learning. Expert Systems with Applications, 113573.

# 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)