Introduction
Member
Curriculum
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IISE Factuly
IISE Factuly
Name
Sim, Min Kyu
MAJOR
Stochastic Processes, Quantitative Finance
TEL
02-970-9158
E-mail
mksim@seoultech.ac.kr
Profile
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Biography
## 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)
Careers
## 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)
Research Areas
+ Stochastic processes and their applications
+ Reinforcement learning and its application
+ Renewable energy - modeling, prediction, and management.
+ Quantitative finance
+ Sports analytics
Teaching
## 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
Selected Publications
# 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)
Journal Papers
◾ Concise rule induction algorithm based on one-sided maximum decision tree approach, Expert Systems with Application, 2024심민규
◾ Optimal continuous control of refrigerator for electricity cost minimization—Hierarchical reinforcement learning approach, Sustainable Energy, Grids and Networks, 2023심민규
◾ Optimal energy storage system control using a Markovian degradation model—Reinforcement learning approach, Journal of Energy Storage, 2023심민규
◾ What can cluster analysis offer in investing? - Measuring structural changes in the investment universe, International Review of Economics and Finance, vol.71 pp.299~315, 2021심민규
◾ An intelligent financial portfolio trading strategy using deep Q-learning, Expert Systems with Applications, vol.158, 2020심민규
◾ A Quadratic Programming-Based Power Dispatch Method for a DC-Microgrid, IEEE Access, vol.8 pp.211924~211936, 2020심민규
◾ Stock Price Prediction Using Sentiment Analysis: from “Stock Discussion Room” in Naver, The Journal of Society for e-Business Studies, vol.25 No.4 pp.61~75, 2020심민규
◾ A SHORT REVIEW ON PREDICTIONS FOR WIND POWER GENERATION { ITS LIMITATION AND FUTURE DIRECTIONS, ICIC Express Letter Part B: Applications, vol.11 No.10 pp.995~1000, 2020심민규
◾ PVHybNet: a hybrid framework for predicting photovoltaic power generation using both weather forecast and observation data, IET Renewable Power Generation, vol.14 No.12 pp.2192~2201, 2020심민규
◾ Wind power generation prediction based on weather forecast data using deep neural networks, ICIC Express Letters Part B: Applications, vol.11 No.9 pp.863~868, 2020심민규
◾ The Winning Probability of a Game and the Importance of Points in Tennis Matches, Research Quarterly for Exercise and Sport, vol.91 No.3 pp.361~372, 2020심민규
◾ Estimation of level-I hidden liquidity using the dynamics of limit order-book, Physica A: Statistical Mechanics and its Applications, vol.540, 2020심민규
◾ Review on Integration of Smart Grid into Smart City, The Journal of Society for e-Business Studies, vol.25 No.1 pp.35~43, 2020심민규
◾ 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
Conference Papers
◾ Bongseok Kim*, Jeongeon Lee**, Jaemin Park***,Kyungjin Choi****, Min Kyu Sim*****, Explainable Machine Learning Models for Precise State of Charge Estimation in Electric Vehicle Batteries, Explainable Machine Learning Models for Precise State of Charge Estimation in Electric Vehicle Batteries, Hyatt Regency Bellevue, 2023심민규
◾ 김명진, 류지혜, 차동호, 심민규, Stock market prediction using sentimental analysis on web-forum data – deep learning approach, DIGITAL TRANSFORMATION technology and strategy in the untact era, 온라인, 2020심민규
◾ 심민규 정범진 김우제, Social Problems on the Distribution of Apartment Electricity Charges under Danil Contract-Simulation Study, Digital Transformation and Industrial Engineering in the Untact Era, 서울과학기술대학교, 2020심민규
◾ 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
Books
◾ John B. Guerard, Jr., Portfolio Construction, Measurement, and Efficiency: Essays in Honor of Jack Treynor, 저서, 978-33-19339-74-0, Springer, 2016심민규
Projects
◾ 치과 영상데이터를 기반으로 한 치아식별 및 임플란트 삽입가이드 인공지능설계를 통한 기업 지원, 한국산업기술시험원, 2019.12.~2020.03.심민규
Awarded
◾ 머신러닝을 이용한 기상 예보 데이터기반 풍력발전량 예측, 우수논문상, 한국전자거래학회, 2019심민규
Industrial and Information Systems Engineering, Seoul National University of Science and Technology
232 Gongneung-ro, Nowon-gu, Seoul 01811, Korea Tel:+82-2-970-6465
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