Financial Technology Lab
Korea University
김장호 Jang Ho Kim, Ph.D.
I am an associate professor in the Graduate School of Management of Technology at Korea University. Previously, I was a professor in Industrial and Management Systems Engineering and Big Data Analytics at Kyung Hee University. I serve on the editorial advisory board of The Journal of Portfolio Management. My research is focused on financial technology, portfolio management, automated investments, and financial data analysis.
I received my Ph.D. from KAIST in Industrial and Systems Engineering with a focus on Financial Engineering. I have a Master of Engineering and a Bachelor of Science in Computer Science, both from Cornell University. Prior to my doctoral program, I was an associate in the electronic trading technology team of Bank of America Merrill Lynch in New York City.
Contact: janghokim@korea.ac.kr
Academic Positions
Associate Professor, Graduate School of Management of Technology, Korea University, 2024-present.
Department Head, Industrial and Management Systems Engineering, Kyung Hee University, 2022-2023.
Department Head, Big Data Analytics, Graduate School, Kyung Hee University, 2023.
Assistant/Associate Professor, Industrial and Management Systems Engineering, Kyung Hee University, 2015-2023.
Assistant/Associate Professor, Big Data Analytics, Graduate School, Kyung Hee University, 2020-2023.
Adjunct Professor, Department of Software Convergence, Kyung Hee University, 2017-2023.
Visiting Assistant Professor, College of Business, James Madison University, 2014-2015
Education
Ph.D. in Industrial and Systems Engineering, KAIST, 2014
M.Eng. in Computer Science, Cornell University, 2008
B.S. in Computer Science, Cornell University, 2007
Advisory and Other Positions
Editorial Advisory Board, The Journal of Portfolio Management, 2017-present.
Advisor (자문교수), Fount Inc., 2021-2023.
KIIE (Korean Institute of Industrial Engineers), 대한산업공학회 대외협력 이사, 2021-present.
Committee Member, Council of Expertise on Investment Policy, National Pension Service of Korea (국민연금 투자정책전문위원회), 2019.
Co-founder & Advisor, Veranos, 2017-2020.
Collaborator, KAIST Center for Wealth Management Technologies, 2016-present.
Guest Editor, Special Issue on Applications of Optimisation in Finance, International Journal of Financial Engineering and Risk Management, 2018.
Awards
2021 Kyung Hee Fellow (2021 경희Fellow 교육), [KHU interview (Korean)]
Professional Experience
DPT Capital Management, LLC (Princeton, NJ) 2012 (Strategic Investment Research, Intern)
Bank of America Merrill Lynch (New York, NY) 2008-2010 (Electronic Trading Technology, Associate)
Bank of America Merrill Lynch (New York, NY) 2007 (Algorithm Trading Engine, Intern)
Korea Telecom (Seoul, South Korea) 2005 (Context-Awareness Research, Intern)
Teaching
MOT722: Technology for Financial Management, since 2024
MOT724: Investments, since 2024
BDA 733: Advanced Financial Engineering, 2021-2023
SWCON 424: Financial Data Analysis, 2020-2023
IE 101: Introduction to Programming, 2016-2019
IE 201: Engineering Economics, 2017-2023
IE 208: Applied Statistics, 2015-2023
IE 319/IE 418: Capstone Design (Industrial Engineering), 2017-2019
IE 414: Financial Engineering, 2015-2023
IE 736: Financial Optimization for Asset Management, 2023
IE 738: Advanced Financial Engineering, 2017-2023
IE 747: Industrial Probability and Statistics, 2018
FIN 471 (0001/2): Advanced Topics in Investment, Spring 2015
FIN 498 (0002): Introduction to Financial Engineering, Fall 2014 and Spring 2015
FIN 498 (0003/4): Portfolio Management, Fall 2014
Other Research Activities
Peer reviews for academic journals: The Journal of Portfolio Management, Quantitative Finance, Finance Research Letters, Applied Economics Letters, Annals of Operations Research, Journal of Optimization Theory and Applications, Journal of the Operational Research Society, Operational Research - An International Journal (ORIJ), Journal of Economics and Business, Emerging Markets Finance and Trade, IMA Journal of Management Mathematics, International Journal of Multicriteria Decision Making, Journal of the Korean Institute of Industrial Engineers (JKIIE)