🔍  Research Interest

• Operation Research(ML + Opt)
  • Decision-Focused Learning(DFL)
• Financial Engineering & Financial Data Analysis
  • Asset management with ML/DL
• Deep Learning
  • Self- and Semi-supervised learning for tabular data

🔬  Research

• Lee, Junhyeong†; Tae, Inwoo†; Lee, Yongjae* (2024) “**Anatomy of Machines for Markowitz: Decision-Focused Learning for Mean-Variance Portfolio Optimization”,** (Pre-print)
• Hwang, Yoontae; Lee, Junhyeong; Kim, Daham; Noh, Seunghwan; Hong, Joohwan*; Lee, Yongjae* (2023) “Simstock: Representation Model for Stock Similarities”, ICAF’ 23 (Oral accepted 27%)
• Kwon, Sohyeon; Kim, Juchan; Kim, Seyoung; Lee, Junhyeong; Lee, Yongjae* (2023) “Index Tracking for Direct Indexing Services: A Deep Representation Learning Approach”, AAAI-23 Bridge Program (accepted) (I was an undergraduate student)

⚙️  Project

• Development of an Investment Recommendation System Utilizing Both Investor and Stock & Fund Data (KB Securities, Sep. 2024 - Nov 2024)
• Development of AI Model for Predicting Mortgage Delinquency and Bankruptcy (Korea Housing Finance Corporation, Dec. 2022 ~ Nov. 2023)
• Implement Backtesting Module about Asset Selection Model for Index Tracking (NCSoft, Jun.2022 - Dec. 2022)

💼  Work Experience

• Seorin Accounting Firm, Seoul S.Korea (Dec. 2020 - Feb. 2021)
  • DCF Valuation Reviewer for non-listed company