Yongjae Lee, Ph.D.

Associate Professor,

Department of Industrial Engineering, Artificial Intelligence Graduate School, Ulsan National Institute of Science and Technology (UNIST)

Office: Bld. 112 Rm 301-7 E-mail: [email protected] Tel: +82-52-217-3118 Google Scholar, Facebook, LinkedIn

Academic Positions

• Associate Professor, Department of Industrial Engineering, UNIST, Korea, 2024 to Present
• Associate Professor, Artificial Intelligence Graduate School, UNIST, Korea, 2024 to Present
• Assistant Professor, Department of Industrial Engineering, UNIST, Korea, 2018 to 2024
• BK Assistant Professor, Department of Transdisciplinary Studies, Seoul National University, Korea, 2017 to 2018
• Post-doctoral Researcher, KAIST Center for Wealth Management Technologies, Korea, 2016 to 2017

Other academic positions and services

• Journals
  • Editorial Advisory Board Member, The Journal of Financial Data Science, 2020 to Present
  • Guest Editor, Special Issue on Statistical and Machine Learning for Investor Modelling, The Journal of Behavioral Finance, 2023 to 2024
• Academic society
  • Executive Director and Chair of Financial AI Committee, The Korean Association of Financial Engineering (한국금융공학회), 2023 to present
• Conferences
  • Organizing committee (workshop chair), The 5th International Conference on AI in Finance (ICAIF’24), New York, US, November 2024
  • Program Committee, ICAIF’23, ICAIF‘24, NeurIPS’24, ICLR’25, AISTATS’25
• Workshops
  • Organizing Committee (lead organizer), IJCAI-24 Workshop on Recommender Systems in Finance (Fin-RecSys), Jeju, August 2024
  • Organizing Committee, ICAIF’23 Workshop on Machine Learning for Investor Modelling and Recommender Systems, New York, November 2023

Visiting positions

• Visiting Researcher, Department of Operations Research and Financial Engineering, Princeton University, 2014 (Advisor: Professors John M. Mulvey and Frank J. Fabozzi)
• Visiting Researcher, Department of Operations Research and Financial Engineering, Princeton University, 2012 (Advisor: Professors John M. Mulvey and Frank J. Fabozzi)

Education

• Ph.D. in Industrial & Systems Engineering, KAIST, 2016 *Thesis Title: Demystifying Diversification Strategies by using Portfolio Optimization Techniques Advisor: Professor Woo Chang Kim

• Best Management Science Ph.D. Thesis Award in 2016 by KORMS (한국경영과학회)*

• B.S. in Computer Science, KAIST, 2011
• B.S. in Mathematical Sciences, KAIST, 2011

Non-academic Positions and Services