Financial Innovation & AnalytiX Lab.

A passionate group of researchers exploring the financial innovation and applications of data analytics

If you are interested in joining the lab, please carefully check [this page].

─ About US ─

Financial Innovation & AnalytiX Lab. (FINX, 금융혁신 및 애널리틱스 연구실) in the Department of Industrial Engineering at Hanyang University aims to discover the data-driven innovations based on the complex system, financial engineering, time-series analysis & forecasting, and various machine/deep learning algorithms.

[ Domains of Expertise ]

Financial Markets & Risk Management (금융시장 및 위험관리)

  • 다양한 금융시장에서 발현되는 현상의 모형화 및 정형화된 사실(stylized facts) 발굴

  • 프렉탈(fractal) 이론을 활용한 전통적 위험관리 지표 개선 연구

  • 금융시스템 내 위험 스필오버(risk spillover)에 기반을 둔 사건연구(event study)

Investment Strategies & Portfolio Management (투자전략 및 포트폴리오 관리)

  • 상기 금융시장 관련 연구를 기초로 투자전략을 위한 변수가공(feature engineering) 연구

  • 패턴 인식 기반 시계열 내 이상치 감지(anomaly detection) 방법론 개발

  • 변수가공, NLP, 머신/딥러닝을 활용한 포트폴리오 운용전략 및 알고리듬 트레이딩 구현

Business Analytics (비즈니스 애널리틱스)

  • 수요예측을 바탕으로 한 의사결정 지원시스템 개발

  • 금융권 내 디지털 전환과 핀테크/테크핀에 활용 가능한 머신/딥러닝 응용 연구

  • 기업 비즈니스 유관 내/외부 데이터를 활용한 예측모형(predictive model) 및 활용 연구

─ recent news ─

"Visit the [History of FINX Lab]"

[2020][Sep-25] Win a student research competition | SCGF(서울신용보증재단)

  • Jun Young Byun, Young Hoon Choi, and Chulho Yoo win a 3rd place (소상공인 지원을 위한 상권분석 빅데이터 경진대회)

[2020][Sep-01] Win a departmental government research fund | National Research Foundation of Korea

  • An education and research team for sharing and cooperation based smart systems (2,975,000K).

[2020][Sep-01] Receive an internal research fund | Hanyang University

  • Anomaly detection in financial time series using the Voronoi diagram (44,000K).

[2020][Sep-01] A new researcher and four new students joined the lab

  • Ji Hwan Park, Ph.D., starts his journey as a postdoctoral research fellow in our lab.

  • Chulho Yoo and Young Hwan Cho start the journey towards the BS/MS degree in our lab.

  • Jun Young Byun and Sungbin Park start the journey as undergraduate interns in our lab.

[2020][Mar-01] A new student joined the lab

  • Young Hoon Choi starts his journey towards the M.Sc degree in our lab.

[2020][Jan-01] Proceed a supplementary contract on an industry research project | Hyundai Glovis w/ Polarium

  • Current/future price prediction algorithm in used-vehicle market (12,000K).

Financial Innovation & AnalytiX Lab.

Engineering Center 716-2, Hanyang UniversityWangsimni-ro 222, Seongdong-gu, Seoul 04763ⓒ 2019. FINX Lab. All Rights Reserved.