연구처

금융공학연구실

Financial Engineering Lab (FeLab)

서병기 교수는 2012년 UNIST 경영학부에 부임하기 전까지 한국 금융 파생상품 시장에서 퀀트와 트레이더로 일해왔다. 그러한 경험을 바탕으로 금융시장에 솔루션을 제공하는 연구를 하고 있다. 그는 주로 금융 시장 변동성이나 유동성에 대한 논문을 쓰고 있으며, 금융시장을 안정화 시키기 위한 모형을 개발하는 연구도 진행하고 있다.
그는 에너지 트레이딩 및 환경 정책에도 관심이 있어, "국제에너지트레이딩 센터"의 센터장으로, "탄소중립원"의 멤버로 참여하고 있다. 인공지능 기법을 활용한 금융시장 분석과 예측, 블록체인을 활용한 시스템 개발, 가상자산 생태계 분석 및 전략 연구 또한 그의 중요한 주제이다.
Dr. Seo had worked on financial derivatives market as a quant and trader before being appointed as a professor of business administration at UNIST in 2012. The research is focused on giving solutions to the financial market based on his experiences. He published papers on financial market volatility and liquidity. He is also in the process of developing a model to stabilize the financial market.
He is also interested in energy trading and environmental policies, which leads him to serve as the director of the Center for International Energy Trading and participate as a member of the Carbon Neutral Institute. Financial market analysis and forecasting using AI techniques, blockchain system development, and analysis/strategy research on crypto asset ecosystem are his important research topics as well.

Dr. Seo had worked on financial derivatives market as a quant and trader before being appointed as a professor of business administration at UNIST in 2012. The research is focused on giving solutions to the financial market based on his experiences. He published papers on financial market volatility and liquidity. He is also in the process of developing a model to stabilize the financial market.
He is also interested in energy trading and environmental policies, which leads him to serve as the director of the Center for International Energy Trading and participate as a member of the Carbon Neutral Institute. Financial market analysis and forecasting using AI techniques, blockchain system development, and analysis/strategy research on crypto asset ecosystem are his important research topics as well.