Biography

I am a Visiting Assistant Professor in the Department of Statistics at Purdue University, where I continue to build my expertise in data science, time series analysis, and applied statistics. I earned my Ph.D. in Statistics from Purdue University in 2024, where I was a member of the Data Science in Finance and Industry research group, advised by Dr. Kiseop Lee and Dr. Mengyi Xu. I hold a B.A. in Economics and Statistics and an M.S. in Statistics, both from Seoul National University.

My research centers on data-driven methods in finance and insurance, complemented by applied experience in the medical and industrial sectors. From 2019 to 2020, I worked as a researcher at Asan Medical Center, applying statistical techniques to advance cancer imaging analysis. From 2022 to 2024, I served as a smart factory researcher at Vivity AI, leading data-driven projects that integrated academic research into manufacturing systems.

You can reach me at `jung320 AT purdue DOT edu’.

Research Interests

• Quantitative Finance: Modeling limit order book dynamics using machine learning; Analyzing lead-lag effects between intraday and overnight returns
• Actuarial Science: Modeling health transition intensities using a Hawkes process
• Industrial AI: Developing and implementing machine learning models to optimize production processes and improve product quality, including automated inspection of defective products and real-time monitoring of production lines.