Biography

Jiwon Jung earned her Ph.D. in the Department of Statistics at Purdue University in 2024. She is a member of the research focus group Data Science in Finance and Industry and is advised by Dr. Kiseop Lee and Dr. Mengyi Xu. She earned her Bachelor’s degree in Economics and Statistics from Seoul National University, where she also completed her Master’s degree in Statistics. From 2019 to 2020, she worked as a researcher at Asan Medical Center, focusing on developing cancer imaging analysis. Currently, she serves as a smart factory researcher at Vivity AI, contributing to collaborative projects between industry and academia.

You can reach her 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.