Biography

I earned my Ph.D. in the Department of Statistics at Purdue University in 2024. I am a member of the research focus group Data Science in Finance and Industry and am advised by Dr. Kiseop Lee and Dr. Mengyi Xu. I hold a Bachelor’s degree in Economics and Statistics and a Master’s degree in Statistics, both from Seoul National University. Beyond finance and insurance research, my professional experience spans practical applications in the medical and industrial sectors. From 2019 to 2020, I worked as a researcher at Asan Medical Center, where I applied statistical methods to develop advanced cancer imaging analysis techniques. Subsequently, from 2022 to 2024, I served as a smart factory researcher at Vivity AI, contributing to cutting-edge projects that bridged academia and industry by integrating data-driven approaches into manufacturing processes. Currently, I am a Visiting Assistant Professor in the Department of Statistics at Purdue University, where I actively enhance my research and teaching expertise in data science, time series analysis, and applied statistics.

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.