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Posts by Collection
portfolio
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publications
Risk stratification using multivariable fractional polynomials in diffuse large B-cell lymphoma
Jin Roh, Jiwon Jung, Yourim Lee, So-Woon Kim, Hyo-Kyung Pak, A-Neum Lee, Junho Lee, Jaehyeong Cho, Hyungwoo Cho, Dok Hyun Yoon, Rae Woong Park, Jooryung Huh, Heung-Bum Oh, Chan-Sik Park (2020). Published in Frontiers in Oncology
Immune checkpoint molecule V-set Ig domain-containing 4 (VSIG4) expression is associated with poor prognosis in advanced gastric cancer patients
So-Woon Kim, Jin Roh, Jiwon Jung, Hyo-Kyung Pak, A Lee, Young-Soo Park, Chan-Sik Park (2020). Published in The Journal of Immunology
Style transfer strategy for developing a generalizable deep learning application in digital pathology
Seo Jeong Shin, Seng Chan You, Hokyun Jeon, Ji Won Jung, Min Ho An, Rae Woong Park, Jin Roh (2021). Published in Computer Methods and Programs in Biomedicine
SportLight: statistically principled crowdsourcing method for sports highlight selection
Jiwon Jung, Seyong Ha, Won Son, Joonhwan Lee, Joong-Ho Won (2022). Published in Journal of the Korean Statistical Society
Deep Interactive Learning-based ovarian cancer segmentation of H&E-stained whole slide images to study morphological patterns of BRCA mutation
David Joon Ho, M Herman Chui, Chad M Vanderbilt, Jiwon Jung, Mark E Robson, Chan-Sik Park, Jin Roh, Thomas J Fuchs (2023). Published in Journal of Pathology Informatics
Attention-Based Reading, Highlighting, and Forecasting of the Limit Order Book
Jiwon Jung, Kiseop Lee (2025). Published in Quantitative Finance
Threshold Overnight Comovement Analysis of Intraday and Overnight Returns
Jiwon Jung, Kiseop Lee, Tim Leung (2025). Published in Investment Analysts Journal
Modeling multi-state health transitions with Hawkes processes
Jiwon Jung, Kiseop Lee, Mengyi Xu (2026). Published in North American Actuarial Journal
talks
Modeling Functional Disability with Hawkes Process Permalink
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-->Modeling Functional Disability with Hawkes Process Permalink
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-->A Lead-lag Analysis of Intraday and Overnight Returns Permalink
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-->Attention-Based Reading, Highlighting, and Forecasting of the Limit Order Book Permalink
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-->Attention-Based Reading, Highlighting, and Forecasting of the Limit Order Book Permalink
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-->Attention-Based Reading, Highlighting, and Forecasting of the Limit Order Book Permalink
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-->Modeling the Interactions Between Zero-Day Options and Underlying Markets Using Joint Limit Order Book Data. Permalink
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-->teaching
Teaching Assistant
Purdue University, Department of Statistics
- STAT 303: Probability and Statistics for Business (Fall 2021 - Spring 2022)
- STAT 511: Statistical Methods (Spring 2021)
- STAT 512: Applied Regression Analysis (Spring 2021)
Seoul National University, College of Liberal Studies
- Selected Topics Seminar 2: Information Theory (Fall 2018)
- Selected Topics Seminar 1: Knowledge (Spring 2017)
Seoul National University, Department of Statistics
- Elementary Statistics (Fall 2017)
- Big Data Special Course using R (Jan. 2016)
Statistics Instructor
Purdue University, Department of Statistics
- STAT 517: Statistical Inference (Summer 2025)
- Delivered an online graduate course to 60 students
- STAT 301: Elementary Statistical Methods (Spring 2023 - Spring 2025)
- Lectured on elementary statistics to 2 sections of 60 undergraduate students
- Covered inferential techniques and data analysis methods and taught SPSS usage as a statistical software
Applied Mathematics Instructor
University of Washington, Department of Applied Mathematics: Computational Finance and Risk Management (CFRM) Program
- CFRM 405: Mathematical Methods for Quantitative Finance (Fall 2025; Fall 2026 scheduled)
- Lectured on analytical and computational methods used in financial modeling, with emphasis on problem solving and applications to quantitative finance; 90 students
- CFRM 521: Machine Learning for Finance (Spring 2026)
- Lectured on financial data processing, model training and evaluation, and reproducible implementation; 85 students
- Guided student projects on machine learning for financial data analysis
- CFRM 425: R Programming for Quantitative Finance (Winter 2026)
- Taught data manipulation, statistical computing, visualization, simulation, and reproducible workflows for financial applications; 25 students
- CFRM 590: Multiscale Financial Signal Processing (Fall 2025)
- Co-taught a special topics course with Prof. Tim Leung on multiscale methods for financial signal analysis; 25 students
- Seminar topics originating from research work on high-frequency financial data, intraday and overnight returns, market microstructure, time-series modeling, and signal extraction.