Hyejin Ku (Preferred)
Hyejin Ku
Full Professor, Mathematics & Statistics, York University
Joined
May 2024
Names
Emails
****@yorku.ca (Confirmed)
Personal Links
Career & Education History
Full Professor
Mathematics & Statistics, York University (yorku.ca)
2016 – Present
Associate Professor
Mathematics & Statistics, York University (yorku.ca)
2008 – 2016
Assistant Professor
Mathematics & Statistics, York University (yorku.ca)
2003 – 2008
Assistant Professor
Mathematics & Statistics, University of North Carolina at Charlotte (uncc.edu)
2001 – 2003
Postdoc
Mathematical Sciences, Carnegie Mellon University (cmu.edu)
2000 – 2001
Postdoc
Mathematics, Korea Institute for Advanced Study (kias.re.kr)
1998 – 2000
PhD student
Mathematical Sciences, Seoul National University (snu.ac.kr)
1993 – 1997
Advisors, Relations & Conflicts
Expertise
Risk-sensitive reinforcement learning
, Portfolio optimization
, Machine learning
2020 – Present
Quantitative finance
, Risk measures
, Coherent risk modeling
, Stochastic control
, Financial mathematics
1993 – 2019