교수

이지상(LEE JI SANG)

이지상(LEE JI SANG)

기술경영학부 | 연구교수
Complex Systems, Financial Engineering, and Systemic Risk

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Field of Study
Complex Systems and Economics
Financial Engineering and Mathematical Finance
Systemic Risk and Its Measures
Education
Ph. D. in Business and Technology Management Korea Advanced Institute of Science and Technology, 2011
B.S. in Mathematical Science (Second major: Management Science, Minor: Financial Engineering Program)
Major Career
2014 Social Science Korea (SSK) Project, Contract Researcher, Mar. 2017 ~ Aug. 2017
“Systemic Risk Management and Sustainability in Global Socio-Economy” – National Research Foundation of Korea
Key Papers
Jisang Lee, Duk Hee Lee & Sung-Guan Yun (2016), “Systemic risk in liquidity channels: with the Tangible Interconnectedness", Computational Economics
“Identifying Systemic Risk Using Markov-Switching Multifractal Model and Neural Network Regression”, working paper
“Simulation-based Analysis on Systemic Risk and Trade Credit Selection”, working paper
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