Optimization and Financial Engineering Lab

Faculty: Byung-Ro Moon
302 Building, Room 313-2
(02) 880-1851

The Optimization & Financial Engineering laboratory aims at providing high-quality solutions to optimization problems around various academic fields and industries. We conduct theoretical, quantitative, and experimental studies to pursue maximal returns. We use a huge amount of data including financial statements, price and volume flow, as economic indicators of all the companies in the stock market. Our research topics are Algorithm Design and Analysis, Financial Engineering, Problem Space Analysis, Combinatorial Optimization, Data Mining and Genetic Algorithms.