Summary
Research Interests
Youngmin Ha was a quantitative researcher for investing in the stock/cryptocurrency market and pricing financial derivatives before joining Â鶹´«Ã½ in 2019.
Courses Taught:
- FINC 250 Financial Literacy
- FINC 306 Stat and Math for Data Science
- FINC 430 Principles of Machine Learning
- FINC 520 Math for Data Science
- FINC 531 Financial Technology
- FINC 632 Developing Financial Software
Selected Publications:
- Ha, Y., & Zhang, H. (2020). Algorithmic trading for online portfolio selection under limited market liquidity. European Journal of Operational Research.
- Ha, Y., & Zhang, H. (2019). Fast multi-output relevance vector regression. Economic Modelling
Education
PhD, University of Glasgow
MS, University of Michigan
MS, Pohang University of Science and Technology
BE, Soongsil University