My name is Jun Kyung ("JK") Auh: I am an associate professor of finance and artificial intelligence at Yonsei University. Also, I am a founder of alphametrica LLC, a quantitative investment startup.

I am interested in a trading behavior of financial institutions like hedge funds, mutual funds or broker-dealers in capital markets of structured finance, derivatives or corporate bonds.

With extensive experience in an investment bank and a quantitative hedge fund, I enjoy implementing academic research into practice. My main practical application focuses on portfolio optimization and discovery of market-based predictors of cross-sectional asset return.