B.S. , 2011, Mathematical Science, Korea Advanced Institute of Science and Technology (KAIST)

M.S. , 2013, Mathematical Science, Korea Advanced Institute of Science and Technology (KAIST)

Ph.D. , 2016, Industrial Engineering, Seoul National University

May 2018 – Feb 2019: Senior Researcher / Data Scientist, Hana Institute of Technology

Sep 2016 – April 2018: Senior Professional (CL3) / Data Scientist, Samsung Electronics, Big Data Analytics Group @ Mobile Communications Business

Sep 2015 – Aug 2016: Visiting Research Fellow, PricewaterhouseCoopers Consulting, Business Analytics Services

Sep 2014 – Aug 2015: Part-time Lecturer, Hansung University, Division of Management

Mar 2019 – Present: Assistant Professor, Dept. of Statistics, Chonnam National University, South Korea

Mathematical Modeling & Data Analytics

based on applied probability & statistics, econophysics, financial engineering, and various machine learning algorithms.

Articles in Journals

1. Bonggyun Ko, and Jae Wook Song. "A simple analytics framework for evaluating mean escape time in different term structures with stochastic volatility." Physica A: Statistical Mechanics and its Applications, 505 (2018): 398-412. (SCI /IF=2.243)

2. Bonggyun Ko, Jae Wook Song, and Woojin Chang. "Crash forecasting in the Korean stock market based on the log-periodic structure and pattern recognition." Physica A: Statistical Mechanics and its Applications, 492 (2018): 308-323. (SCI / IF=2.243)

3. Jae Wook Song, Bonggyun Ko, and Woojin Chang. “Analyzing systemic risk using non-linear marginal expected shortfall and

its minimum spanning tree.”, Physica A: Statistical Mechanics and its Applications, 491 (2018): 289-304. (SCI /IF=2.243)

4. Bonggyun Ko, and Kyungwon Kim. "Simulation of sovereign CDS market based on interaction between market participants." Physica A: Statistical Mechanics and its Applications, 458 (2017): 324-340. (SCI / IF=2.243)

5. Jae Wook Song, Bonggyun Ko, Poongjin Cho, and Woojin Chang. "Time-varying causal network of the Korean financial system based on firm-specific risk premiums." Physica A: Statistical Mechanics and its Applications, 458 (2016): 287-302. (SCI / IF=2.243)

6. Bonggyun Ko, Jae Wook Song, and Woojin Chang. "Simulation of financial market via nonlinear Ising model." International Journal of Modern Physics C 27, no. 04 (2015): 1650038. (SCI / IF=1.171)

Conference Proceedings

1. Bonggyun Ko, and Jae Wook Song. “Analyzing escape time of the Korean government bond: the Hull-White model with stochastic volatility approach”, 2018 Spring Conference of KIIE&KMES&KSS, April 2018, Gyeongju, Korea.

2. Junghoon Lee, Bonggyun Ko, and Woojin Chang. “Analysis on the stylized facts in financial market based on the heterogenous agent based simulation model”, Asia Simulation Conference 2015, Nov 2015, Jeju, Korea.

3. Jae Wook Song, Bonggyun Ko, and Woojin Chang. “Financial networks based on theory of information transfer”, Econophysics Colloquium 2015, Sep 2015, Prague, Czech Republic.

4. Bonggyun Ko, Jae Wook Song, and Woojin Chang. “Escape problem under the term structure condition and stochastic volatility”, Econophysics Colloquium 2015, Sep 2015, Prague, Czech Republic.

5. Jae Wook Song, Bonggyun Ko, and Woojin Chang. “Topology of the interbank network under the Central bank reserves”, Social Modeling and Simulations / Econophysics Colloquium 2014, Nov 2014, Kobe, Japan.

6. Bonggyun Ko, Jae Wook Song, and Woojin Chang. “Alarm Index of a major crash in Korean financial market via Log Periodic Power Law & Pattern Recognition”, Social Modeling and Simulations / Econophysics Colloquium 2014, Nov 2014, Kobe, Japan.

7. Bonggyun Ko, Jae Wook Song, and Woojin Chang. “Analysis of Major Crashes in Korean Stock Market”, Asia Pacific Industrial Engineering and Management Systems Conference 2014, Oct 2014, Jeju, Korea.

8. Jae Wook Song, Bonggyun Ko, and Woojin Chang. “Systemic risk in Interbank market: Network topologies and the role of the Central Bank”, 2014 Spring Conference of KIIE&KMES (913-922), May 2014, Busan, Korea.