Research Interests

• Financial Regulation and Derivatives Pricing
• Target Date Fund (TDF) Portfolio Optimization and Glide Path Design
• Stochastic / Robust / Integer optimization
• Integration of Branch-and-Bound Algorithms with Machine Learning

Conferences

• 16th ESICUP Meeting, presentation
  • Topic: Column Generation based Heuristic Algorithms for the Two-dimensional Two-stage Guillotine Cutting Stock Problem
  • 2019.04.08~12, ITAM Mexico City, Mexico.
• 21st Conference of the International Federation of Operational Research Societies, presentation
  • Topic: A new column generation approach to the two dimensional two-stage cutting stock problem
  • 2017.07.17~21, Quebec, Canada.
• 28th European conference on operational research, presentation
  • Topic: A new column generation approach to the two dimensional two-stage cutting stock problem
  • 2016.07.03~06, Poznan, Poland.
• 2016 춘계공동학술대회
  • Topic: MIP formulations for 1.5-dimensional cutting stock problem
  • 2016.04.13~13, Jeju, Korea.

Publication

• Kwon, S. J., Joung, S., & Lee, K. (2019). Comparative analysis of pattern-based models for the two-dimensional two-stage guillotine cutting stock problem. Computers & Operations Research, 109, 159-169. [Elsevier Link]