Introduction

Welcome to Statistical Learning & Computational Finance Laboratory, the National Leading Research Lab. (NLRL) at Department of Industrial Engineering, Seoul National University.

Vision

Research Framework

SAFE AI: Stability Analysis for Financial Engineering & Artificial Intelligence

  • SAFE AI aims at designing truly safe AI systems that are ethically fair, privacy & security assured, algorithmically stable, and interpretable to humans.

Statistical Learning=Statistical Inference + Machine Learning

  • Statistical inference: deducing properties of an underlying distribution of a population by deriving estimates and testing hypotheses from data.

  • Machine Learning: designing and implementing algorithms that is able to extract knowledge or hypothesis from data and to make predictions on data.

 

Guide for Applicants

Our lab. members are normally focusing on one of the following research areas: Statistical learning for data analytics, and Computational finance for financial technology.

Applicants should have an undergraduate calculus-based probability course and have some background in computing such as Python, MATLAB, or R.