학력
## Georgia Institute of Technology, 산업공학과 (박사, 2014)
+ Major: Economic Decision Analysis
+ Minor: Stochastic Processes
## Univ. of Chicago 금융수학 (석사, 2008)
## 서울대학교 산업공학과 (학사, 2007)
주요 경력
## 인턴쉽
+ 미래에셋증권 (2007)
+ United Airlines (2009)
+ 삼성자산운용 (2013)
## Full-time
+ 삼성자산운용 계량연구 (2015)
+ KB자산운용 펀드매니저 (2015-2017)
+ Qarasoft Inc. 선임연구원 (2017-2018)
+ 경희대학교 산업경영공학과 연구교수 (2018-2019)
연구 분야
+ 확률 모형, 확률 과정 모형 응용
+ 강화학습 응용
+ 신재생 에너지 모델링 및 예측
+ 금융공학
+ 스포츠 분석 과학
담당 교과목
## 면담 및 오피스 아워를 위한 Zoom Link
URL (비밀번호 입력 필요없음):
https://seoultech.zoom.us/j/6490221641?pwd=c0RHaXlkMXRLU1h0WkZ0TWp6RVNqZz09
URL (비밀번호 입력 필요):
https://seoultech.zoom.us/j/6490221641
비밀번호:
355785
## Undergraduate
+ Engineering Math (2019-2023, Fall) (ITM)
+ Consultancy Project (2020-2023, Spring) (ITM)
+ Stochastic Processes (2023, Fall) (IE)
+ Consulting Practice (2020, Fall) (IE)
+ IT Investment Analysis (2020, Fall) (ITM)
## Graduate
+ Data Visualization (2020Sp, 2023Sp) (Data Science)
+ Statistics & Research Methodology (2019F, 2021F, 2022F) (IT Policy)
+ Stochastic Processes and Simulation (2021Sp) (Data Science)
+ Reinforcement Learning (2021F) (Data Science)
## Other Institutions
+ Stochastic Manufacturing and Service Systems (2012-2014, Five semesters) (Undergrad, Georgia Tech, ISyE)
+ Computer Simulations (2017F) (Graduate, Hanyang University, IE)
## Teaching Material Repository
+ https://github.com/aceMKSim/teaching
주요논문 및 저서
# Reinforcement learning and its application
+ [Energy Economics] Park, J., Kwon, T., & Sim, M. K. (2023). Optimal energy storage system control using a Markovian degradation model—Reinforcement learning approach. Journal of Energy Storage, 71, 107964.
+ [Energy Economics] Kim, B., An, J., & Sim, M. K. (2023). Optimal continuous control of refrigerator for electricity cost minimization—Hierarchical reinforcement learning approach. Sustainable Energy, Grids and Networks, 101177.
+ [Quantitative Finance] Park, H., Sim, M. K., & Choi, D. G. (2020). An intelligent financial portfolio trading strategy using deep Q-learning. Expert Systems with Applications, 113573.
# Quantitative finance
+ Sim, M. K., & Deng, S. (2020). Estimation of level-I hidden liquidity using the dynamics of limit order-book. Physica A: Statistical Mechanics and its Applications, 540, 122703. (SCIE)
+ Sim, M. K., Deng, S., & Huo, X. (2020). What can cluster analysis offer in investing?-Measuring structural changes in the investment universe. International Review of Economics & Finance. (SSCI)
# Sports analytics
+ Sim, M. & Choi, D.* (2019) The winning probability of a game and the importance of points in tennis matches. Research Quarterly for Exercise and Sport. (SSCI & SCIE)
저널 논문
◾ Concise rule induction algorithm based on one-sided maximum decision tree approach, Expert Systems with Application, 2024심민규
◾ Optimal continuous control of refrigerator for electricity cost minimization—Hierarchical reinforcement learning approach, Sustainable Energy, Grids and Networks, 2023심민규
◾ Optimal energy storage system control using a Markovian degradation model—Reinforcement learning approach, Journal of Energy Storage, 2023심민규
◾ What can cluster analysis offer in investing? - Measuring structural changes in the investment universe, International Review of Economics and Finance, vol.71 pp.299~315, 2021심민규
◾ An intelligent financial portfolio trading strategy using deep Q-learning, EXPERT SYSTEMS WITH APPLICATIONS, vol.158, 2020심민규
◾ A Quadratic Programming-Based Power Dispatch Method for a DC-Microgrid, IEEE ACCESS, vol.8 pp.211924~211936, 2020심민규
◾ SNS감성 분석을 이용한 주가 방향성 예측: 네이버 주식토론방 데이터를 이용하여, 한국전자거래학회지, vol.25 No.4 pp.61~75, 2020심민규
◾ A SHORT REVIEW ON PREDICTIONS FOR WIND POWER GENERATION { ITS LIMITATION AND FUTURE DIRECTIONS, ICIC Express Letter Part B: Applications, vol.11 No.10 pp.995~1000, 2020심민규
◾ PVHybNet: a hybrid framework for predicting photovoltaic power generation using both weather forecast and observation data, IET RENEWABLE POWER GENERATION, vol.14 No.12 pp.2192~2201, 2020심민규
◾ Wind power generation prediction based on weather forecast data using deep neural networks, ICIC Express Letters, Part B: Applications, vol.11 No.9 pp.863~868, 2020심민규
◾ The Winning Probability of a Game and the Importance of Points in Tennis Matches, Research Quarterly for Exercise and Sport, vol.91 No.3 pp.361~372, 2020심민규
◾ Estimation of level-I hidden liquidity using the dynamics of limit order-book, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, vol.540, 2020심민규
◾ 스마트 그리드(스마트 에너지)의 스마트 시티에의 통합에 대한 문헌 연구, 한국전자거래학회지, vol.25 No.1 pp.35~43, 2020심민규
◾ An Optimal Purchase Decision of Reusable Packaging in the Automotive Industry, Sustainability, 2019심민규
◾ A Two-Step Approach to Solar Power Generation Prediction Based on Weather Data Using Machine Learning, SUSTAINABILITY, vol.11 No.5, 2019심민규
학술대회
◾ Bongseok Kim*, Jeongeon Lee**, Jaemin Park***,Kyungjin Choi****, Min Kyu Sim*****, Explainable Machine Learning Models for Precise State of Charge Estimation in Electric Vehicle Batteries, Explainable Machine Learning Models for Precise State of Charge Estimation in Electric Vehicle Batteries, Hyatt Regency Bellevue, 2023심민규
◾ 김명진, 류지혜, 차동호, 심민규, 주식게시판 데이터에 대한 감성분석 – 딥러닝을 이용한 주식 시장 예측, 언택트 시대의 DIGITAL TRANSFORMATION 기술과 전략, 온라인, 2020심민규
◾ 심민규 정범진 김우제, 아파트 전기요금 단일계약제 하에서의 분배에 관한 사회적 문제 ‑ 시뮬레이션 연구, 언택트 시대의 디지털트랜스포메이션과 산업공학, 서울과학기술대학교, 2020심민규
◾ 백민우, 심민규, 정재윤, 스마트 그리드(스마트 에너지)의 스마트 시티에의 통합에 대한 문헌 연구, 한국전자거래학회 2019 추계학술대회, 상명대학교, 2019심민규
◾ 백민우 심민규 정재윤, 머신러닝을 이용한 기상 예보 데이터 기반 풍력 발전량 예측, 2019년 추계학술대회, 상명대학교, 2019심민규
저역서
◾ John B. Guerard, Jr., Portfolio Construction, Measurement, and Efficiency: Essays in Honor of Jack Treynor, 저서, 978-33-19339-74-0, Springer, 2016심민규
연구프로젝트
◾ 치과 영상데이터를 기반으로 한 치아식별 및 임플란트 삽입가이드 인공지능설계를 통한 기업 지원, 한국산업기술시험원, 2019.12.~2020.03.심민규
수상
◾ 머신러닝을 이용한 기상 예보 데이터기반 풍력발전량 예측, 우수논문상, 한국전자거래학회, 2019심민규
기타(학회활동 등)
+ 사단법인 한국전자거래학회 이사 (2020~)
+ 서울물연구원 자문위원 (2022-)
X
산업정보시스템전공