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Prof. AHN, Dohyun 安 濤 賢 教授

Prof. AHN, Dohyun 安 濤 賢 教授
Assistant Professor
Korea Advanced Institute of Science and Technology

Research Interests :
* Quantitative risk management using optimization
and stochastic models
* Monte Carlo simulation methodologies
* Networks in finance and operations

Office: Room 509, William M.W. Mong Engineering Building
Tel: (852) 3943-8238
Email: dohyun@se.cuhk.edu.hk

=> Prof. Ahn’s personal home page


Dohyun Ahn received a B.S. degree with a double major in Industrial & Systems Engineering and Management Science in 2011 and his M.S. and Ph.D. degrees in Industrial & Systems Engineering in 2013 and 2018, all from KAIST. His methodological background lies in applied probability, optimization, and stochastic simulation, whereas his application area includes, but is not limited to, financial engineering, complex networks, and supply chain management.
In 2015, he placed second at the INFORMS Section on Finance Best Student Paper Competition and received the Best Paper Award from the Korean Operations Research and Management Science Society (KORMS). One of his papers published in The Engineering Economist was highlighted in the December 2017 issue of ISE magazine published by the Institute of Industrial & Systems Engineers (IISE).

Selected Publications

D. Ahn and K.-K. Kim, “Stress Testing and Optimal Intervention in Korean Financial System”, in preparation.

D. Ahn, N. Chen, and K.-K. Kim, “On Default Probabilities in Financial Networks”, working paper.

D. Ahn and K.-K. Kim, “Efficient Simulation for Expectations over the Union of Half-Spaces”, ACM Transactions on Modeling and Computer Simulation, forthcoming, 2018.

D. Ahn, W. Kang, K.-K. Kim, and H. Shin, “Analysis and Design of Microfinance Services: A Case of ROSCA”, The Engineering Economist, 62(3):197-230, 2017.

Department of Systems Engineering and Engineering Management, CUHK