Junhyeong Lee

Junhyeong Lee

Ph.D. Student
Industrial Engineering
UNIST
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📢 Recent News!
2025. Three papers accepted at ICAIF'25! 🎉
2023-2024. Visiting Graduate Student at University of Toronto (6 months) - Awarded $45,000 fellowship from Ministry of Science and ICT, Korea & MIE Graduate School

About

I am a Ph.D. student in Industrial Engineering at Ulsan National Institute of Science and Technology (UNIST), working in the Financial Engineering Lab under the supervision of Prof. Yongjae Lee.

My research focuses on bridging machine learning and mathematical optimization for financial decision-making.

Before starting my Ph.D., I received my Bachelor's degree in Financial Engineering from Ajou University.

Research Interests

  • Machine Learning in Optimization
  • Decision-Focused Learning
  • Portfolio Optimization
  • LLMs & Agents in Finance

Publications

* denotes equal contribution, † denotes corresponding author
Deep Learning in Asset Management: Architectures, Applications, and Challenges
Survey
Yoontae Hwang, Youngbin Lee, Junhyeong Lee, Stefan Zohren, Jang Ho Kim, Yongjae Lee, Woo Chang Kim, Frank J Fabozzi
Journal of Portfolio Management, 2025
Paper Code
Mean Variance Efficient Collaborative Filtering for Stock Recommendations
Portfolio Theory Recommender Systems
Munki Chung*, Junhyeong Lee*, Yongjae Lee†, Woochang Kim†
ICAIF (ACM International Conference on AI in Finance), 2025
Paper Code
Your AI, Not Your View: The Bias of LLMs in Investment Analysis
LLMs
Hoyoung Lee, Junhyuk Seo, Suhwan Park, Junhyeong Lee, Wonbin Ahn, Chanyeol Choi, Alejandro Lopez-Lira, Yongjae Lee†
ICAIF (ACM International Conference on AI in Finance), 2025
Paper Code
Return Prediction for Mean-Variance Portfolio Selection: How Decision-Focused Learning Shapes Forecasting Models
Decision-Focused Learning Portfolio Theory
Junhyeong Lee*, Haeun Jeon*, Hyunglip Bae†, Yongjae Lee†
ICAIF (ACM International Conference on AI in Finance), 2025
Paper Code
SimStock: Representation Model for Stock Similarities
Representation Learning
Yoontae Hwang, Junhyeong Lee, Daham Kim, Seunghwan Noh, Joohwan Hong, Yongjae Lee†
ICAIF (ACM International Conference on AI in Finance), 2023
Paper Code

Industry Projects

Development of an Investment Recommendation System Utilizing Both Investor and Stock & Fund Data
KB Securities · Sep-Nov 2024
Wild Fire Prediction and Explainable Factor Analysis using Machine Learning
University of Toronto / Canadian Coalition for Green Health Care · May-Jul 2024
Development of AI Model for Predicting Mortgage Delinquency and Bankruptcy
Korea Housing Finance Corporation · Dec 2022-Sep 2023
Implementation of an Asset Selection Model's Backtesting Module for Index Tracking
NCSOFT · Aug-Dec 2022
TBA!