Financial Engineering Lab.

Sahong Park (박사홍)

Undergraduate Researcher, 2025-07 ~ Present

Interests

Portfolio Optimization, AI in Finance, Decision-Focused Learning, Large Language Models

Contact

Email: justin4396@hufs.ac.kr

Publications

• Sahong Park, Hyeongwoo Kong† (2026). A Lightweight Detector Ensemble for Univariate Time-Series Anomaly Detection. SSRN preprint. [paper]
  bib

  @misc{park2026lightweight,
    author       = {Park, Sahong and Kong, Hyeongwoo},
    title        = {A Lightweight Detector Ensemble for Univariate Time-Series Anomaly Detection},
    year         = {2026},
    howpublished = {SSRN preprint},
    doi          = {10.2139/ssrn.7552763}
  }

• Sahong Park, Suhwan Park, Hoyoung Lee, Gakyung Kwon, Wonbin Ahn, Jaewon Choi, Alejandro Lopez-Lira, Yoon Kim, Chanyeol Choi, Hyeongwoo Kong†, Yongjae Lee† (2026). Your AI, On a Dial: Controlling Investment Bias in LLMs with a Single Neuron. arXiv preprint. [paper]
  bib

  @misc{park2026dial,
    author        = {Park, Sahong and Park, Suhwan and Lee, Hoyoung and Kwon, Gakyung and Ahn, Wonbin and Choi, Jaewon and Lopez-Lira, Alejandro and Kim, Yoon and Choi, Chanyeol and Kong, Hyeongwoo and Lee, Yongjae},
    title         = {Your AI, On a Dial: Controlling Investment Bias in LLMs with a Single Neuron},
    year          = {2026},
    eprint        = {2608.22852},
    archivePrefix = {arXiv},
    howpublished  = {arXiv preprint}
  }

• Sahong Park, Hyeongwoo Kong† (2026). Gerber-Shrinkage Covariance: Global Minimum Variance Portfolio via Correlation-Based Dynamic Blending. KIIE/KORMS Spring Joint Conference (Oral Presentation). [slides]
  bib

  @inproceedings{park2026gerber,
    author    = {Park, Sahong and Kong, Hyeongwoo},
    title     = {Gerber-Shrinkage Covariance: Global Minimum Variance Portfolio via Correlation-Based Dynamic Blending},
    year      = {2026},
    booktitle = {KIIE/KORMS Spring Joint Conference}
  }

Currently Reading

• Woo Chang Kim, Yongjae Lee (2016). A uniformly distributed random portfolio. Quantitative Finance. [paper]
• Haeun Jeon, Seunghoon Choi, Hyunglip Bae, Yongjae Lee, Woo Chang Kim (2026). Decision-Focused Sparse Tangent Portfolio Optimization. ICML 2026. [paper]
• Yongjae Lee, Min Jeong Kim, Jang Ho Kim, Ju Ri Jang, Woo Chang Kim (2020). Sparse and robust portfolio selection via semi-definite relaxation. Journal of the Operational Research Society. [paper]