Yongjoon Kim

Yongjoon Kim 

Ph.D. Student
Department of Statistics
University of Wisconsin–Madison


1245F Medical Sciences Center
1300 University Avenue
Madison, WI 53706
Email: x AT y DOT z DOT w

{“x”: “kimy”, “y”: “stat”, “z”: “wisc”, “w”: “edu”}

About Me

I am a second year Ph.D. student in the Department of Statistics at University of Wisconsin–Madison, under the supervision of Prof. Zhengjun Zhang. My research interests focus on time series analysis, dependence modeling, and extreme value theory, with applications to quantitative finance and risk management. I also have broad interests in the areas of machine learning, particularly reinforcement learning for automated financial trading. Prior to joining our program, I was a visiting research intern in Computational Statistics Research Group at Seoul National University. Before that I worked as a software developer at SAP Labs Korea. I completed my M.A. in Statistics at Columbia University, and B.S. in Electrical and Computer Engineering and B.A. in Economics at Seoul National University.

Research Interests


Work Experience

Honors and Awards