고빈도 실시간 데이터를 이용한 국고채 시장의 market dysfunction 모니터링
M.-Y. Lee, BOK 이슈노트, 2023
Education
Ph.D. in Physics, Pohang University of Science and Technology (POSTECH), 2020
Advisor: Prof. Woo-Sung Jung
B.S. in Physics, Kyung Hee University, 2014
Work Experience
2026.02 - Present | Bank of Korea, Economic Research Institute
Economist, Micro & Institutional Economic Studies Team
2022.10 - 2026.01 | Bank of Korea, Office of Digital Innovation
Manager, Data Science Team
Data-driven research in economics and finance2020.08 - 2022.09 | Korea Exchange
Associate Research Fellow, Securities and Derivatives Research Center
Quantitative research on derivatives markets, risk management, and market surveillance
Publications
Trading characteristics of member firms in the Korea Exchange
M.-Y. Lee, W.-S. Jung, G. Oh, Journal of the Korean Physical Society (SCIE), 2020
키워드 네트워크를 이용한 국가난제 지형도 분석
M.-Y. Lee, J.-S. Yoon, Y.-R. Cho, W.-S. Jung, 기술혁신학회지 (KCI), 2020
The dynamics of the aggressive order during a crisis
M.-Y. Lee, W.-S. Jung, G. Oh, PLOS ONE (SCIE), 2020
Classification of human occupational style by morpheme network analysis
J.-J. Jeong, M.-Y. Lee, M.-J. Kwon, W.-S. Jung, New Physics: Sae Mulli (Scopus), 2018
Talks
Global Supply Chain Risk Analysis: Application of Network Methods to LLM-Identified Structures
Conference presentation at 2026 Korea's Allied Economic Associations Annual Meeting, Republic of Korea
Monitoring and Analysis of Market Dysfunction related to Korea Treasury Bond Using High-Frequency Data
Conference presentation at 2023 FMA Annual Meeting, Chicago, USA
Great Challenges of Our Society as Viewed Policy Experts
Conference presentation at World Knowledge Forum 2022, Seoul, Republic of Korea
금리 인상기에 국채선물 거래가 국고채 금리에 미치는 영향 실증분석
Conference presentation at 2022 한국금융학회 정기학술대회, Republic of Korea
난제지형도분석을 통한 이슈 별 진화패턴연구
Conference presentation at 2019 한국기술혁신학회 추계학술대회, Republic of Korea
Market impact and inter-trading interval of order book event
Conference presentation at 2018 Korean Physical Society Fall Meeting, Republic of Korea
Monitoring market resilience using order book data
Conference presentation at 2017 한국복잡계학회 가을 컨퍼런스, Republic of Korea
Market resiliency to impact in market microstructure
Workshop at The 19th Workshop for Statistical Physics, Republic of Korea
Multifractal of the order submission
Conference presentation at 2017 Korean Physical Society Spring Meeting, Republic of Korea
Understanding the market impact on the London Stock Exchange
Workshop at APCTP 2016 Workshop on Frontiers of Physics: Push the Envelope of Statistical Physics, Republic of Korea
The price impact of the order book on the London Stock Exchange
Conference presentation at 2016 한국복잡계학회 가을 컨퍼런스, Republic of Korea
Evolution of limit order book and the price discovery in London stock exchange
Conference presentation at 2016 Korean Physical Society Fall Meeting, Republic of Korea
Media
KRX와 배우는 금융상식: 금융시장의 공짜 점심 ‘차익거래’ (Arbitrage: The Free Lunch in Financial Markets)
M.-Y. Lee, 국제신문 (Kookje Newspaper), 2021
Scholarships and Awards
Best Presentation Award, Korean Society for Complexity Science, 2016
Outstanding Teaching Assistant Award, Department of Physics, Pohang University of Science and Technology, 2014
President’s Award, Kyung Hee University, 2014
Secondary School Teacher Certificate (Science), 2014
Kwanjeong Educational Foundation Domestic Scholarship, 2012-2013
Academic Excellence Scholarship, Department of Physics, Kyung Hee University, 2010-2011