전공(Track)

금융공학(Financial engineering)

담당과목(Teaching)

재무관리, 증권투자실무

학력(Education)

2001, 고려대학교, 물리학과, 이학사
2008, 포항공과대학교, 물리학과, 이학박사, 석사

주요 논문 및 저서(Selected Publications)

Gabjin oh, Ho-yong Kim, Seok-Won Ahn, Wooseop Kwak, Analyzing the financial crisis using the entropy density function, PHYSICA A Vol 419, pp 464, 2015

Kyubin Yim, Gabjin Oh, Seunghwan Kim, An analysis of the financial crisis in the KOSPI market using Hurst exponents”, PHYSICA A Vol 410, pp 327, 2014 (Corresponding author)

Gabjin Oh, "Multifractal Analysis of implied volatility in index options”, Journal of the Korean Physical Society, Vol. 64, No. 11, pp. 1751, 2014

Gabjin Oh, "Grouping characteristics of industry sectors in financial markets”, PHYSICA A, Vol 395, pp 261, 2014

Il gu Yi, Gabjin Oh, and Beom Jun Kim, "Fractality of profit landscapes and validation of time series models for stock prices”, Eur. Phys. J. B, Vol 86: 349, 2013 (Corresponding author)

Gabjin Oh, C. Eom, S. Havlin, W.-S. Jung, F. Wang, H.E. Stanley, and S. Kim, “A multifractal analysis of Asian foreign exchange markets”, The European Physical Journal B, Vol 85, 2012

Hongseok Kim, Seunghwan Kim, and Gabjin Oh, "Effects of Modularity in Financial Markets on an Agent Based Model”, Journal of the Korean Physical Society, Vol. 60, No. 4, pp.1 2012

Okyu Kwon and Gabjin Oh, “Asymmetric information flow between market index and individual stocks in several stock markets”, EPL, Vol 97, pp 28007, 2012 (Corresponding author)

Gabjin Oh, C. Eom, F. Wang, W.S. Jung, H.E. Stanley, and S. Kim, “Statistical properties of cross-correlation in the Korean stock market”, The European Physical Journal B, Vol 79, pp 55, 2011

Hongseok Kim, Gabjin Oh, and Seungwan Kim, “Multifractal analysis of the Korean agricultural market”, PHYSICA A VoL 390, PP 4286, 2011 (Corresponding author)

Seungho Yang, Younhee Lee, Gabjin OH, Jaewook Lee, “ Calibrating parametric exponential Levy models to option market data by incorporating statistical moments priors”, Expert Systems with Applications Vol 38 PP 4816, 2011

UnCheol Lee, Gabjin Oh, Seunghwan Kim, GyuJung Noh, ByungMoon Choi, and George A. Mashour, “Brain Networks maintain a Scale-free Organization across Consciousness, Anesthesia, And Recovery Evidence for Adaptive Reconfiguration”, Anesthesiology, Vol 113 No 6, 2010

Seungho Yang and Gabjin Oh, “A Bayesian Estimation of Exponential Levy Models for Implied Volatility Smile”, submitted to Journal of Empirical Finance (Corresponding Author)

Ho-Yon Kim and Gabjin Oh, “Measuring systemic risk through contagion effect of industry sector”, submitted to Journal of Banking and Finance (Corresponding Author)

Gabjin Oh, “Measuing Volatility clustering behavior in financial market”, submitted to PRE

Ho-Yong, Kim, Gabjin Oh, and Okyu Kwon, A causality between fund performance and stock market”, submitted to PHYSICA A. (Corresponding author)

Gabjin Oh, Tamina Oh, and Hoyong Kim, and Okyu Kwon, “An information flow among industry sectors in Korean stock markete”, submitted to JKPS

Gabjin Oh, Hyeongsop Shim, and Yong-Cheol Kim, “Canary in a coal mine-Analysis of Systemic Risk”, (2014)

Gabjin Oh and Woo Cheol Jun, “Measuring similarity between trend behaviors of multivariate time series”, (2014)

Kyubin Yim, Gabjin Oh, and Seunghwan Kim, “Understanding financial market states using Artificial double auction market”, (2014) (Corresponding author)

Hongseok Kim, Kyubin Yim, Seunghwan Kim, and Gabjin Oh, “Multifractal analysis of the Korean fund market”, (2014) (Corresponding author)

주요 학술발표 Selected Conference Presentations

Ho-yong Kim, J. Moon, Gabjin OH, Study on statistical properties in Korean stock market, 2014 International Industrial Information systems conference, (2014)

Gabjin OH, Portfolio, selection suing complex network, Sigmaphi (2014)

Ho-Yong Kim and Gabjin Oh, “measuring systemic risk through contagion effect of industry sector”, INFINITI (2014)

Gabjin OH, “systemic risk, financial crisis and vulnerability of economy”, 2013 FMA (2013)

Gabjin OH, “measuring systemic risk through contagion effect of industry sector”, Econophysics colloquium 2013 (2013)

수상(Honors and Rewards)

Best Paper Awards, Korean Physics Society (KPS), 2014

주요 경력(Selected Work Experience)

2008.3 ~ 2010.3, POSTECH, Department of Mathematics (PMI), postdoctoral researcher