Decision Sciences and MIS
Professor Dr. Lee has expertise in optimization and risk modeling for evaluation and quantification of uncertainty – the key factors in the decision making processes. Over the past couple of years his research has been focused on modeling and designing artificial intelligence systems. Recently, in March 2022, his NSF grant (SBIR) proposal in the blockchain division (distributed ledger) has been accepted (Award Number (FAIN): 2112078), where he serves as a Co-PI. His blockchain algorithm and related business models are effective for supply chain management, taking only desirable aspects from both central and decentralized systems based on a directed acyclic graph. He is an active scientist, his work has been published in European Journal of Operational Research, Operations Research Letters, Annals of Operations Research, Discrete Applied Mathematics and Computational Management Science, where one can find useful real-life applications of financial risk modeling, portfolio optimization, probability theory and related modeling, risk measures, corporate M&A deals evaluation, etc. Currently he works on blockchained supply chains, forecasting, data privacy, and new fairness and equity metrics using pseudo-Boolean functions.
Areas of Expertise
- Mathematical Programming
- Stochastic Processes
- Decision Models
- Risk Assessment
- Stochastic Optimization
- Operations Research
Lee, Jinwook, and Schneider, Matthew J., Geometric series representation for robust bounds of exponential smoothing difference between protected and confidential data. Annals of Operations Research (Sep 2023).
Lee, Jinwook, and Prekopa, Andras, Clusters of high-dimensional interval data and related Boolean functions of events in Euclidean space. Annals of Operations Research (Jul 2021).
Lee, Jinwook, and Kim, Jongpil, Partially ordered data sets and a new efficient method for calculating multivariate conditional value-at-risk. Annals of Operations Research (Dec 2019).
Prekopa, Andras, and Lee, Jinwook, Risk Tomography. European Journal of Operational Research 265 (Feb 2018):149-168.
Lee, Jinwook, Computing the probability of union in the n-dimensional Euclidean space for application of the multivariate quantile: p-level efficient points. Operations Research Letters 45 (May 2017):242-247.
Lee, Jinwook, Kim, Jongpil, and Prekopa, Andras, Extreme value estimation for a function of a random sample using binomial moments scheme and Boolean functions of events. Discrete Applied Mathematics 219 (Mar 2017):210-218.
Lee, Jinwook, and Prekopa, Andras, On the probability of union in the n-space. Operations Research Letters 45 (Jan 2017):19-24.
Lee, Jinwook, and Prekopa, Andras, Decision-Making from a Risk Assessment Perspective for Corporate Mergers and Acquisitions. Computational Management Science 12 (Apr 2015):243-266.
Lee, Jinwook, and Prekopa, Andras, Properties and Calculation of Multivariate Risk Measures: MVaR and MCVaR. Annals of Operations Research 211 (Dec 2013):225-254.
Lee, Jinwook, Lee, Joonhee, and Prekopa, Andras, Price Bands: A Technical Tool for Stock Trading. RRR (RUTCOR RESEARCH REPORT) (Sep 2013).
Du, Lanqing, Lee, Jinwook, Choi, Paul M.S., Kim, N., and Schneider, M., “Got Crypto? Evidence from Markowitz, Kataoka, and Conditional Value-at-Risk Models.” International Finance Review, Volume 22, UK: Emerald Group Publishing, (2022): .
Lee, Jinwook, “Price-bands: a technical tool for trading.” Fintech with Artificial Intelligence, Big Data and Blockchain, Springer, Singapore: Springer, (2021): .
Lee, Jinwook, and Choi, P.M.S, “Chain of antichains: An efficient and secure distributed ledger.” Blockchain Technologies for Smart Cities, Ed. Singh, D., et al.. Forthcoming: Springer, (2019): .
Lee, Jinwook, The Art NFTs and Their Marketplaces, 1st Congress of Blockchain & Cryptocurrency: Barcelona, Spain, (Nov 2022):
Lee, Jinwook, Choosing Aggregation Levels for Forecasting and Fairness, International Symposium on Forecasting: Oxford, UK, (Jul 2022):
Lee, Jinwook, How P2P Communication Works in the Blockchained Supply Chain, POMS international conference: Budapest, Hungary, (Jun 2022):
Lee, Jinwook, Can D2C Save Disrupted Supply Chains? Blockchained B2B Comes to the Rescue, CORS/INFORMS 2022: Vancouver, BC, (Jun 2022):
Lee, Jinwook, Potential discrimination identification using pseudo-Boolean functions, ISAIM (Symposium of Artificial Intelligence) 2022: Fort Lauderdale, FL, (Jan 2022):
Lee, Jinwook, A disruptive peer-to-peer network system for op…, INFORMS 2021: Anaheim, CA, (Oct 2021):
Lee, Jinwook, Clusters of high-dimensional interval data and …, (Jul 2021):
Lee, Jinwook, Protecting Time Series Data with Minimal Forecast Loss, International Symposium of Forecasting: Washington D.C, (Jun 2021):
Lee, Jinwook, Hyperrectangles given Boolean functions of events in the Euclidean space and its connection with a hypergraph, International Symposium of Artificial Intelligence and Mathematics: Fort Lauderdale, FL, (Jan 2020):
Lee, Jinwook, On the probability of union in the n-space, International Symposium on Artificial Intelligence and Mathematics: Fort Lauderdale, FL, (Jan 2018):
Lee, Jinwook, Partially ordered data sets and a new efficient method for calculating multivariate conditional value-at-risk, IFORS 2017: Quebec, CN, (Jul 2017):
Lee, Jinwook, Risk Tomography, OR 2015: Vienna, (Sep 2015):
Lee, Jinwook, Price Bands: A Technical Tool for Stock Trading, INFORMS: Minneapolis, MN, (Oct 2013):
Lee, Jinwook, Simultaneous Confidence Intervals for Future Stochastic Processes, INFORMS: Phoenix, AZ, (Oct 2012):
Lee, Jinwook, Properties and Calculation of Multivariate Risk…, EURO: Vilnius, Lithuania, (Jul 2012):
Lee, Jinwook, Properties and Calculation of Multivariate Risk…, INFORMS: Charlotte, NC, (Nov 2011):
Lee, Jinwook, and Du, Lanqing, The Art NFTs and Their Marketplaces, 1st Congress of Blockchain & Cryptocurrency Oct 2022. ISFA Publishing (Nov 2022):
PhD Operations Research-Rutgers University USA 2014
BS Mathematics-Stony Brook University USA 2008
BBA Business Administration-Yonsei University Korea 2003
Chained Blockchain-based Tracking and Distribution Support System (National Science Foundation (NSF)) $255,786 Mar 2022.
Academic-Rutgers Business School Instructor New Brunswick NJ Sep 2013-May 2014
Corporate-Shinhan Bank Corporate Banker Seoul Aug 2003-Feb 2006