Eugene Jeong is carrying out research in financial engineering as a doctoral candidate in Stanford’s Management Science and Engineering Department. His primary interests are econometrics, which combines economic theory with statistics to analyze and test economic relationships, together with the statistical approach of stochastic simulation. Econometrics has important applications to the optimization of investment portfolios—a well plowed but still fertile research field—and to the modeling and prediction of credit risk, which remains poorly understood despite the ever-present threat of default.
Born in Korea, Eugene received a Bachelor’s degree in engineering and related subjects, and a Master’s degree in mathematics, from the Pohang University of Science and Technology. During the autumn of 2003, he was an exchange student at the University of Waterloo in Canada. He was earlier a software developer at Ahnlab Inc., Korea’s leading information-security company, in Seoul. Eugene particularly likes fine art and music, and enjoys playing the piano and the drums.