LabCompass

Kiseop Lee

Economics, Econometrics and Finance · Purdue University West Lafayette

OpenAlex ORCID
Mid career · publishing since 2002Rising activity
Stochastic processes and financial applicationsFinancial Markets and Investment StrategiesFinancial Risk and Volatility ModelingMarket Dynamics and VolatilityComplex Systems and Time Series Analysis

Publications

60

Citations

437

Est. group size

—

Recurring co-author estimate

Active years

25

Publishing since 2002

Research summary
AI-generated

Kiseop Lee works on quantitative finance, applying mathematical and statistical tools such as stochastic processes, machine learning, and time series methods to problems like statistical arbitrage, foreign exchange dynamics, limit order book modeling, and options pricing. This research blends financial economics with applied probability and computational methods, aiming to better model market behavior, price financial instruments, and design trading strategies.

Statistical arbitrage and trading strategiesStochastic processes in financeMarket microstructure and limit order booksForeign exchange and commodity price modelingMachine learning applications in finance

Publication output has fluctuated over the last decade but shows a notable increase in activity during 2024-2026 compared to a slower period in 2017-2018 and 2021-2022.

Generated by claude-sonnet-5 from public bibliographic data · Jul 20, 2026

Publication cadence
Publications per year over the last 10 years — averaging 3.8/year recently
2017: 1 publication17182019: 7 publications7192020: 4 publications202021: 2 publications212022: 2 publications222023: 3 publications232024: 6 publications242025: 6 publications252026: 2 publications26
Recent publications
Publishes in
  • arXiv (Cornell University)×7
  • Figshare×4
  • SSRN Electronic Journal×3
  • International Journal of Financial Engineering×3
  • Risks×2
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By research-topic overlap
  • Zachary Selk

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  • Nathan Glatt-Holtz

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  • Parisa Fatheddin

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  • Qi Feng

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This profile was generated automatically from public scholarly data (OpenAlex). Group size and activity levels are estimates derived from co-authorship patterns.

Last updated Jul 20, 2026.

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