Latest News

• Oct 2026 — Our preprint “A Lightweight Detector Ensemble for Univariate Time-Series Anomaly Detection” is on SSRN.
• Aug 2026 — Our preprint “Your AI, On a Dial: Controlling Investment Bias in LLMs with a Single Neuron” is on arXiv.
• Jun 2026 — Gave an oral presentation on Gerber-shrinkage covariance at the Financial AI session of the 2026 KIIE Spring Conference, Gyeongju.

About Me

I am an undergraduate researcher in the Financial Engineering Lab. (advised by Prof. Hyeongwoo Kong) at the Division of Finance & AI, Hankuk University of Foreign Studies (HUFS). I work at the intersection of quantitative finance and machine learning. My research interests center on Portfolio Optimization, Decision-Focused Learning, and Large Language Models in Finance, with secondary interests in graph neural networks, synthetic data, and explainable AI.

I plan to pursue an integrated M.S./Ph.D. in Financial Engineering beginning in 2027.

Education

• Hankuk University of Foreign Studies (HUFS), South Korea
  B.S. in AI Convergence, Division of Finance & AI, 2027 (expected) · GPA 4.23 / 4.5

Experience

• Visiting Research Student, Korea Financial Telecommunications & Clearings Institute (KFTC), 2026.03 – 2026.07 / 2026.10 –
  Enhancing suspicious money-laundering transaction detection using AI-based payment network analysis (industry–academic project with UNIST, Prof. Yongjae Lee)
• Undergraduate Researcher, Financial Engineering Lab., HUFS, 2025.07 –
  Advisor: Prof. Hyeongwoo Kong · fully funded since 2026.03
• Research Assistant, UNIST (external collaboration), 2026.03 – 2026.07
• Department Assistant, Division of Finance & AI, HUFS, 2024.09 – 2026.02 / 2026.09 –
  GPU server scheduling & maintenance

Publications

• A Lightweight Detector Ensemble for Univariate Time-Series Anomaly Detection
  Sahong Park, Hyeongwoo Kong⁺
  SSRN preprint, 2026
• Your AI, On a Dial: Controlling Investment Bias in LLMs with a Single Neuron
  Sahong Park, Suhwan Park, Hoyoung Lee, Gakyung Kwon, Wonbin Ahn, Jaewon Choi, Alejandro Lopez-Lira, Yoon Kim, Chanyeol Choi, Hyeongwoo Kong⁺, Yongjae Lee⁺
  arXiv preprint (2608.22852), 2026
• Gerber-Shrinkage Covariance: Global Minimum Variance Portfolio via Correlation-Based Dynamic Blending
  Sahong Park, Hyeongwoo Kong
  Korean Institute of Industrial Engineers (KIIE) Spring Conference 2026, Oral Presentation

⁺ corresponding author

Ongoing Work

• Portfolio Optimization
  Developing the Gerber-shrinkage covariance work (GerberShrink, KIIE 2026) further.
• Investment Bias in LLMs
• Multivariate Time-Series Anomaly Detection

Projects

• KFTC × UNIST · 2026
  AI-based Anti-Money Laundering Detection
  Suspicious transaction detection on payment networks with graph neural networks.

Honors & Awards

• Academic Merit Scholarship, HUFS, 2025 – 2026
• Choi Eon-do Scholarship, AB Choi Family Foundation, 2025
• Graduate Assistantship, HUFS, 2024 – 2025
• Academic Excellence Scholarship, Gumi City Scholarship Foundation, 2024

Talks & Presentations

• KIIE Spring Conference 2026, Oral Presentation
  GerberShrink: Correlation-based Portfolio Optimization
• HUFS Winter 2025 Departmental Research Symposium
  Decision-Focused Learning for Minimum Variance Portfolio Optimization
• HUFS Summer 2025 Departmental Research Symposium
  LLM-Based Owner Risk Sentiment and Stock Return Analysis

Organizing & Advising

• Data Analysis & Technology (DAT), HUFS student academic society (~25 members/semester)
  Executive Member (Spring 2025) → President (Fall 2025) → Advisor (Spring 2026)
• ITDA — Seoul Metropolitan Data Science Society, Spring 2026
  Advisor (topic proposal & preliminary reviewer). Proposed the inaugural research topic, GNN-Based Abusive Review Detection in E-Commerce.

Journal Club

Papers I have presented at the lab journal club.