Hyungil "Henry" Kye

I am a postdoctoral reseaercher in the Department of Finance at Aalto University School of Business place. Before joining Aalto University, I received Ph.D. in Economics from Rutgers University place and Master's and Bachelor's degree in Economics from Soongsil University place.

My research interests lie primarily in market microstructure and financial economics. I am also an applied econometrician with current focus on applications of machine learning for causal inference.

I am a big fan of R/Rcpp programming, which powers most of the quantitative analyses in my papers. I write R packages as well, with the goal of making advanced econometrics more approachable for empirical researchers in R.


Email: henry.kye@aalto.fi

@Johnson Park, Piscataway, NJ place

© 2021 Hyungil Kye. All rights reserved.