Hyoeun Lee

Hyoeun Lee is a Clinical Assistant Professor in the Department of Statistics at the University of Illinois, affiliated with the College of Liberal Arts & Sciences. Their research focuses on fundamental statistical methodologies and quantitative approaches in social sciences, with applications in financial mathematics and econometrics. Key areas include stochastic processes, algorithmic trading, and market microstructure analysis.

Research interests emphasize optimal execution strategies in financial markets, liquidity risk modeling, and the application of stochastic calculus to high-frequency trading dynamics. Recent work explores diffusive order book models and their implications for market impact analysis.

No academic awards or grants are explicitly listed in the profile. Advising activities or student mentorship details are not provided. Hyoeun Lee’s office is located in the Computing Applications Building, Room 140, Champaign, IL.