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yayme/readme.md

Typing SVG


Math @ KAIST · IMO Bronze '20 '21 · AI @Huawei . Computational Mathematics @IBS

I am interested at the intersection of mathematical modeling, systems, and AI , with a bias toward problems where theory actually constrains what you can build.


Now

  • Huawei Theory Lab — LLM inference algorithms, CUDA kernels, KV cache management for hybrid attention/Mamba architectures
  • KAIST — 3rd year, Department of Mathematical Sciences , School of Computing
  • WorldQuant Brain — Consultant; Alpha research for a long short neutral hedge fund.

Research

**IBS Center for Computational Matheamtics ** Deep learning for sleep disorder classification from multimodal physiological time series. Inductive bias design under limited data.
KAIST Users & Info Lab Built cultural NLP benchmark for low-resource languages; evaluated chain-of-thought breakdown across language contexts. Paper accepted at AACL-IJCNLP 2025 Workshop.
KAIST Data Strategy Lab Pre/in/post-training bias mitigation in foundation models.

Selected Projects

Sparse Attention CUDA Kernel
Longformer-style sparse attention with Flash Attention online softmax. 1.8× speedup, O(n·w) complexity, O(1) memory.

Volatility Inference with SDEs
Heston-lite and OU SDEs with Kalman/Particle filters for crypto volatility estimation. R² ≈ 0.9 across both pipelines vs ~0.13–0.48 for GARCH baselines.

SignalCraft
Modular crypto alpha pipeline. ~52% hit rate, Sharpe > 1 with ensemble models and adaptive execution.

Yut AI
Minimax agent with Bayesian-optimized policy weights for Korean board game Yutnori. 56.5% win rate over baseline.

Stack

Python C++ CUDA PyTorch NumPy SQL JavaScript F# Scala
PostgreSQL Docker FastAPI Django


Pinned Loading

  1. Crypto-SignalCraft Crypto-SignalCraft Public

    Jupyter Notebook

  2. COE-Yutnori COE-Yutnori Public

    Jupyter Notebook

  3. Volatility-Inference-with-SDEs-Data-Assimilation Volatility-Inference-with-SDEs-Data-Assimilation Public

    Python