Explainable Neural Networks
Intrinsically interpretable architectures, local linear representations, clustering, and explicit decision rules.
Department of Statistics · Sookmyung Women's University
Explainable Neural
Computing Lab
Our lab focuses on explainable neural computing and statistical learning, with applications to forecasting and modeling complex economic, financial, time-series, and narrative text data.
Notification · 모집
연구실에 함께할 석사과정생 및 학부연구생을 모집합니다. 인공신경망 및 시계열 분석에 대한 이해와 프로그래밍 역량을 갖춘 지원자를 우대합니다. 실무 데이터 분석 또는 학술 연구에 관심이 있거나, 향후 석사 및 박사과정 진학을 희망하는 분들 환영합니다.
Explainable neural computingTime-series forecastingText & narrativesEconometricsFinancial analytics
Research
Forecasting & Nowcasting
Macroeconomic and financial forecasting, forecast combinations, uncertainty, and time-series foundation models.
Text & Narrative Data
News, analyst reports, policy narratives, sentiment, and text-based economic indicators.
Economic Policy Analytics
Housing-credit cycles, monetary-policy narratives, household finance, and data-driven policy measurement.
People
PI Experience
2024–현재
숙명여자대학교 조교수
Assistant Professor, Sookmyung Women's University of Statistics
2023–현재
성균관대학교 퀀트응용경제학과 초빙교수
Adjunct Professor, Sungkyunkwan University of Quantitative Applied Economics
2011–2024
한국은행 시니어 이코노미스트
Senior Economist, Bank of Korea (BOK) · 조사국, 경제모형실, 경제통계국, 금융시장국
2026–2028
국가데이터처, 경제통계분과 국가통계위원
Committeer of the National Statistics, Ministry of Data and Statistics
2025
한국은행 경제모형실 자문위원
Committeer of the Office of Economic Modeling and Policy Analysis, Bank of Korea (BOK)
2024
한국개발연구원 실시간경제진단 자문위원
Committeer of the Real-Time Economic Diagnosis, Korea Development Institute (KDI)
2024
소상공인진흥공단 소상공인체감경기지수 자문위원
Committeer of the Small Business Market Business Survey Index(BSI), Small Enterprise & Market Service (SEMAS)
2021-현재
채용출제·면접위원
부동산원(2026), 한국증권금융(2024), 한국은행(2021)
Committeer of the Recruitment, Korea Real Estate Board (REB), Korea Securities Finance Corp. (KSFC), Bank of Korea (BOK)
Selected projects & Patents
금융데이터를 활용한 시계열 예측 신경망의 통계적 해석가능성 구조 개발 및 응용
Statistically Interpretable Framework for Time-series Forecasting Networks Using Financial Data
National Research Fund of Korea (NRF)LLM 기반 시계열 파운데이션 모델을 이용한 Nowcasting 연구
Nowcasting Using Time-series Foundational Models Based on LLM Architecture
Bank of Korea (BOK)AI를 활용한 전술적 자산배분(TAA) 전략 연구
Study on Tactical Asset Allocation Strategies Using AI
Mirae Asset Global Investments중저신용자 대출 현황에 관한 분석
Analysis of Loans for Low-to-Medium Credit Borrowers
Toss정책변화와 시장심리를 고려한 가계대출 및 주택시장 예측
Forecasting Household Debt and the Housing Market with Policy Changes and Market Sentiment
Bank of Korea (BOK)회계분식위험 선정기준에 대한 연구
Study on the Criteria for Detecting Accounting Fraud Risk
Korean Institute of Certified Public Accountants (KICPA)AI 기반 공간 맞춤형 미술작품 추천 및 설치 연계형 오픈 아트 플랫폼 개발
Development of an AI-Based Open Art Platform for Space-Customized Artwork Recommendation and Installation Integration
빅데이터를 이용한 환율 변동성 예측
Forecasting Exchange Rate Volatility Using Big Data
National Assembly Budget Office (NABO)뱅크런 징후의 조기 포착을 위한 경보체계 구축
Early Warning System Construction for Detecting a Bank Run
Korean Deposit Insurance Corporation (KDIC)비정형 금융경제 데이터의 정량화에 대한 연구
Using Noise Filtering and Sufficient Dimension Reduction Method on Unstructured Economic Data
Bank of Korea (BOK)빅데이터를 이용한 실시간 민간소비 추정
Real-Time Private Consumption Prediction Using Big Data
Bank of Korea (BOK)Patent 01[특허] 뉴스 텍스트 기반 경제지표 작성장치, 텍스트 지표를 이용한 경기 예측 방법 및 시스템[(Published Pattent) News Text-based Economic Indicator Calculation Device, Economy Prediction Method and System Using Text Indicators]10-2022-0059258
Patent 02[특허] 동기화된 설명 강화 신경망의 학습 및 추론 방법 및 장치[(Published Pattent) Learning and Inference Method and Device of Synced Explanation-Enhanced Neural Network] · 10-2025-0121763
Publications
* Corresponding author.
International Journals · SCIE / SSCI
Point and Risk estImation using an enSemble of Models for Nowcasting: PRISM-Now
Seo, B.*, Cho, H. & Lee, D. · Journal of Forecasting, 45(6), 2760–2784.
SSCI · Q1 EconomicsUsing Explainable Artificial Intelligence to Envision the Future of Work and the Workforce – From Prediction to Explanation
Chang, Y-L. & Seo, B.* · Technology in Society, 84.
SSCI · Top 0.5% Social ScienceWho Pays When Zombie Firms Persist? Asymmetric Debt Conditions by Credit Rating
Yoo, J., Seo, B.* & An, J. · Finance Research Letters, 108616.
SSCI · Top 4.8% FinanceDeposit Competition and Depository Institution Risk: Do Interest Margins Matter?
Yoo, J. & Seo, B.* · Emerging Markets Finance and Trade, 1–21.
SSCI · Q1 EconomicsEconometric Forecasting Using Ubiquitous News Text: Text-enhanced Factor Model
Seo, B.* · International Journal of Forecasting, 41(3), 1055–1072.
SSCI · Top 3.1% EconomicsExplainable machine learning by SEE-Net: closing the gap between interpretable models and DNNs
Seo, B.* & Li, J. · Scientific Reports, 14, 26302.
SCIE · Q1 MultidisciplinaryMeasuring News Sentiment of Korea Using Transformer
Seo, B.*, Lee, Y. & Cho, H. · Korean Economic Review, 40(1), 149–176.
SSCI · EconomicsMixture of Linear Models Co-supervised by Deep Neural Networks
Seo, B.*, Lin, L. & Li, J. · Journal of Computational and Graphical Statistics, 31(4), 1303–1317.
SCIE · Q1 StatisticsarXivCodeBlock-wise Variable Selection for Clustering via Latent States of Mixture Models
Seo, B.*, Lin, L. & Li, J. · Journal of Computational and Graphical Statistics, 31(1), 138–150.
SCIE · Q1 StatisticsCodeOptimal transport, mean partition, and uncertainty assessment in cluster analysis
Li, J., Seo, B. & Lin, L. · Statistical Analysis and Data Mining: The ASA Data Science Journal, 12(5), 359–377.
SCIE · Q1 StatisticsCodeDomestic Journals · KCI
Real-Time Private Consumption Prediction Using Big Data
Shin, S.J. & Seo, B.* · The Korean Journal of Applied Statistics, 37(1), 13–38.
Using Noise Filtering and Sufficient Dimension Reduction Method on Unstructured Economic Data
Yoo, J.K., Park, Y. & Seo, B.* · The Korean Journal of Applied Statistics, 37(2), 119–138.
Policy Papers
빅데이터 기반 민간소비 패턴 분석과 전망
Seo, B. · BOK Issue Note, No. 2024-24.
Point and Risk estImation using an enSemble of Models for Nowcasting: PRISM-Now
Seo, B.*, Lee, D. & Cho, H. · BOK Working Paper, No. 2023-27.
Econometric Forecasting Using Ubiquitous News Text: Text-enhanced Factor Model
Seo, B. · BOK Working Paper, No. 2023-10.
AI 알고리즘을 이용한 산업모니터링: 증권사 리포트 텍스트 분석
Seo, B. · BOK Issue Note, No. 2023-5. PDF
빅데이터를 이용한 실시간 민간소비 추정
Shin, S.J. & Seo, B. · BOK Working Paper, No. 2022-16. PDF
Machine-Learning-Based News Sentiment Index (NSI) of Korea
Seo, B.*, Lee, Y. & Cho, H. · BOK Working Paper, No. 2022-15. PDF
뉴스 텍스트를 이용한 경기 예측: 경제부문별 텍스트 지표의 작성과 활용
Seo, B. · BOK Issue Note, No. 2022-18. PDF
In Progress
Measuring Monetary Policy Surprises Using Text Mining: The Case of Korea
Lee, Y.J., Kim, S., Seo, B. & Park, K.Y. · Under revision.
When Does Housing Policy Stabilize the Housing-Credit Cycle? Policy Endogeneity and Text-Based Evidence from Korea
Seo, B., Yoo, J. & Noh, Y. · Submitted.
Linearly Interpretable Neural Clustering via Local Splits
Seo, B. & Choi, H. · Work in progress.
Teaching
Statistics & Engineering
- 텍스트마이닝과 자연어처리 [Text Mining & Natural Language Processing (UG in Stat at SMU)]
- 통계적 기계학습 [Statistical Machine Learning (UG in Stat at SMU)]
- 통계적방법 I [Statistical Methods I (MS in Stat at SMU)]
- 통계분석실습 [Practicum in Statistical Analysis (UG in Stat at SMU)]
- 확률론 및 확률과정 [Introduction to Probability and Stochastic Processes (UG in Engineering at PSU)]
- 기초통계학 [Elementary Statistics (UG in Stat at PSU)]
Economics & Business
- 거시경제를 위한 빅데이터 분석 [Big Data Analytics in Macroeconomics (MA in Econ at SKKU)]
- 금융경제를 위한 머신러닝 [Machine Learning for Finance and Economics (MA in Stat at Korea Univ)]
- 데이터정보 특강 (정책대학원 대상 강의) [Topics in Data Information (MA in Grad School of Policy Studies at Korea Univ)]
- 경제분석 자동화를 위한 데이터마이닝 (금융업 재직자 강의) [Data Mining for Automated Econ Analysis (Working Prof in Fin & Econ)]
- AI와 경제전망 (금융업 재직자 특강) [AI & Economic Forecasting (Working Professional in Finance & Econ)]
Media
Broadcast · 2023.02.16
SBS 모닝와이드 — 친절한 경제
5:24 videoNews
Recent updates
Stat Dept Seminar
/ 3
Seminar by Researchers from Google, Amazon
Excellent Faculty Award
Regarding Technology Transfer
Codes & tools
Text Indices Hub
Interactive web application for Theme Frequency in News Indices and text-based economic indicators.
Open apptspoon
Python package for time-series preprocessing, period conversion, normalization, visualization, and more.
pip install tspoonPyPI MLM
Interpretable non-linear regression/classification via Mixture of Linear Models co-supervised by deep neural networks.
GitHubHDclustVS
Block-wise variable selection for high-dimensional clustering via latent states of mixture models.
GitHubOTclust
R package for mean partition, uncertainty assessment, cluster validation, and visualization selection.
CRANContact
Contact
Department of Statistics
Sookmyung Women's University
Seoul, Republic of Korea