Martin Kang, Ph.D.

Assistant Professor of Information Systems and Business Analytics, College of Business Administration Loyola Marymount University

  • Los Angeles CA

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Biography

Martin Kang is an assistant professor of information systems and business analytics (ISBA) at LMU College of Business Administration. Prior to joining LMU, Kang worked at Mississippi State University and the University of Memphis. He earned his B.S. in MIS from Milwaukee School of Engineering and his Ph.D. from Korea University Business School. Kang's research is highlighted in business analytics based on advanced computational statistics methods such as deep learning, econometrics, and mathematical modeling. His research has published in major IS, CS, and business journals and has been presented at conferences such as JOM, DSS, KBS, TFSC, ESWA, ISF, IEEE, ICIS, and AMCIS.

Education

Korea University Business School

Ph.D.

Business Analytics and IS

2016

Milwaukee School of Engineering

B.S.

Information Systems and Industrial Engineering

2010

Social

Areas of Expertise

Econometrics
Empirical Analysis
Artificial Intelligence
Machine Learning
Data Science
Quantitative Analysis

Articles

Machine Learning Approach to Synthetic Data Generation: Uncertainty Generative Model with Neural Attention (forthcoming)

Decision Sciences

Data scarcity undermines the precision of empirical and analytical research by limiting sample sizes and reducing statistical power. In domains such as business operations, financial management, and information systems, failure data often arise from rare events, introducing substantial aleatoric and epistemic uncertainty. Existing synthetic data generation methods, including interpolation-based oversampling and generative models, face persistent challenges. They often fail to capture rare events, preserve temporal dependencies, or model multiple sources of uncertainty, leading to unrealistic samples and degraded performance in downstream tasks. This study introduces the Uncertainty Generative Model with Neural Attention (UGMNA), a synthetic data generation approach that integrates attentive neural processes, the Heston stochastic volatility model, and stochastic differential equations within a continuous-time latent framework. UGMNA addresses data scarcity by generating synthetic samples that emulate the distributional characteristics of original datasets while explicitly modeling both aleatoric and epistemic uncertainty. Its design enhances statistical power by augmenting limited datasets and ensures that synthetic data reflect key patterns, temporal dynamics, and complex distributions encountered in real-world scenarios. Experimental results across multiple case studies demonstrate that UGMNA reduces both types of uncertainty while preserving essential data patterns. Compared with conventional baselines and state-of-the-art generators, UGMNA consistently improves predictive accuracy, ranking performance, and model calibration in data-scarce, high-variance environments. These findings establish UGMNA as a robust framework for generating reliable synthetic data, offering practical utility for research and decision-making in contexts where data scarcity and uncertainty hinder model development.

Effect of Blockability Affordance on Confrontation against SNS Bullying: Theoretical and Methodological Implications (forthcoming)

Internet Research

Kwak, Dong-Heon; Kim, Dongyeon; Lee, Saerom; Kang, Martin; Park, Soomin; Knapp, Deborah

Social networking sites (SNS) have become popular mediums for individuals to interact with others. However, despite the positive impact of SNS on people’s lives, cyberbullying has become prevalent. Due to this prevalence, substantial research has examined cyberbullying from the perspectives of perpetrators, bystanders, and victims, but little is known about SNS users’ confrontations with cyberbullying. The objectives of this study are to examine confrontation as a victim’s coping response, the effect of blockability affordance on victims’ protection motivation, the impact of a victim’s experiences with cyberbullying perpetration, and social desirability (SD) bias in the context of cyberbullying victimization. This study examines the effect of blockability affordance on SNS users’ protection motivation. It also investigates the relationships among perceived threat, perceived coping efficacy, and use of confrontation. Furthermore, this investigation analyzes the effect of SNS users’ experiences as perpetrators on their decision to confront cyberbullies. Finally, this study assesses and controls SD bias in SNS users’ confrontation behavior. To test the research model, we used an online vignette study to collect 314 data points. Blockability affordance, perceived threat, perceived coping efficacy, and cyberbullying perpetration experiences are essential factors in explaining use of confrontation. This study also finds SD bias in the context of cyberbullying victimization. This is one of the first studies in information systems (IS) research to empirically examine the effect of blockability affordance in the context of cyberbullying. cyberbullying, blockability affordance, confrontation, coping, protection motivation theory, prior experience.

Development of an AI framework using neural process continuous reinforcement learning to optimize highly volatile financial portfolios

Knowledge-Based Systems

Martin Kang, Gary Templeton, Dong-Heon Kwak, and Sungyong Um

2024-09-27

High volatility presents considerable challenges in the optimization of financial portfolio assets. This study develops and explores model-based reinforcement learning (MBRL) in this context. Existing literature suggests that while model-free approach offers certain computational advantages, it frequently fails to encapsulate the nature of highly dynamic capital markets. This limitation is due to an insufficient consideration of the interactions between agents and environmental states within the reinforcement learning framework. Conversely, MBRL encounters inaccuracies representing stochastically evolving states typical of volatile capital markets. To address these limitations, we introduce an innovative AI framework in the MBRL domain by integrating attentive neural processes with continuous-time MBRL. This novel approach, termed Neural Process Continuous Reinforcement Learning (NPCRL), is posited to enhance the ability of MBRL to adapt to volatile fluctuations in capital markets. The effectiveness of NPCRL is empirically evaluated through a series of experiments using three important performance indicators of financial portfolios: returns, risk, and drawdown recovery. The results demonstrate that NPCRL surpasses other methods in achieving a balanced trade-off between long-term returns and risk management. This study advances our understanding of machine learning development by suggesting methods that are more proficient at capturing and adapting in volatile training environments.

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