Mingyu Choi* & Jaegi Jeon. "A Comparative Study of XAI Techniques for Enhancing the Explainability of Black-Box Credit Scoring Models." (poster) KSIAM Annual Meeting, Gyeongju, Korea, Nov. 28, 2025.

Jihee Lee* & Jaegi Jeon. "Detecting Wash Trading of ERC-20 Tokens Using On-Chain Data." (poster) KSIAM Annual Meeting, Gyeongju, Korea, Nov. 28, 2025.

Tharin Chab* & Jaegi Jeon. "Evolutionary Feature Clustering with Genetic Algorithms for Robust Credit Default Prediction Using Hybrid Attention and Cross-Network Models." (poster) KSIAM Annual Meeting, Gyeongju, Korea, Nov. 28, 2025.

Eungpyo Kim* & Jaegi Jeon. "Deterministic Value Iteration for Perpetual American Put Options." (poster) KSIAM Annual Meeting, Gyeongju, Korea, Nov. 28, 2025.

Naseth Siv* & Jaegi Jeon. "GoldVision: Visual and Temporal Insight into Price Trends." (poster) KSIAM Annual Meeting, Gyeongju, Korea, Nov. 28, 2025.

Jaemin Song* & Jaegi Jeon. "Learning the Score Function Yields Heteroskedasticity Consistency." KSIAM Annual Meeting, Gyeongju, Korea, Nov. 27, 2025.

J. Huh, H. K. Koo, B. H. Lim, & Jaegi Jeon*. "Pontryagin-Guided Deep Learning for Large-Scale Constrained Dynamic Portfolio Choice." SKKU-Sookmyung Joint International Workshop on Quantitative Finance & Applied Probability, Seoul, Korea, Aug. 28, 2025.

Jaemin Song* & Jaegi Jeon. "A Unified Framework for Time-Series and Factor Momentum Strategies." SIAM Conference on Financial Mathematics and Engineering, Miami, USA, Jul. 18, 2025.

Eungpyo Kim* & Jaegi Jeon. "A Simple RL-Inspired Method for Optimal Stopping in Perpetual American Put Options." (poster) SIAM Conference on Financial Mathematics and Engineering, Miami, USA, Jul. 15, 2025.

Jaemin Song* & Jaegi Jeon. "Performance-Enhancing Modeling for Momentum Strategies: An HSMM–MMoE Framework." Joint Spring Conference of KIIE, KORMS, and KSS, Jeju, Korea, Jun. 20, 2025.

Eungpyo Kim* & Jaegi Jeon. "A Simple RL-Inspired Method for Optimal Stopping in Perpetual American Put Options." (poster) Joint Spring Conference of KIIE, KORMS, and KSS, Jeju, Korea, Jun. 18, 2025.

Jaeyeob Jung* & Jaegi Jeon. "LDA Topic Modeling for Trend Analysis of Korean Research on Financial Auditing." (poster) Joint Spring Conference of KIIE, KORMS, and KSS, Jeju, Korea, Jun. 19, 2025.

Naseth Siv* & Jaegi Jeon. "GoldVision: Visual and Temporal Insight into Price Trends—An Ensemble CNN–BiLSTM Model for Gold Trend Classification." (poster) Joint Spring Conference of KIIE, KORMS, and KSS, Jeju, Korea, Jun. 18, 2025.

Tharin Chab* & Jaegi Jeon. "A Robust Approach to Imbalanced Credit Default Prediction with Self-Attention and Custom Losses." (poster) Joint Spring Conference of KIIE, KORMS, and KSS, Jeju, Korea, Jun. 18, 2025.

J. Huh, H. K. Koo, B. H. Lim, & Jaegi Jeon*. "Pontryagin-Guided Deep Learning for Large-Scale Constrained Dynamic Portfolio Choice." KMS Spring Meeting, Daejeon, Korea, Apr. 25, 2025.

Eungpyo Kim* & Jaegi Jeon. "Prediction of Implied Volatility Using Deep Learning." (poster) International Conference on Electronics, Information, and Communication (ICEIC 2025), Osaka, Japan, Jan. 21, 2025.

Jaeyeob Jung* & Jaegi Jeon. "LDA Topic Modeling for Trend Analysis of Korean Research on Financial Auditing." International Conference on Digital Contents (DigiCon-24), Jeju, Korea, Dec. 17, 2024.

Jaemin Song* & Jaegi Jeon. "Unified Momentum Strategies: Merging Time-Series Momentum and Factor Momentum in Dynamic Trading." KSIAM Annual Meeting, Busan, Korea, Dec. 5, 2024.

Jaemin Song & Jaegi Jeon*. "Enhanced Time-series Momentum Networks for Market Trend Analysis." Korea-Japan Mathematical Finance Conference, Sookmyung Women's University, Korea, Aug. 26, 2024.

Jaemin Song* & Jaegi Jeon. "Time-series Momentum Neural Network Strategy Utilizing Market Trend Dynamic." (poster) KSIAM Annual Meeting, Daegu, Korea, May 18, 2024.

Eunsol Kim* & Jaegi Jeon. "Stock Price Prediction Using LSTM: Focusing on the Interest." (poster) Joint Spring Conference of KORMS and KIIE, Yeosu, Korea, May 2, 2024.

Jaegi Jeon*, K. Park, & J. Huh. "Extensive Networks Would Eliminate the Demand for Pricing Formulas." UNIST Workshop on Financial Mathematics and Engineering, UNIST, Korea, Feb. 6, 2024.

Jaemin Song & Jaegi Jeon*. "Enhanced Algorithmic Trading Strategy with Time Series Momentum and Machine Learning in Dynamic Markets." Fall Workshop on Quantitative Finance, Hannam University, Korea, Oct. 20, 2023.

Jaegi Jeon*, J. Huh, & G. Kim. "Consistent and efficient pricing of SPX and VIX options under multiscale stochastic volatility." KMS Annual Meeting, Online, Korea, Oct. 23, 2020.

J. Huh, Jaegi Jeon*, & J. H. Kim. "A scaled version of the double-mean-reverting model for VIX derivatives." KSIAM Annual Meeting, Jeju, Korea, Nov. 3, 2018.

J. Huh, Jaegi Jeon*, & J. H. Kim. "A scaled version of the double-mean-reverting model for VIX derivatives." World Congress of the Bachelier Finance Society, Dublin, Ireland, Jul. 19, 2018.

J. Huh, Jaegi Jeon*, & J. H. Kim. "A scaled version of the double-mean-reverting model for VIX derivatives." International Conference of Honam-Youngnam Mathematical Societies, Jeju, Korea, Jun. 23, 2018.

J. Huh, Jaegi Jeon*, & Y. K. Ma. "Static Hedges of Barrier Options under Fast Mean-Reverting Stochastic Volatility with Transaction Costs." Quantitative Methods in Finance Conference, Sydney, Australia, Dec. 12, 2017.

Jaegi Jeon*, J. Huh, & J. H. Kim. "Multi-asset option pricing using multi-scale method." KMS Annual Meeting, Seoul, Korea, Oct. 24, 2015.