Choi, Mingyu* & Jeon, J., “A Comparative Study of XAI Techniques for Enhancing the Explainability of Black-Box Credit Scoring Models”, KSIAM Annual Meeting, Gyeongju, Korea, Nov. 28, 2025.

Lee, Jihee* & Jeon, J., “Detecting Wash Trading of ERC-20 Tokens Using On-Chain Data”, KSIAM Annual Meeting, Gyeongju, Korea, Nov. 28, 2025.

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

Kim, Eungpyo* & Jeon, J., “Deterministic Value Iteration for Perpetual American Put Options”, KSIAM Annual Meeting, Gyeongju, Korea, Nov. 28, 2025.

Siv, Naseth* & Jeon, J., “GoldVision: Visual and Temporal Insight into Price Trends”, KSIAM Annual Meeting, Gyeongju, Korea, Nov. 28, 2025.

Song, Jamin* & Jeon, J., “Learning the Score Function Yields Heteroskedasticity Consistency” (oral), KSIAM Annual Meeting, Gyeongju, Korea, Nov. 27, 2025.

Huh, J., Jeon, J.*, Koo, H. K., Lim, B. H., "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.

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

Kim, Eungpyo* & Jeon, J., "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.

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

Kim, Eungpyo* & Jeon, J., “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.

Jung, Jaeyeob* & Jeon, J., “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.

Siv, Naseth* & Jeon, J., “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.

Chab, Tharin* & Jeon, J., “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.

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

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

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

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

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

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

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

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

Song, Jamin & Jeon, J.*, "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.

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

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

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

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

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

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