Jaemin Song & Jaegi Jeon. Learning the Score Function Yields Heteroskedasticity Consistency (working paper).

Jeonggyu Huh, Hyeng Keun Koo, Byung Hwa Lim, & Jaegi Jeon. Pontryagin-Guided Deep Learning for Large-Scale Constrained Dynamic Portfolio Choice (submitted). arXiv: https://arxiv.org/abs/2501.12600

Jeonggyu Huh, Jaegi Jeon, Hyeng Keun Koo, & Byung Hwa Lim. Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio (submitted). arXiv: https://arxiv.org/abs/2504.11116

Naseth Siv & Jaegi Jeon. Visual–Temporal Co-Attention for Gold ETF Trend Forecasting (submitted).

Tharin Chab & Jaegi Jeon. CSA-Net: A Type-Aware Dual-Tower Neural Model for Imbalanced Tabular Credit Default Prediction (submitted).

Jeonggyu Huh, Jaegi Jeon, and Seungwon Jeong (2026). Equity premium forecasting with reliability-screened forward-looking signals. PLoS One, 21(5), e0341578.

Eungpyo Kim & Jaegi Jeon. (2025). Deterministic value iteration for perpetual American put options. AIMS Mathematics, 10(12), 29784-29814.

Jihong Park, Jeonggyu Huh, & Jaegi Jeon. (2025). Reliable option pricing through deep learning: An anomaly score-based approach. Networks and Heterogeneous Media, 20(3), 987-1009. 

Jaemin Song & Jaegi Jeon. (2025). Deep Momentum Networks with Market Trend Dynamics. PLoS One, 20(9), e0331391.

Jaegi Jeon & Geonwoo Kim. (2025). Analytic approximations for foreign equity options under a stochastic volatility with fast mean reversion. AIMS Mathematics, 10(8), 18997–19017. 

Jeonggyu Huh, Seungwon Jeong, & Jaegi Jeon. (2025). Pontryagin-Guided Direct Policy Optimization for Continuous-time Portfolio Problem. Journal of Industrial and Management Optimization, 21(9), 5687-5715. 

김응표, 전재기. (2025). 딥러닝 기반 KOSPI 200 옵션 내재변동성 예측 연구. 한국정보통신학회논문지, 29(6), 844-853.

정재엽, 전재기. (2025). LDA 토픽모델링을 활용한 국내 회계감사의 동향 분석: 학술논문과 언론 데이터를 중심으로. 한국콘텐츠학회논문지, 25(6), 59-69. 

임경열, 전재기. (2025). 자연어처리 기반 텍스트마이닝을 적용한 실어증 연구 동향 분석. 한국엔터테인먼트산업학회논문지, 19(2), 517-528.

김은솔, 전재기. (2024). 금리 변동을 반영한 LSTM 기반 주가 예측 모델 연구. 스마트미디어저널, 13(12), 99-108.

Jaegi Jeon, Jeonggyu Huh, & Geonwoo Kim. (2023). An analytical approach to the pricing of an exchange option with default risk under a stochastic volatility model. Advances in Continuous and Discrete Models, 2023(1), 37. 

Jaegi Jeon, Kyunghyun Park, & Jeonggyu Huh. (2022). Extensive networks would eliminate the demand for pricing formulas. Knowledge-Based Systems, 237, 107918.

Jaegi Jeon, Geonwoo Kim, & Jeonggyu Huh. (2021). Consistent and efficient pricing of SPX and VIX options under multiscale stochastic volatility. Journal of Futures Markets, 41(5), 559-576. 

Jaegi Jeon, Geonwoo Kim, & Jeonggyu Huh. (2021). An asymptotic expansion approach to the valuation of vulnerable options under a multiscale stochastic volatility model. Chaos, Solitons & Fractals, 144, 110641. 

Jaegi Jeon, Jeonggyu Huh, & Geonwoo Kim. (2021). Pricing of Vulnerable Power Exchange Option under the Hybrid Model. East Asian Mathematical Journal, 37(5), 567-576. 

Jeonggyu Huh, Jaegi Jeon, & Geonwoo Kim. (2021). Simplified Approach to Valuation of Vulnerable Exchange Option under a Reduced-Form Model. East Asian Mathematical Journal, 37(1), 79-85. 

Jeonggyu Huh, Jaegi Jeon, & Yong-Ki Ma. (2020). Static Hedges of Barrier Options Under Fast Mean-Reverting Stochastic Volatility. Computational Economics, 55, 185-210. 

Jeonggyu Huh, Jaegi Jeon, Jeong-Hoon Kim, & Hyejin Park. (2019). A reduced PDE method for European option pricing under multi-scale, multi-factor stochastic volatility. Quantitative Finance, 19(1), 155-175. 

Jeonggyu Huh, Jaegi Jeon, & Jeong-Hoon Kim. (2018). A scaled version of the double-mean-reverting model for VIX derivatives. Mathematics and Financial Economics, 12, 495-515.