I am Hyun-Gyoon Kim, an Assistant Professor in the Department of Financial Engineering at Ajou University, where I have been since March 2023. I received my Ph.D. in Mathematics from Yonsei University in 2023 under the supervision of Prof. Jeong-Hoon Kim, and my B.S. in Mathematics from Yonsei University in 2017. My research lies at the intersection of financial mathematics and deep learning. On the methodological side, I study generative models themselves, including diffusion and flow matching models. On the application side, I use these models for financial problems such as financial data simulation, time series forecasting, derivatives pricing and hedging, and portfolio optimization.

Research Interests

• Financial Engineering and Mathematics based on Deep Learning

• Generative Model and its Application to Finance

• Pricing and Hedging Financial Derivatives

• Portfolio Optimization