• Welcome! I’m interested in making financial mathematics work in high-dimensional settings. I bridge elegant theory and the reality of constrained, frictional, and uncertain markets. I develop structure-preserving learning methods that make dynamic portfolio choice deployable in practice.

• 환영합니다. 저는 고차원 환경에서도 금융수학이 실제로 작동하게 만드는 것에 연구의 초점을 두고 있습니다. 정교한 수학적 이론과 현실 시장 사이의 간극을 좁히고자 합니다. 이를 위해 동적 포트폴리오 최적화가 실제 금융 현장에서 바로 활용될 수 있도록, 수학적 구조를 보존하는 학습 방법론을 개발하고 있습니다.

Research Interests

• Structure-Recovering  Reinforcement Learning  for Dynamic Portfolio Choice
  구조 복원 강화학습을 이용한 동적 포트폴리오 선택

• Asset Pricing with Machine Learning Methods and Econometric Models
  머신러닝 방법과 계량 경제 모델을 이용한 자산 평가

Appointments

• Associate Professor, Department of Mathematics, Sungkyunkwan University (SKKU), South Korea, Mar 2025 - present

• Assistant Professor, Department of Mathematics, Sungkyunkwan University (SKKU), South Korea, Mar 2024 - Feb 2025

• Assistant Professor, Department of Statistics (+Department of Bigdata Convergence), Chonnam National University (CNU), South Korea, Mar 2020 - Feb 2024

• Research Fellow, School of Computational Sciences, Korea Institute for Advanced Study (KIAS), South Korea, Sep 2018 - Feb 2020

• Postdoctoral Researcher, Center for Mathematical Analysis & Computation, Yonsei University, South Korea, Sep 2017 - Aug 2018

Education

• Ph.D. in Mathematics (Major: Financial Mathematics), Yonsei University, Aug 2017

• B.S. in Physics and Mathematics (Double Major), Yonsei University, Feb 2010

Awards

• Excellent Paper Award, The Korean Journal of Financial Engineering, 2025, Jeonggyu Huh*, Jaegi Jeon, Hyeng-Keun Koo, Byung Hwa Lim

• Excellent Paper Award, Korean Financial Management Association, 2024, Hyun Soo Doh*, Jeonggyu Huh, Byung Hwa Lim

• Excellent Paper Award, The Korean Journal of Financial Engineering, 2024, Hyun Soo Doh*, Jeonggyu Huh, Byung Hwa Lim

• Outstanding Young Investigator Award, Korean Society for Industrial and Applied Mathematics (KSIAM), 2022, Jeonggyu Huh*

• Third Prize & Originality Award, Computer Go UEC Cup, 2019 (as a member of Jooyoung Lee (KIAS)’s research team)

• Academic Reward, Korea Institute for Advanced Study (KIAS), 2019, Jeonggyu Huh*

• Second Prize, Fuzhou Go AI World Competition, 2019  (as a member of Jooyoung Lee (KIAS)’s research team)

Professional Service

• Editorial Board Member, The Korean Operations Research and Management Science Society (KORMS), Mar. 2026 - present

• Executive Director, Korean Association of Financial Engineering (KAFE), 2026 - present

• Editorial Board Member, Korean Association of Financial Engineering (KAFE), Jul. 2025 - present

• Director of Finance, Korean Society for Industrial and Applied Mathematics (KSIAM). 2023 - 2024