Associate Professor, Department of Mathematics, Sung-Kyun-Kwan University (SKKU), South Korea
성균관대 수학과 교수
jghuh@skku.edu
Office: #31313, Natural Science Building 1
연구실: 제1과학관 31313호
Welcome! I develop stochastic-control-based deep learning methods for dynamic portfolio choice and data-driven asset pricing.
반갑습니다. 저는 확률제어 기반 딥러닝 기법을 이용해 동적 포트폴리오 선택과 데이터 기반 자산 가격결정을 연구하는 데 깊은 관심을 가지고 있습니다.
Computational Finance
계산 금융
Financial Data Science
금융 데이터 과학
Stochastic-Control-Based Deep Learning for Dynamic Portfolio Choice
확률제어 기반 딥러닝을 이용한 동적 포트폴리오 선택
Asset Pricing with Machine Learning Methods and Econometric Models
머신러닝 방법과 계량 경제 모델을 이용한 자산 평가
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
Ph.D. in Mathematics (Major: Financial Mathematics), Yonsei University, Aug 2017
B.S. in Physics and Mathematics (Double Major), Yonsei University, Feb 2010
Excellent Paper Award, Korean Financial Management Association, 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)