LSTM-based Dynamic Correlation Forecasting with Economic Conditions, Jeonggyu Huh*, Seungwoo Ha, Seung-won Jeong*, accepted in Financial Research Letters, 2025 Link
Improved Accuracy of an Analytical Approximation for Option Pricing under Stochastic Volatility Models using Deep Learning Techniques, Donghyun Kim*, Jeonggyu Huh*, Ji-Hun Yoon, Computers and Mathematics with Applications, 2025 Link
Learning Distributions for Continuous-Time Financial Models, Jeonggyu Huh*, Seung-Won Jeong*, Computaitonal Economics, 2025 Link
Pontryagin-Guided Direct Policy Optimization for Continuous-time Portfolio Problem, Jeonggyu Huh*, Jaegi Jeon*, Seung-Won Jeong, Journal of Industrial and Management Optimization, 2025 Link
Reliable option pricing through deep learning: An anomaly score-based approach, Jihong Park*, Jeonggyu Huh, Jaegi Jeon*, accepted in Networks and Heterogeneous Media
[Conference] Bounded Rationality, Reinforcement Learning, and Market Efficiency, Hyun Soo Doh*, Byung Hwa Lim, Jeonggyu Huh, China International Conference in Finance (CICF), 2025 Link