People

Seungwon Jeong  정승원

[Goolgle Scholar]

• Papers in Progress
  - Equity Premium Forecasting with Reliability-Screened Forward-Looking Signals, under revision in PLOS ONE
  - MarketGANs: Multivariate financial time-series data augmentation using generative adversarial networks, submitted
  - Neural Policy Iteration for Dynamic Portfolio Choice with Control-Dependent Diffusion, submitted
  - Scalable Dynamic Portfolio Allocation via Physics-Informed Neural Networks
  - Adversarial Time-Series Domain Adaptation for Early-Stage IPO Price Prediction
  - Breaking the Dimensional Barrier in Tax-Efficient Dynamic Portfolio Choice

Jung Min Lee  이정민

Integrated PhD program (7)

• Papers in Progress
  - Utility Maximization under Shortfall Tail Risk: A CRRA–CVaR Formulation

Minhyuk Kim  김민혁

Master's student (4+) 

• Master's Thesis
  - Bankruptcy Anomaly Detection with Residual Deep Compressive Autoencoder

Minji Lee  이민지

Master's student (4) 

• Papers in Progress
  - Deep Operator Learning for Forecasting Multi-scale Implied Volatility Surfaces

• Talks
  - Deep Operator Learning for Forecasting Multi-scale Implied Volatility Surfaces, The Korean Operations Research and Management Science Society (KORMS), Poster Presentation, Spring 2026 ** scheduled

Min-Gang Jo  조민강

Master's student (3)

Dongwan Shin (Lab Manager, Server Administrator)  신동완

Master's student (2)

• Papers in Progress
  - Decision Focused Learning of Asset Betas for Sharpe-Optimal Portfolios

• Talks
  - Decision Focused Learning of Asset Betas for Sharpe-Optimal Portfolios, The Korean Operations Research and Management Science Society (KORMS), Poster Presentation, Spring 2026 ** scheduled

Myeongsik Kim  김명식

Master's student (2)

• Papers in Progress
  - Deep Operator Learning for Option Pricing with Functional Coefficients: A MIONet Approach

• Talks
  - Deep Operator Learning for Option Pricing with Functional Coefficients: A MIONet Approach, The Korean Operations Research and Management Science Society (KORMS), Poster Presentation, Spring 2026 ** scheduled

Yoonyoung Byun  변윤영

Master's student (2)

• Papers in Progress
  - Pricing the ELS with Deep Operator Network

• Talks
  - Real-Time Pricing of Equity-Linked Securities Using Deep Operator Networks, The Korean Operations Research and Management Science Society (KORMS), Poster Presentation, Spring 2026 ** scheduled

Seungho Na   나승호

Master's student (1)

• Papers in Progress
  - Pontryagin-Guided Deep Hedging 

• Talks
  - Pontryagin-Guided Deep Hedging, The Korean Operations Research and Management Science Society (KORMS), Oral Presentation, Spring 2026 ** scheduled

Hojin Ko (4)  고호진

Master's student (0)

• Papers in Progress
  - Beyo-d the B-llman Rec-rsion: A Pontr--gin-Guided Fr-mew-rk for Non--xpo-ential Disc--ntin-, submitted
  - Breaking the Dimensional Barrier in Dynamic Portfolio Choice with Transaction Costs
  - Finite-Horizon Stochastic Income and Optimal Policies via Pontryagin-Guided Direct Policy Optimization
  - Macro-Based Forecasting of Implied Volatility Surface Dynamics

• Talks
  - Beyo-d the B-llman Rec-rsion: A Pontr--gin-Guided Fr-mew-rk for Non--xpo-ential Disc--ntin-, The 2nd Sookmyung-TMU Mathematical Finance Workshop with Young Researchers, 2026
  - Breaking the Dimensional Barrier in Dynamic Portfolio Choice with Transaction Costs, The Korean Operations Research and Management Science Society (KORMS), Oral Presentation, Spring 2026 ** scheduled