People

Seungwon Jeong  정승원

[Goolgle Scholar]

• Papers in Progress
  - DeepONet-Based Surrogate Modeling for Bond Option Pricing,  under revision in AIMS Mathematics
  - Forward-Looking Predictors and Shapley Screening in Risk Premium Forecasting, under revision in PLOS ONE
  - MarketGANs: Multivariate financial time-series data augmentation using generative adversarial networks, submitted
  - Physics-Informed Deep Operator Learning for Finite-Horizon Stochastic Optimal Control
  - Breaking the Dimensional Barrier in Tax-Efficient Dynamic Portfolio Choice

Jung Min Lee  이정민

Integrated PhD program (7)

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

Min-Gang Jo  조민강

Master's student (3)

Dongwan Shin (Lab Manager, Server Administrator)  신동완

Master's student (2)

• Papers in Progress
  - End-to-end Learning of Asset Betas for Sharpe-Optimal Portfolios

Myeongsik Kim  김명식

Master's student (2)

• Papers in Progress
  - Learning the Black-Scholes Operator: Handling Time-Dependent Parameters via Deep Neural Operators

Yoonyoung Byun  변윤영

Master's student (2)

• Papers in Progress
  - Pricing the Portfolio Cube: Deep Operator Learning for Dynamic Structured Product Books 

Seungho Na   나승호

Master's student (1)

• Papers in Progress
  - Scalable Deep Hedging: Breaking the Curse of Dimensionality in High-Dimensional Portfolios