People

Seungwon Jeong  정승원

[Goolgle Scholar]

• Papers in Progress
  - Optimal Investment under Irreversible Consumption and Locally Risk-Seeking Preferences,  revised in Journal of Industrial and Management Optimization
  - DeepONet-Based Surrogate Modeling for Bond Option Pricing, submitted
  - Forward-Looking Predictors and Shapley Screening in Risk Premium Forecasting, submitted
  - MarketGANs: Multivariate financial time-series data augmentation using generative adversarial networks
  - Deep Arbitrage Pricing Theory: Disentangling Myopic and Intertemporal Hedging Demands
  - Physics-Informed Deep Operator Learning for Finite-Horizon Stochastic Optimal Control
  
  

Jung Min Lee  이정민

Integrated PhD program (6)

• Papers in Progress
  - Physics-Informed Deep Operator Learning for Finite-Horizon Stochastic Optimal Control

Huifang Zhu  주혜방

Master's student (4+) 

• Master's Thesis
  - Continuous Temporal Difference Learning for Black–Scholes Option Pricing: A Comprehensive Review and Sigma-CTD(1) Implementation

Sang-Hyun Lee 이상현

Master's student (4) 

• Papers in Progress
  - DeepONet-Based Surrogate Modeling for Bond Option Pricing, submitted

• Master's Thesis
  - Learning the Pricing Operators of Hull-White One-Factor and Two-Factor Interest Rate Models using DeepONet

Minhyuk Kim  김민혁

Master's student (4) 

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

Minji Lee  이민지

Master's student (3) 

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

Min-Gang Jo  조민강

Master's student (2)

Dongwan Shin (Lab Manager, Server Administrator)  신동완

Master's student (1)

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

Myeongsik Kim  김명식

Master's student (1)

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

Yoonyoung Byun  변윤영

Master's student (1)

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

Seungho Na   나승호

Master's student (0)

• Papers in Progress
  - Scalable Deep Hedging: Breaking the Curse of Dimensionality in High-Dimensional Portfolios
  - Universal Deep Hedging: A Deep Operator Learning Approach