Projects

• ELS Hedging Decision-Making System Using Neural Optimal Control, RiskX-led project under the 2026 Seoul FinTech Technology Commercialization Support Program, Jul. 2026–Jun. 2027, KRW 100 million per year.
  Role: Institutional Principal Investigator, Sungkyunkwan University.

• Market Modeling and Investment Optimization with SDE-Based Generative Models and Reinforcement Learning, National Research Foundation of Korea (NRF), Mar. 2025–Feb. 2030, KRW 270 million per year.
  Role: Principal Investigator.

• Developing an Extended Economic Scenario Generator with Machine Learning, Korea Asset Pricing (KAP), Aug. 2024–Jan. 2025.
  Role: Principal Investigator. 

• Derivative Pricing Algorithm Development Using Deep Learning, National Research Foundation of Korea (NRF), Jun. 2022–Feb. 2025, KRW 90 million per year.
  Role: Principal Investigator.

• Research on Data-Analysis Scenarios for Institutional Policy Planning, Office of Future Strategy and Policy, Chonnam National University, Aug.–Dec. 2022 and Aug.–Dec. 2023.
  Role: Principal Investigator.

• Development of a Growth Prediction Model by Livestock Breed, Ministry of Agriculture, Food and Rural Affairs, Apr. 2021–Dec. 2024.
  Role: Co-Investigator.

• Monitoring of Agricultural-Derived Organic Pollutants in the Agricultural Environment and Establishment of an Environmental Risk Assessment System, Rural Development Administration, Jan. 2021–Dec. 2023.
  Role: Co-Investigator.

• AI Investment System Based on Reinforcement Learning, National Research Foundation of Korea (NRF), Jun. 2019–Feb. 2022, KRW 50 million per year.
  Role: Principal Investigator.

• Development of an Investment System Based on Deep Reinforcement Learning, Korea Institute for Advanced Study (KIAS), Sep. 2018–Feb. 2020, KRW 10 million per year.
  Role: Principal Investigator.

Patents

• U.S. Patent Application (No. 19/252,730, June 27, 2025)
  System and Method for Optimizing Pension and Insurance Combined Investment Portfolios Considering Personal Consumption Plans
  Applicants: GNE Tech Holdings, Sungkyunkwan University

• Korean Patent Application (No. 2025-0075020, June 9, 2025)
  System and Method for Optimizing Pension and Insurance Combined Investment Portfolios Considering Personal Consumption Plans
  Applicants: GNE Tech Holdings, Sungkyunkwan University