Projects

• Development of a dynamic portfolio optimization engine and autoencoder-based modules for estimating the risk premium and the covariance matrix, GNE Tech Holdings, Oct 2025 - Jan 2026

• Market Modeling and Investment Optimization with SDE-Based Generative Models & Reinforcement Learning, National Research Foundation of Korea (NRF), Mar 2025  - Feb 2030, ₩270,000,000 per year

• Developing an Extended Economic Scenario Generator with Machine Learning, Korea Asset Pricing (KAP), Aug 2024 - Jan 2025

• Derivative Pricing Algorithm Development using Deep Learning, National Research Foundation of Korea (NRF), Jun 2022 - Feb 2025, ₩90,000,000 per year

• Development of Growth Prediction Model by Livestock Breed, Ministry of Agriculture, Food and Rural Affairs, Apr 2021 - Dec 2024

• 데이터 분석 시나리오 도출 정책연구, 전남대학교 미래전략정책실 (2022.08.~12., 2023.08.~12.)

• 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

• AI Investment System Based on Reinforcement Learning, National Research Foundation of Korea (NRF), Jun 2019  - Feb 2022, ₩50,000,000 per year

• Development of Investment System Based on Deep Reinforcement Learning, Korea Institute for Advanced Study (KIAS),  Sep 2018  - Feb 2020, ₩10,000,000 per year

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