Talks
Talks
[invited talk] A Unified Framework for High-Dimensional Stochastic Control with Applications across Science and Engineering, Winter Workshop on Operations Research, Finance, and Mathematics, 2026 ** upcoming
[contributed talk] Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio, Fall, Korean Association of Financial Engineering (KAFE), 2025 ** upcoming
[invited talk] Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio, TMU Workshop on Finance, 2025 ** upcoming
[special session] Pontryagin-Guided Direct Policy Optimization for Time-Inconsistent Mean-Variance Portfolio Selection, Korean Mathematical Society (KMS), Fall, 2025 ** upcoming
[intensive lecture] Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio (2h), Department of Industrial & Management Engineering at POSTECH, 2025
[intensive lecture] A BSDE Hidden in Backpropagation: A Secret Key to Breaking the Curse of Dimensionality (2h), Korea Econophysics at NIMS, 2025
[contributed talk] Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio, Quantitative Finance Conference at NUS Singapore, 2025
[contributed talk] Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio, SKKU Global Finance Research Center International Conference, 2025
[contributed talk] Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio, Spring, The Korean Operations Research and Management Science Society (KORMS), 2025
[contributed talk] Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio, Spring, Korean Association of Financial Engineering (KAFE), 2025
[invited talk] Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio, Department of Mathematics at University of Seoul, 2025
[invited talk] Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio, Workshop on Mathematical Finance at Seoul, 2025
[special session] Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio, Korean Mathematical Society (KMS), Spring, 2025
[invited talk] Improved Deep Learning Methods for Large-Scale Dynamic Portfolio Choice, Sookmyung-TMU Mathematical Finance Workshop with Young Researchers, 2025
[invited talk] Tutorial for Tractable Dynamic Portfolio Choice (1h), Department of Mathematics at Hankuk University of Foreign Studies, 2025
[invited talk] From Markowitz to Merton: via Deep Learning, Korean Association of Financial Engineering (KAFE), 2025
[invited talk] Deep Learning and Applied Mathematics (3h), Young Mathematicians Camp (YMC), 2025
[invited talk] A Two-Stage Pontryagin-Guided Neural Policy Optimization Framework for Merton’s Portfolio Problem (1h), Department of Mathematics at Sookmyung Women's University, 2024
[invited talk] Lessons for Financial Reinforcement Learning from AlphaFold's Success, Department of FinTech at Sungkyunkwan University, 2024
[invited talk] Towards Optimal Investment Strategy using Deep Learning (1h), Department of Mathematics at Sungkyunkwan University, 2024
[special session] Beyond Markowitz: via Deep Learning, Korean Society for Industrial and Applied Mathematics (KSIAM), Fall, 2024
[invited talk] Financial Mathematics and Deep Learning (1h), Department of Mathematics Education at Pusan National University, 2024
[invited talk] Beyond Markowitz: via Deep Learning, Busan Workshop for Financial Mathematics, Pusan National University, 2024
[invited talk] Beyond Markowitz: via Deep Learning, K-School Fall Meet Up, 2024
[Invited talk] AI-based Portfolio Optimization, 2024 National Strategy Forum, National Assembly of the Republic of Korea, 2024
[invited talk] CGDPO for Dynamic Portfolio Optimization (1h), Department of Mathematics at UNIST, 2024
[invited talk] Towards Optimal Investment Strategy using Deep Learning, Korea-Japan Mathematical Finance Conference, 2024
[invited talk] Introduction to Concepts & Latest Trends of AI (1h), The Korea Institute for International Economic Policy (KIEP), 2024
[invited talk] Dynamic Portfolio Choice with Model-based Reinforcement Learning, Asian Quantitative Finance Seminar (AQFS), 2024
[invited talk] Dynamic Portfolio Choice with Model-based Reinforcement Learning (1h), AI and Financial Forum, 2024
[invited talk] Towards Optimal Investment Strategy using Deep Learning (1h), Department of Mathematics at KAIST, 2024
[invited talk] Towards Optimal Investment Strategy using Deep Learning (1h), Department of Mathematics at Korea University, 2024
[special session] Dynamic Portfolio Choice with Model-based Reinforcement Learning, Korean Mathematical Society (KMS), Spring, 2024
[invited talk] Generative AI for Asset Pricing Company (1h), Korea Asset Pricing, 2024
[invited talk] Financial Mathematics and Deep Learning (1h), Department of Mathematics at Sookmyung Women's University, 2024
[invited talk] Portfolio Optimization Problem via Direct Policy Network Learning, UNIST Workshop on Financial Mathematics and Engineering, 2024
[invited talk] Score-Based Generative Models (1h), Department of AI Convergence at Chonnam National University (CNU), 2023
[invited talk] Deep Function Approximation for Financial Mathematics (1h), Department of Mathematics at Seoul National University, 2023
[special session] Market GAN: Neural Fama-French Factor Model, Korean Society for Industrial and Applied Mathematics (KSIAM), Fall, 2023
[invited talk] Market GAN: Neural Fama-French Factor Model, Honam-Jeju Statistical Society, 2023
[invited talk] Can Generative Networks Replace Parametric Models?, 2023 Korean Quantitative Finance Workshop, Hannam Univerisity, 2023
[invited talk] Deep Function Approximation for Bio-Mathematics (1h), Department of Mathematics at Kyungpook National University, 2023
[intensive lecture] Machine Learning for Data Science (24h), Gwangju-Chonnam AI-Cloud Academy, Summer, 2023
[intensive lecture] Data Science Programming (24h), Gwangju-Chonnam AI-Cloud Academy, Summer, 2023
[intensive lecture] Data Science Programming for Teachers (3h), Department of Mathematics Education at Chonnam National University (CNU), Summer 2023
[contributed talk] Extensive Networks Would Eliminate the Demand for Pricing Formulas, Korean Association of Financial Engineering (KAFE), 2023
[invited talk] Deep Financial Engineering (1h), Department of Mathematics at Pusan National University, 2023
[invited talk] Stochastic Negative Correlation Learning for Highly Accurate Function Approximation (1h), Department of Mathematics at Pusan National University, 2023
[special session] Stochastic Negative Correlation Learning for Highly Accurate Function Approximation, Korean Society for Industrial and Applied Mathematics (KSIAM), Spring, 2023
[intensive lecture] Data Science Programming for Teachers (3h), Department of Mathematics Education at Chonnam National University (CNU), Winter 2023
[invited talk] Financial Mathematics, PDE and Deep Learning (1h), BRL Seminar, Departement of Mathematics, Sungkyunkwan University, 2023
[award talk] Deep Learning and Financial Engineering, Korean Society for Industrial and Applied Mathematics (KSIAM), Fall, 2022
[special session] Efficient Calibration of the CEV Model Using Neural Network, Korean Society for Industrial and Applied Mathematics (KSIAM), Fall, 2022
[invited talk] Introduction to Concepts and Latest Trends of AI (1h), KEPCO KDN, 2022
[invited talk] Data Science and Financial Engineering (1h), Department of Mathematics at Kyungpook National University, 2022
[special session] Fast Estimation of the Early Exercise Boundary for American Options via LSTM Neural Networks, Korean Data & Information Science Society (KDISS), Fall, 2022
[intensive lecture] Deep Learning Tutorial (4h), Korea Institute of Energy Technology (KENTECH), 2022
[intensive lecture] Deep Learning Tutorial (10h), Department of Mathematics at Pusan National University, 2022
[intensive lecture] Introduction to Deep Learning for Teachers (3h), Department of Mathematics Education at Chonnam National University (CNU), Summer 2022
[intensive lecture] What is Data Science? (2h), Natural Science College at Chonnam National University (CNU), 2022
[intensive lecture] Deep Learning Tutorial (6h), BRL Workshop, Department of Mathematics at UNIST, 2022
[invited talk] Deeply Learning Optimal Exercise Boundaries for American Options / Introduction to Reinforcement Learning (2h), Department of Financial Engineering at Ajou University, 2022
[invited talk] Solving Difficult Problems of Financial Engineering Using Deep Learning (1.5h), Workshop on A.I. for I.M., National Institute for Mathematical Sciences (NIMS), 2022
[special session] Deeply Learning Optimal Exercise Boundaries for American Options, Korean Society for Industrial and Applied Mathematics (KSIAM), Spring, 2022
[special session] Pricing Path-Dependent Exotic Options with Flow-Based Generative Networks, The Korean Data & Information Science Society (KDISS), Spring, 2022
[invited talk] Deep Learning for Financial Derivatives / Working Principles of Deep Neural Networks (2h), Department of Financial Engineering at Ajou University, 2022
[invited talk] A Study on the Working Principles of Deep Neural Networks (1h), Engineering Research Center (ERC), Department of Mathematics at Pusan National University, 2022
[invited talk] Pricing Exotic Options with Flow-Based Generative Networks, Financial Mathematics Workshop, Department of Mathematics at UNIST, 2022
[intensive lecture] Introduction to Deep Learning for Undergraduate Students of Natural Science College at Chonnam National University (CNU) (3h), 2022
[intensive lecture] Introduction to Deep Learning for Teachers (2h), Department of Mathematics Education at Chonnam National University (CNU), Winter 2022
[contributed talk] Pricing Exotic Options with Flow-Based Generative Networks, The Korean Young Statisticians Conference by the Korean Statistical Society (KSS), 2021
[invited talk] Introduction to Data Science from a Convergence Perspective, Energy Valley Workshop, 2021
[invited talk] Deep Learning and Quantitative Finance, Engineering Research Center (ERC), Department of Mathematics at Pusan National University, 2021
[special session] Extensive Networks Would Eliminate the Demand for Pricing Formulas, The Korean Statistical Society (KSS), 2021
[invited talk] Introduction to Data Science Based on Financial Engineering, 용봉수학교육학회, Department of Mathematics Education at Chonnam National University (CNU), 2021
[invited talk] Deep Learning and Quantitative Finance (2h), Department of Mathematics at Yonsei University, 2021
[invited talk] Introduction to Deep Learning (1h), Department of Mathematics Education at Kangwon National University, 2021
[intensive lecture] Distributed Computing and Reinforcement Learning (10h), Summer workshop, The Korean Data & Information Science Society (KDISS), 2021
[intensive lecture] Introduction to Deep Learning for Teachers (2h), Department of Mathematics Education at Chonnam National University (CNU), 2021
[special session] Extensive Networks Would Eliminate the Demand for Pricing Formulas, Korean Society for Industrial and Applied Mathematics (KSIAM), 2021
[contributed talk] Extensive Networks Would Eliminate the Demand for Pricing Formulas, Korean Mathematical Society (KMS), 2021
[contributed talk] Extensive Networks Would Eliminate the Demand for Pricing Formulas, Korean Association of Financial Engineering (KAFE), 2021
[intensive lecture] Generative Networks such as VAE and GAN (5h), 2019 CAC Summer school, Korea Institute for Advanced Study (KIAS), 2019
[invited talk] Consistent and Efficient Pricing of SPX Options and VIX Options under Multi-Scale Stochastic Volatility, 2019 Korean Quantitative Finance Workshop, Pusan National University, 2019
[invited talk] Introduction to Deep Learning (1h), Three W's Seminar, Korea Institute for Advanced Study (KIAS), 2019
[invited talk] Consistent and Efficient Pricing of SPX Options and VIX Options under Multi-Scale Stochastic Volatility, Korea Asset Pricing Workshop, 2019
[invited talk] Measuring Systematic Risk with Neural Network Factor Model, The Korean Data & Information Science Society (KDISS), 2018
[special session] Measuring Systematic Risk with Neural Network Factor Model, Korean Society for Industrial and Applied Mathematics (KSIAM), Fall 2018
[invited talk] AI and Finance, Department of Mathematics at Kongju National University, 2018
[contributed talk] Pricing Options with Exponential Levy Neural Network, Honam-Youngnam Mathematical Societies, 2018
[special session] Pricing Options with Exponential Levy Neural Network, Korean Society for Industrial and Applied Mathematics (KSIAM), Spring 2018
[contributed talk] The Curse of Dimensionality in Pricing Multi-Asset Options, Quantitative Methods in Finance Conference at Sydney, 2017
[contributed talk] Curse of Dimensionality in Pricing Multi-Asset Options, Korea Derivatives Association, 2017
[contributed talk] Curse of Dimensionality in Pricing Multi-Asset Options, Korean Mathematical Society (KMS), 2015
[contributed talk] Option Pricing with Heavy-Tailed Distribution: Application to Barrier Options, Korean Mathematical Society (KMS), 2014
[contributed talk] Option Pricing with Heavy-Tailed Distribution: Application to Barrier Options, Korean Association of Financial Engineering (KAFE), 2014
SKKU-Sookmyung Joint International Workshop on Quantitative Finance and Applied Probability, 2025
Korea-Japan Mathematical Finance Conference, 2024