Welcome to

SKKU Financial Mathematics & Machine Learning Lab

We make financial mathematics work in high-dimensional, constrained, and frictional markets — at Sungkyunkwan University. 🤗

Our Research Focus

PG-DPODynamic portfolio choiceDeep hedgingAsset pricing with MLStochastic control
SKKU Financial Mathematics & Machine Learning Lab

news

Jun 05, 2026 Our group took part in the 2026 KORMS Spring Joint Conference in Gyeongju (Jun 4–5), presenting 2 talks and 5 posters. 🎉 See news & activities for photos.
Jun 01, 2026 Our new group website is online. 🎉