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Curriculum vitae of Jeonggyu Huh.

General Information

Full Name Jeonggyu Huh (허정규)
Position Associate Professor, Department of Mathematics, Sungkyunkwan University
Office #31313, Natural Science Building 1, SKKU, Suwon, Korea
Email jghuh@skku.edu
Languages Korean, English

Research Interests

  • Structure-Recovering Reinforcement Learning for Dynamic Portfolio Choice
  • Asset Pricing with Machine Learning Methods and Econometric Models

Education

  • Aug 2017
    Ph.D. in Mathematics (Major: Financial Mathematics)
    Yonsei University, Seoul, Korea
  • Feb 2010
    B.S. in Physics & Mathematics (Double Major)
    Yonsei University, Seoul, Korea

Appointments

  • Mar 2025 – present
    Associate Professor, Department of Mathematics
    Sungkyunkwan University (SKKU)
  • Mar 2024 – Feb 2025
    Assistant Professor, Department of Mathematics
    Sungkyunkwan University (SKKU)
  • Mar 2020 – Feb 2024
    Assistant Professor, Department of Statistics (+ Department of Bigdata Convergence)
    Chonnam National University
  • Sep 2018 – Feb 2020
    Research Fellow, School of Computational Sciences
    Korea Institute for Advanced Study (KIAS)
  • Sep 2017 – Aug 2018
    Postdoctoral Researcher, Center for Mathematical Analysis & Computation
    Yonsei University

Honors and Awards

  • 2025
    • Excellent Paper Award, The Korean Journal of Financial Engineering — Jeonggyu Huh*, Jaegi Jeon, Hyeng-Keun Koo, Byung Hwa Lim
  • 2024
    • Excellent Paper Award, Korean Financial Management Association — Hyun Soo Doh*, Jeonggyu Huh, Byung Hwa Lim
    • Excellent Paper Award, The Korean Journal of Financial Engineering — Hyun Soo Doh*, Jeonggyu Huh, Byung Hwa Lim
  • 2022
    • Outstanding Young Investigator Award, Korean Society for Industrial and Applied Mathematics (KSIAM) — Jeonggyu Huh*
  • 2019
    • Third Prize & Originality Award, Computer Go UEC Cup (as a member of Jooyoung Lee (KIAS)'s research team)
    • Academic Reward, Korea Institute for Advanced Study (KIAS) — Jeonggyu Huh*
    • Second Prize, Fuzhou Go AI World Competition (as a member of Jooyoung Lee (KIAS)'s research team)

Professional Service

  • Mar 2026 – present
    Editorial Board Member
    The Korean Operations Research and Management Science Society (KORMS)
  • 2026 – present
    Executive Director
    Korean Association of Financial Engineering (KAFE)
  • Jul 2025 – present
    Editorial Board Member
    Korean Association of Financial Engineering (KAFE)
  • 2023 – 2024
    Director of Finance
    Korean Society for Industrial and Applied Mathematics (KSIAM)