구성원

지도교수

허정규 (Jeonggyu Huh)

성균관대학교 수학과 부교수

CV · jghuh@skku.edu

박사후연구원

정승원 (Seungwon Jeong)

Postdoctoral Researcher

Financial time-series data augmentation, dynamic portfolio allocation, policy iteration

대학원생

이정민 (Jung Min Lee)

Integrated Ph.D. (Semester 7)

Utility maximization under shortfall tail risk

김민혁 (Minhyuk Kim)

M.S. student (Semester 4+)

Thesis: Bankruptcy Anomaly Detection with Residual Deep Compressive Autoencoder

이민지 (Minji Lee)

M.S. student (Semester 4)

Thesis: Forecasting the VIX Term Structure from the Implied Volatility Surface

조민강 (Min-Gang Jo)

M.S. student (Semester 3)

Thesis: Flow Matching for Corporate Default Prediction

신동완 (Dongwan Shin)

Integrated Ph.D. (Semester 2) · Lab Manager · Server Administrator

Machine learning for equity valuation, dynamic portfolio choice, decision-focused learning

김명식 (Myeongsik Kim)

M.S. student (Semester 2)

Deep operator learning for option pricing

변윤영 (Yoonyoung Byun)

M.S. student (Semester 2)

Pricing equity-linked securities using deep operator networks

나승호 (Seungho Na)

M.S. student (Semester 1)

Deep hedging for nonsmooth payoffs under entropic risk

김나연 (Nayeon Kim)

M.S. student (Semester 1)

고호진 (Hojin Ko)

M.S. student (Semester 0)

Non-exponential discounting frameworks · paper accepted to ICML 2026

이호준 (Ho-Jun Lee)

M.S. student (Semester 0)

Macro-based forecasting of implied volatility surfaces

학부생

동문

• 김태경 (Tae-kyung Kim) — Ph.D., Aug 2022 → KB Securities (Quantitative Analysis)
• 이건 (Geon Lee) — M.S., Aug 2023 → Hana Securities (Quantitative Analysis)
• 김형미 (Hyung-mi Kim) — M.S., Aug 2023 → KB Securities (Quantitative Analysis)
• 곽영롱 (Young-rong Kwak) — M.S., Feb 2024 → FN Asset Valuation
• 이하은 (Ha-eun Lee) — M.S., Feb 2024 → Nice P&I
• 이상현 (Sang-hyun Lee) — M.S., Feb 2026 → FN Asset Valuation
• 주혜방 (Hye-bang Ju) — M.S., Feb 2026