신동완 (Dongwan Shin)
Integrated Ph.D. (Semester 2) · Lab Manager · Server Administrator
Machine learning for equity valuation, dynamic portfolio choice, decision-focused learning
논문
- Decision-Focused Conditional Beta Learning for Cost-Aware Portfolio Optimization, submitted
진행 중 논문
- Discounted Alpha: A Machine Learning Framework for Equity Valuation
- Breaking the Dimensional Barrier in Dynamic Portfolio Choice under High-Dimensional Jump Risk
진행 중 과제
- ELS Hedging Decision-Making System Using Neural Optimal Control, Jul. 2026–Jun. 2027, RiskX-led project, 2026 Seoul FinTech Technology Commercialization Support Program
발표
- Decision Focused Learning of Asset Betas for Sharpe-Optimal Portfolios, The Korean Operations Research and Management Science Society (KORMS), Poster Presentation, Spring 2026
- Decision Focused Learning of Asset Betas for Sharpe-Optimal Portfolios, Asian Quantitative Finance Conference (AQFC), 2026 예정