people

Principal Investigator

Jeonggyu Huh (허정규)

Associate Professor, Department of Mathematics, SKKU

CV · jghuh@skku.edu

Postdoctoral Researchers

Seungwon Jeong (정승원)

Postdoctoral Researcher

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

Graduate Students

Jung Min Lee (이정민)

Integrated Ph.D. (Semester 7)

Utility maximization under shortfall tail risk

Minhyuk Kim (김민혁)

M.S. student (Semester 4+)

Thesis: Bankruptcy Anomaly Detection with Residual Deep Compressive Autoencoder

Minji Lee (이민지)

M.S. student (Semester 4)

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

Min-Gang Jo (조민강)

M.S. student (Semester 3)

Thesis: Flow Matching for Corporate Default Prediction

Dongwan Shin (신동완)

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

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

Myeongsik Kim (김명식)

M.S. student (Semester 2)

Deep operator learning for option pricing

Yoonyoung Byun (변윤영)

M.S. student (Semester 2)

Pricing equity-linked securities using deep operator networks

Seungho Na (나승호)

M.S. student (Semester 1)

Deep hedging for nonsmooth payoffs under entropic risk

Nayeon Kim (김나연)

M.S. student (Semester 1)

Hojin Ko (고호진)

M.S. student (Semester 0)

Non-exponential discounting frameworks · paper accepted to ICML 2026

Ho-Jun Lee (이호준)

M.S. student (Semester 0)

Macro-based forecasting of implied volatility surfaces

Undergraduate Students

Alumni

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