Dongwan Shin (신동완)

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

Dongwan Shin

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

Papers

  • Decision-Focused Conditional Beta Learning for Cost-Aware Portfolio Optimization, submitted

Papers in Progress

  • Discounted Alpha: A Machine Learning Framework for Equity Valuation
  • Breaking the Dimensional Barrier in Dynamic Portfolio Choice under High-Dimensional Jump Risk

Project in Progress

  • ELS Hedging Decision-Making System Using Neural Optimal Control, Jul. 2026–Jun. 2027, RiskX-led project, 2026 Seoul FinTech Technology Commercialization Support Program

Talks

  • 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 scheduled

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