Seungwon Jeong (정승원)

Postdoctoral Researcher

Seungwon Jeong

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

Google Scholar

Papers in Progress

  • MarketGANs: Multivariate Financial Time-Series Data Augmentation Using Generative Adversarial Networks, under revision in Financial Innovation
  • Neural Policy Iteration for Dynamic Portfolio Choice with Control-Dependent Diffusion, submitted
  • Scalable Dynamic Portfolio Allocation via Physics-Informed Neural Networks
  • Pontryagin-Guided Policy Iteration for Discrete-Time Infinite-Horizon Portfolio Choice
  • Adversarial Time-Series Domain Adaptation for Early-Stage IPO Price Prediction
  • Breaking the Dimensional Barrier in Non-Markovian Dynamic Portfolio Choice

← All members