projects

• ELS Hedging Decision-Making System Using Neural Optimal Control RiskX-led project, 2026 Seoul FinTech Technology Commercialization Support Program · Jul 2026 – Jun 2027
• Market Modeling and Investment Optimization with SDE-Based Generative Models & Reinforcement Learning National Research Foundation of Korea (NRF) · Mar 2025 – Feb 2030 · ₩270,000,000 per year
• Developing an Extended Economic Scenario Generator with Machine Learning Korea Asset Pricing (KAP) · Aug 2024 – Jan 2025
• Derivative Pricing Algorithm Development using Deep Learning National Research Foundation of Korea (NRF) · Jun 2022 – Feb 2025 · ₩90,000,000 per year
• Development of Growth Prediction Model by Livestock Breed Ministry of Agriculture, Food and Rural Affairs · Apr 2021 – Dec 2024
• Data Analysis Scenario Policy Research Chonnam National University, Future Strategy Policy Office · Aug–Dec 2022, Aug–Dec 2023
• Monitoring of Agricultural-Derived Organic Pollutants in the Agricultural Environment and Establishment of an Environmental Risk Assessment System Rural Development Administration · Jan 2021 – Dec 2023
• AI Investment System Based on Reinforcement Learning National Research Foundation of Korea (NRF) · Jun 2019 – Feb 2022 · ₩50,000,000 per year
• Development of Investment System Based on Deep Reinforcement Learning Korea Institute for Advanced Study (KIAS) · Sep 2018 – Feb 2020 · ₩10,000,000 per year

Patents

• System and Method for Optimizing Pension and Insurance Combined Investment Portfolios Considering Personal Consumption Plans U.S. Patent Application (No. 19/252,730, June 27, 2025) · Applicants: GNE Tech Holdings, Sungkyunkwan University
• System and Method for Optimizing Pension and Insurance Combined Investment Portfolios Considering Personal Consumption Plans Korean Patent Application (No. 2025-0075020, June 9, 2025) · Applicants: GNE Tech Holdings, Sungkyunkwan University