talks

Invited talks, seminars, and conference presentations.

2026

  • contributed talkRecovering No-Trade Regions: Pontryagin-Guided Policy Projection for Transaction-Cost Control — Korean Academic Society of Business Administration (KASBA), 2026 scheduled
  • invited talkRecovering No-Trade Regions: Pontryagin-Guided Policy Projection for Transaction-Cost Control — International Conference on Econometrics and Statistics (EcoSta), 2026 scheduled
  • invited talkRecovering No-Trade Regions: Pontryagin-Guided Policy Projection for Transaction-Cost Control — Asian Quantitative Finance Conference (AQFC), 2026 scheduled
  • invited talkRecovering No-Trade Regions: Pontryagin-Guided Policy Projection for Transaction-Cost Control — International Workshop on Quantitative Finance, 2026 scheduled
  • research seminarRecovering No-Trade Regions: Pontryagin-Guided Policy Projection for Transaction-Cost Control — Nottingham University Business School, 2026 scheduled
  • special sessionBreaking the Dimensional Barrier: Structure-Recovering RL via Pontryagin Projection — Korean Mathematical Society (KMS), Spring, 2026 scheduled
  • special sessionBreaking the Dimensional Barrier: Structure-Recovering RL via Pontryagin Projection — Korean Society for Industrial and Applied Mathematics (KSIAM), Spring, 2026
  • invited talkBreaking the Dimensional Barrier: Dynamic Portfolio Choice with Parameter Uncertainty via Pontryagin Projection — Winter Workshop on Operations Research, Finance, and Mathematics, 2026
  • research seminarBreaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio — RISKX, 2026

2025

  • research seminarDeep Option Pricing and Hedging — Department of Mathematics Education at Pusan National University (2h), 2025
  • special sessionBreaking the Dimensional Barrier for Constrained Dynamic Portfolio Choice — Korean Derivatives Association (KDA), 2025
  • invited talkBreaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio — Workshop for Financial Mathematics & Engineering (WFME), 2025
  • contributed talkBreaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio — Korean Association of Financial Engineering (KAFE), Fall, 2025
  • invited talkBreaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio — TMU Workshop on Finance, 2025
  • special sessionPontryagin-Guided Direct Policy Optimization for Time-Inconsistent Mean-Variance Portfolio Selection — Korean Mathematical Society (KMS), Fall, 2025
  • intensive lectureBreaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio — Department of Industrial & Management Engineering at POSTECH (2h), 2025
  • intensive lectureA BSDE Hidden in Backpropagation: A Secret Key to Breaking the Curse of Dimensionality — Korea Econophysics Society at NIMS (2h), 2025
  • contributed talkBreaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio — Quantitative Finance Conference at NUS, 2025
  • contributed talkBreaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio — SKKU Global Finance Research Center International Conference, 2025
  • contributed talkBreaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio — The Korean Operations Research and Management Science Society (KORMS), Spring, 2025
  • contributed talkBreaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio — Korean Association of Financial Engineering (KAFE), Spring, 2025
  • invited talkBreaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio — Department of Mathematics at University of Seoul, 2025
  • invited talkBreaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio — Workshop on Mathematical Finance at Seoul, 2025
  • special sessionBreaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio — Korean Mathematical Society (KMS), Spring, 2025
  • invited talkImproved Deep Learning Methods for Large-Scale Dynamic Portfolio Choice — Sookmyung-TMU Mathematical Finance Workshop with Young Researchers, 2025
  • research seminarTutorial for Tractable Dynamic Portfolio Choice — Department of Mathematics at Hankuk University of Foreign Studies (1h), 2025
  • invited talkFrom Markowitz to Merton: via Deep Learning — Department of Business Administration, Pukyong National University, 2025
  • invited talkDeep Learning and Applied Mathematics — Young Mathematicians Camp (YMC) (3h), 2025

2024

  • invited talkA Two-Stage Pontryagin-Guided Neural Policy Optimization Framework for Merton’s Portfolio Problem — Department of Mathematics at Sookmyung Women's University (1h), 2024
  • research seminarLessons for Financial Reinforcement Learning from AlphaFold's Success — Department of FinTech at Sungkyunkwan University, 2024
  • invited talkTowards Optimal Investment Strategy using Deep Learning — Department of Mathematics at Sungkyunkwan University (1h), 2024
  • special sessionBeyond Markowitz: via Deep Learning — Korean Society for Industrial and Applied Mathematics (KSIAM), Fall, 2024
  • invited talkFinancial Mathematics and Deep Learning — Department of Mathematics Education at Pusan National University (1h), 2024
  • invited talkBeyond Markowitz: via Deep Learning — 2024 Korean Quantitative Finance Workshop, Pusan National University, 2024
  • invited talkBeyond Markowitz: via Deep Learning — K-School Fall Meetup, 2024
  • invited talkAI-based Portfolio Optimization — 2024 National Strategy Forum, National Assembly of the Republic of Korea, 2024
  • research seminarCGDPO for Dynamic Portfolio Optimization — Department of Mathematics at UNIST (1h), 2024
  • invited talkTowards Optimal Investment Strategy using Deep Learning — Korea-Japan Mathematical Finance Conference, 2024
  • research seminarIntroduction to Concepts & Latest Trends of AI — The Korea Institute for International Economic Policy (KIEP) (1h), 2024
  • invited talkDynamic Portfolio Choice with Model-based Reinforcement Learning — Asian Quantitative Finance Conference (AQFC), 2024
  • research seminarDynamic Portfolio Choice with Model-based Reinforcement Learning — AI and Financial Forum (1h), 2024
  • research seminarTowards Optimal Investment Strategy using Deep Learning — Department of Mathematics at KAIST (1h), 2024
  • invited talkTowards Optimal Investment Strategy using Deep Learning — Department of Mathematics at Korea University (1h), 2024
  • special sessionDynamic Portfolio Choice with Model-based Reinforcement Learning — Korean Mathematical Society (KMS), Spring, 2024
  • invited talkGenerative AI for Asset Pricing Company — Korea Asset Pricing (1h), 2024
  • invited talkFinancial Mathematics and Deep Learning — Department of Mathematics at Sookmyung Women's University (1h), 2024
  • invited talkPortfolio Optimization Problem via Direct Policy Network Learning — Workshop for Financial Mathematics & Engineering (WFME), 2024

2023

  • research seminarScore-Based Generative Models — Department of AI Convergence at Chonnam National University (CNU) (1h), 2023
  • research seminarDeep Function Approximation for Financial Mathematics — Department of Mathematics at Seoul National University (1h), 2023
  • special sessionMarket GAN: Neural Fama-French Factor Model — Korean Society for Industrial and Applied Mathematics (KSIAM), Fall, 2023
  • invited talkMarket GAN: Neural Fama-French Factor Model — Honam-Jeju Statistical Society, 2023
  • invited talkCan Generative Networks Replace Parametric Models? — Workshop for Financial Mathematics & Engineering (WFME), Hannam University, 2023
  • research seminarDeep Function Approximation for Bio-Mathematics — Department of Mathematics at Kyungpook National University (1h), 2023
  • intensive lectureMachine Learning for Data Science — Gwangju-Chonnam AI-Cloud Academy, Summer (24h), 2023
  • intensive lectureData Science Programming — Gwangju-Chonnam AI-Cloud Academy, Summer (24h), 2023
  • intensive lectureData Science Programming for Teachers — Department of Mathematics Education at Chonnam National University (CNU), Summer (3h), 2023
  • contributed talkExtensive Networks Would Eliminate the Demand for Pricing Formulas — Korean Association of Financial Engineering (KAFE), 2023
  • research seminarDeep Financial Engineering — Department of Mathematics at Pusan National University (1h), 2023
  • research seminarStochastic Negative Correlation Learning for Highly Accurate Function Approximation — Department of Mathematics at Pusan National University (1h), 2023
  • special sessionStochastic Negative Correlation Learning for Highly Accurate Function Approximation — Korean Society for Industrial and Applied Mathematics (KSIAM), Spring, 2023
  • intensive lectureData Science Programming for Teachers — Department of Mathematics Education at Chonnam National University (CNU), Winter (3h), 2023
  • research seminarFinancial Mathematics, PDE and Deep Learning — BRL Seminar, Department of Mathematics, Sungkyunkwan University (1h), 2023

2022

  • award talkDeep Learning and Financial Engineering — Korean Society for Industrial and Applied Mathematics (KSIAM), Fall, 2022
  • special sessionEfficient Calibration of the CEV Model Using Neural Network — Korean Society for Industrial and Applied Mathematics (KSIAM), Fall, 2022
  • invited talkIntroduction to Concepts and Latest Trends of AI — KEPCO KDN (1h), 2022
  • research seminarData Science and Financial Engineering — Department of Mathematics at Kyungpook National University (1h), 2022
  • special sessionFast Estimation of the Early Exercise Boundary for American Options via LSTM Neural Networks — Korean Data & Information Science Society (KDISS), Fall, 2022
  • intensive lectureDeep Learning Tutorial — Korea Institute of Energy Technology (KENTECH) (4h), 2022
  • intensive lectureDeep Learning Tutorial — Department of Mathematics at Pusan National University (10h), 2022
  • intensive lectureIntroduction to Deep Learning for Teachers — Department of Mathematics Education at Chonnam National University (CNU), Summer (3h), 2022
  • intensive lectureWhat is Data Science? — Natural Science College at Chonnam National University (CNU) (2h), 2022
  • intensive lectureDeep Learning Tutorial — BRL Workshop, Department of Mathematics at UNIST (6h), 2022
  • research seminarDeeply Learning Optimal Exercise Boundaries for American Options / Introduction to Reinforcement Learning — Department of Financial Engineering at Ajou University (2h), 2022
  • invited talkSolving Difficult Problems of Financial Engineering Using Deep Learning — Workshop on A.I. for I.M., National Institute for Mathematical Sciences (NIMS) (1.5h), 2022
  • special sessionDeeply Learning Optimal Exercise Boundaries for American Options — Korean Society for Industrial and Applied Mathematics (KSIAM), Spring, 2022
  • special sessionPricing Path-Dependent Exotic Options with Flow-Based Generative Networks — The Korean Data & Information Science Society (KDISS), Spring, 2022
  • research seminarDeep Learning for Financial Derivatives / Working Principles of Deep Neural Networks — Department of Financial Engineering at Ajou University (2h), 2022
  • invited talkA Study on the Working Principles of Deep Neural Networks — Engineering Research Center (ERC), Department of Mathematics at Pusan National University (1h), 2022
  • research seminarPricing Exotic Options with Flow-Based Generative Networks — Financial Mathematics Workshop, Department of Mathematics at UNIST, 2022
  • intensive lectureIntroduction to Deep Learning for Undergraduate Students of Natural Science College at Chonnam National University (CNU) — Chonnam National University (CNU) (3h), 2022
  • intensive lectureIntroduction to Deep Learning for Teachers — Department of Mathematics Education at Chonnam National University (CNU), Winter (2h), 2022

2021

  • contributed talkPricing Exotic Options with Flow-Based Generative Networks — The Korean Young Statisticians Conference by the Korean Statistical Society (KSS), 2021
  • invited talkIntroduction to Data Science from a Convergence Perspective — Energy Valley Workshop, 2021
  • research seminarDeep Learning and Quantitative Finance — Engineering Research Center (ERC), Department of Mathematics at Pusan National University, 2021
  • special sessionExtensive Networks Would Eliminate the Demand for Pricing Formulas — The Korean Statistical Society (KSS), 2021
  • invited talkIntroduction to Data Science Based on Financial Engineering — 용봉수학교육학회, Department of Mathematics Education at Chonnam National University (CNU), 2021
  • research seminarDeep Learning and Quantitative Finance — Department of Mathematics at Yonsei University (2h), 2021
  • invited talkIntroduction to Deep Learning — Department of Mathematics Education at Kangwon National University (1h), 2021
  • intensive lectureDistributed Computing and Reinforcement Learning — Summer workshop, The Korean Data & Information Science Society (KDISS) (10h), 2021
  • intensive lectureIntroduction to Deep Learning for Teachers — Department of Mathematics Education at Chonnam National University (CNU) (2h), 2021
  • special sessionExtensive Networks Would Eliminate the Demand for Pricing Formulas — Korean Society for Industrial and Applied Mathematics (KSIAM), 2021
  • contributed talkExtensive Networks Would Eliminate the Demand for Pricing Formulas — Korean Mathematical Society (KMS), 2021
  • contributed talkExtensive Networks Would Eliminate the Demand for Pricing Formulas — Korean Association of Financial Engineering (KAFE), 2021

2019

  • intensive lectureGenerative Networks such as VAE and GAN — 2019 CAC Summer School, Korea Institute for Advanced Study (KIAS) (5h), 2019
  • invited talkConsistent and Efficient Pricing of SPX Options and VIX Options under Multi-Scale Stochastic Volatility — Workshop for Financial Mathematics & Engineering (WFME), Pusan National University, 2019
  • invited talkIntroduction to Deep Learning — Three W's Seminar, Korea Institute for Advanced Study (KIAS) (1h), 2019
  • invited talkConsistent and Efficient Pricing of SPX Options and VIX Options under Multi-Scale Stochastic Volatility — Korea Asset Pricing Workshop, 2019

2018

  • invited talkMeasuring Systematic Risk with Neural Network Factor Model — The Korean Data & Information Science Society (KDISS), 2018
  • special sessionMeasuring Systematic Risk with Neural Network Factor Model — Korean Society for Industrial and Applied Mathematics (KSIAM), Fall, 2018
  • invited talkAI and Finance — Department of Mathematics at Kongju National University, 2018
  • contributed talkPricing Options with Exponential Levy Neural Network — Honam-Youngnam Mathematical Societies, 2018
  • special sessionPricing Options with Exponential Levy Neural Network — Korean Society for Industrial and Applied Mathematics (KSIAM), Spring, 2018

2017

  • contributed talkThe Curse of Dimensionality in Pricing Multi-Asset Options — Quantitative Methods in Finance Conference at Sydney, 2017
  • contributed talkCurse of Dimensionality in Pricing Multi-Asset Options — Korea Derivatives Association, 2017

2015

  • contributed talkCurse of Dimensionality in Pricing Multi-Asset Options — Korean Mathematical Society (KMS), 2015

2014

  • contributed talkOption Pricing with Heavy-Tailed Distribution: Application to Barrier Options — Korean Mathematical Society (KMS), 2014
  • contributed talkOption Pricing with Heavy-Tailed Distribution: Application to Barrier Options — Korean Association of Financial Engineering (KAFE), 2014

Organizing Committee (selected)

  • The 10th Asian Quantitative Finance Conference (AQFC 2026) — 2026 Link
  • Professor John Y. Campbell’s Korea Visit Organizing Committee — 2025–2026
  • SKKU-Sookmyung Joint International Workshop on Quantitative Finance and Applied Probability — 2025 Link
  • Korea-Japan Mathematical Finance Conference — 2024