Papers

  • Beyond the Bellman Recursion: A Pontryagin-Guided Framework for Non-Exponential Discounting, Hojin Ko*, Jeonggyu Huh*, International Conference on Machine Learning (ICML), 2026

Papers in Progress

  • Knowing When Not to Act: Latent No-Action Region Recovery Hidden in Neural Control, submitted
  • Sobolev-Stable Regime-Conditioned DeepONet for Monthly Implied-Volatility Surface Forecasting,  submitted
  • Finite-Horizon Stochastic Income and Optimal Policies via Pontryagin-Guided Direct Policy Optimization
  • Deep Hedging through Bellman-Guided Direct Policy Optimization
  • A Computational Framework for Decision-Aligned Conditional Betas in Cost-Aware Portfolio Optimization

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

Presentations

  • Knowing when not to act: Latent no-action region recovery hidden in neural control, Korean Society for Industrial and Applied Mathematics (KSIAM), Poster Presentation, Fall 2026 ** scheduled
  • Knowing when not to act: Latent no-action region recovery hidden in neural control, Korean Mathematical Society (KMS), Poster Presentation, Fall 2026 ** scheduled
  • Beyond the Bellman Recursion: A Pontryagin-Guided Framework for Non-Exponential Discounting, The 2nd Sookmyung-TMU Mathematical Finance Workshop with Young Researchers, 2026
  • Breaking the Dimensional Barrier in Dynamic Portfolio Choice with Transaction Costs, The Korean Operations Research and Management Science Society (KORMS), Oral Presentation, Spring 2026
  • Beyond the Bellman Recursion: A Pontryagin-Guided Framework for Non-Exponential Discounting, International Conference on Machine Learning (ICML), Poster, 2026