Deep Hedging through Bellman-Guided Direct Policy 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
Deep hedging through Bellman - guided direct policy optimization, Korean Society for Industrial and Applied Mathematics (KSIAM), Poster Presentation, Fall 2026 ** scheduled
Deep hedging through Bellman - guided direct policy optimization, Korean Mathematical Society (KMS), Poster Presentation, Fall 2026 ** scheduled
Pontryagin-Guided Deep Hedging, The Korean Operations Research and Management Science Society (KORMS), Oral Presentation, Spring 2026