[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
• Self-Consistent Adjoint Policy Iteration for Constrained Dynamic Portfolio Choice, submitted
• Computable Welfare Bounds for Constrained Dynamic Portfolio Choice, submitted
• Differentiating Through Delay: Stochastic Control Without Full History Hessians, submitted
• Forecast Origins and Information Value in Cross-Market Volatility Forecasting, submitted

Publications & manuscripts

• Learning Distributions for Continuous-Time Financial Models, Jeonggyu Huh*, Seung-Won Jeong*,  Computational Economics, 2026 [Link]
• Equity Premium Forecasting with Reliability-Screened Forward-Looking Signals, Jeonggyu Huh*,  Jaegi Jeon, Seung-Won Jeong*, PLOS One, 2026 [Link]
• DeepONet-Based Surrogate Modeling for Bond Option Pricing, Sang-Hyun Lee*, Jeonggyu Huh, Seungwon Jeong*, AIMS Mathematics, 2026 [Link]
• LSTM-based Dynamic Correlation Forecasting with Economic Conditions, Jeonggyu Huh*, Seungwoo Ha, Seung-Won Jeong*, Finance Research Letters, 2025 [Link]
• Pontryagin-Guided Direct Policy Optimization for Continuous-Time Portfolio Problem, Jeonggyu Huh*, Jaegi Jeon*, Seung-Won Jeong, Journal of Industrial and Management Optimization, 2025 [Link]
• Dual‑Uncertainty Modeling in Financial Time‑Series via VMD‑LSTM with Concrete Dropout and VMD‑WGAN, Jeonggyu Huh*, Dajin Kim, Minseok Jung, Seung-Won Jeong*, Networks and Heterogeneous Media, 2025 [Link]
• Accelerating SDE Simulation through Learning of Stochastic Dynamics, Seung-Won Jeong*, Ji-Hun Kim, Jitae Jung, Jeonggyu Huh*, Journal of Korean Society for Industrial and Applied Mathematics, 2024 [Link]