ELS Hedging Decision-Making System Using Neural Optimal Control, Jul. 2026–Jun. 2027, RiskX-led project, 2026 Seoul FinTech Technology Commercialization Support Program
Presentations
DeepONet pricing of autocallable ELS with martingale-controlled error screening, Korean Society for Industrial and Applied Mathematics (KSIAM), Poster Presentation, Fall 2026 ** scheduled
DeepONet pricing of autocallable ELS with martingale-controlled error screening, Korean Mathematical Society (KMS), Poster Presentation, Fall 2026 ** scheduled
Real-Time Pricing of Equity-Linked Securities Using Deep Operator Networks, The Korean Operations Research and Management Science Society (KORMS), Poster Presentation, Spring 2026