Bong-Gyu Jang
Bong-Gyu Jang
POSTECH · Industrial and Management Engineering
Professor
Prof. 장봉규
Professor's page · publicationsAbout
투자·위험관리와 금융공학을 연구하는 Financial Investment and Risk Management(FIRM) 연구실을 운영한다. 금융 AI를 활용한 투자 의사결정과 위험 관리 방법론을 다룬다. KAIST에서 수학 박사학위를 받았다.
Research keywords
Recent papers
From OpenAlex · papers whose author affiliation matches this university
Selected publications
- Calibrating High-dimensional Parameters in Interest Rate ModelsJournal of Derivatives and Quantitative Studies · 2025
- American Put Options with Regime-Switching VolatilityJournal of Derivatives and Quantitative Studies · 2024
Labs doing related research
Labs that recently published on topics this lab's recent papers share
Shared topic: Risk and Portfolio Optimization
Oh, Jehan
Kyungpook National University · Mathematics
Consumption adjustment with mean-reverting risk premia: A singular stochastic control approachNewPreprintarXiv (Cornell University) · Oct 10Woojin Chang
Seoul National University · Industrial Engineering
Reward inference for portfolio optimization via multi-expert inverse reinforcement learningNeurocomputing · Sep 10Dependable Control and Decision Group
EPFL · Institute of Mechanical Engineering
Optimality of Affine Policies in Distributionally Robust Linear-Quadratic Control with Temporally Correlated NoisePreprintarXiv (Cornell University) · Sep 23
Other labs in this department
- Young-Myoung Ko
Ko, Young-Myung
확률시스템 최적화, 파운데이션 모델 응용
- Kwang-Jae Kim
Kim, Kwang-Jae
품질공학/경영, 서비스 사이언스
- Duck Young Kim
Kim, Deok-Young
스마트 팩토리, 산업인공지능
- Byung-In Kim
Kim, Byung-In
Logistics, Production Planning and Scheduling, Traffic Signal Control
- Sangwoo Mo
Mo, Sangwoo
인공지능, 딥러닝
- Minseok Song
Song, Min-Seok
Process Mining, Recommendation Systems, LLM Applications