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Jaegi Jeon

Chonnam National University

300 Yongbong-dong

Gwangju

Korea, Republic of (South Korea)

  • Chonnam National University

SCHOLARLY PAPERS

3

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364

TOTAL CITATIONS

0

Scholarly Papers (3)

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1.

Deep Momentum Networks with Market Trend Dynamics

Number of pages: 26 Posted: 15 Jul 2024
Jaemin Song and Jaegi Jeon
Chonnam National University and Chonnam National University
Downloads 232 (368,123)

Abstract:

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Time-series momentum strategy, Momentum turning point, Algorithmic trading, Feature engineering, long short-term memory (LSTM)

2.

Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio Choice

Number of pages: 50 Posted: 11 Sep 2025
Jeonggyu Huh, Jaegi Jeon, Hyeng Keun Koo and Byung Hwa Lim
Sungkyunkwan University, Chonnam National University, Ajou University - Department of Business Administration and Department of Fintech, SKK Business School, Sungkyunkwan University
Downloads 69 (891,180)

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Multi-Asset Portfolio Choice, Pontryagin’s Maximum Principle, Direct Policy Optimization, Model-Based Reinforcement Learning

3.

Breaking the Dimensional Barrier for Constrained Dynamic Portfolio Choice

Number of pages: 35 Posted: 29 Oct 2025
Jeonggyu Huh, Jaegi Jeon, Hyeng Keun Koo and Byung Hwa Lim
Sungkyunkwan University, Chonnam National University, Ajou University - Department of Business Administration and Department of Fintech, SKK Business School, Sungkyunkwan University
Downloads 63 (961,006)

Abstract:

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Constrained continuous-time portfolio optimization, Pontryagin's Maximum Principle (PMP), Barrier-regularized Hamiltonian, Karush-Kuhn-Tucker (KKT) conditions, High-dimensional scalability