Jaegi Jeon

Assistant Professor, Graduate School of Data Science, Chonnam National University
Joined
December 2025

Names

Jaegi Jeon (Preferred)

Emails

****@jnu.ac.kr (Confirmed)
, 
****@yonsei.ac.kr (Confirmed)

Personal Links

Career & Education History

Assistant Professor
Graduate School of Data Science, Chonnam National University (jnu.ac.kr)
2022 – 2026
Postdoc
Mathematical Sciences Division for Future Human Resources Development, Seoul National University (snu.ac.kr)
2020 – 2022
Postdoc
Center for Mathematical Analysis & Computation (CMAC), Yonsei University (yonsei.ac.kr)
2019 – 2020
PhD student
Department of Mathematics, Yonsei University (yonsei.ac.kr)
2010 – 2019

Advisors, Relations & Conflicts

PhD Advisee
Jaemin Song
2022 – 2027
Coauthor
Seungwon Jeong
2025 – 2025
Coauthor
Jihong Park
2025 – 2025
Coauthor
Geonwoo Kim
2021 – 2025
Coauthor
Jeonggyu Huh
2018 – 2025
Coauthor
Kyunghyun Park
2022 – 2022
Coauthor
Yong‑Ki Ma
2020 – 2020
PhD Advisor
Jeong-Hoon Kim
2010 – 2019

Expertise

Diffusion models
2022 – Present
Continuous-time control
2022 – Present
Reinforcement learning
2022 – Present
Machine learning for finance
2018 – Present
Deep learning
2018 – Present
Time series modeling
2016 – Present
Financial mathematics
2010 – Present
Stochastic differential equations
2010 – Present
Option pricing
2010 – Present
Stochastic volatility models
2010 – Present

Publications

Co-Authors