I am a Ph.D. student in Industrial and Systems Engineering at Korea Advanced Institute of Science and Technology (KAIST). I received my M.S. from KAIST, advised by Prof. Woo Chang Kim, and have continued my research in the Financial Engineering Lab. My research interests center on Financial Engineering, Stochastic Optimization, and Decision-making under Uncertainty.

Education

• Korea Advanced Institute of Science & Technology (KAIST), South Korea
  Ph.D., Industrial & Systems Engineering, 2023.03 -

• Korea Advanced Institute of Science & Technology (KAIST), South Korea
  M.S., Industrial & Systems Engineering, 2021.03 - 2023.02

• Pohang University of Science & Technology (POSTECH), South Korea
  B.S., Industrial & Management Engineering, 2015.03 - 2020.08

• Incheon Jinsan Science High School, South Korea
  Early Graduation, 2013.03 - 2015.02

Publications

• A Decision-focused Learning Framework for Goal-based Investing
  Hyunglip Bae*, Minsu Park*, Haeun Jeon, Woo Chang Kim
  Quantitative Finance, Featured Article

• Return Prediction for Mean-Variance Portfolio Selection: How Decision-Focused Learning Shapes Forecasting Models
  Junhyeong Lee*, Haeun Jeon*, Hyunglip Bae, Yongjae Lee
  ICAIF 2025, Oral Presentation (top-15.5%)

• Locally Convex Global Loss Network for Decision-Focused Learning
  Haeun Jeon*, Hyunglip Bae*, Minsu Park, Chanyeong Kim, Woo Chang Kim
  AAAI 2025, Oral Presentation (top-4.6%)

Working Papers

• Tran2SP: Transformer-based Two-Stage Stochastic Programming
  Chanyeong Kim, Joohwan Ko, Hyunglip Bae, Haeun Jeon, Woo Chang Kim
  INFORMS Journal on Computing, Major Revision

• Prediction Loss Guided Decision-Focused Learning
  Haeun Jeon, Hyunglip Bae, Chanyeong Kim, Yongjae Lee, Woo Chang Kim
  AAAI 2026, Under Review

• Probabilistic Value Function for Large-scale Multistage Stochastic Programs
  Chanyeong Kim, Joohwan Ko, Hyunglip Bae, Haeun Jeon, Woo Chang Kim
  AAAI 2026, Under Review

• A Cholesky Decomposition-based Asset Selection Heuristic for Sparse Tangent Portfolio Optimization
  Hyunglip Bae*, Haeun Jeon*, Minsu Park, Yongjae Lee, Woo Chang Kim
  Finance Research Letters, Under Review

Projects

• PAS Investment Advisory Corporation
  Index Replication
  Replicated the performance of world-leading ETFs with undisclosed portfolios by optimizing over publicly investable assets.

• National Research Foundation of Korea
  Neural Stochastic Optimization
  Integrated AI in stochastic optimization by replacing costly solver routines with neural surrogates, directly approximating optimal solutions, and transferring models across problem families.

• National Research Foundation of Korea
  Decision-focused Learning
  Conducted research on decision-focused learning by developing theoretical foundations, constraint-aware formulations, and efficient training algorithms.

• Hana Bank
  Commercial Real Estate (CRE) Regime Prediction
  Defined CRE market regimes, selected features for regime prediction with statistical \& AI-based methods, and built regime prediction models.

Honors & Awards

• National Scholarship, 2021 -
• K-DS Conference \& Hackathon, 4th place, 2023
• POSTECH Scholarship, 2015 - 2020
• Big Contest, Finalist, 2020
• POSTECH Exchange Student Scholarship, National University of Singapore (NUS), 2019

Talks & Presentations

• ICAIF 2025, Tutorial
  Bridging Prediction and Optimization: Decision Focused Learning in Financial Optimization
• ICAIF 2025, Oral Presentation
• K-DS 2024, Oral Presentation
• KIIE 2024, Oral Presentation
• KIIE 2023, Oral Presentation
• KIIE 2022, Oral Presentation
  Why was my loan rejected, and what should I do?

Teachings

• Statistical Inference for Data Science (DS501), TA, KAIST
• Supply Chain Management (IE426), TA, KAIST
• Convex Optimization (IE539), TA, KAIST
• Industrial and Systems Engineering Seminar (IE496), TA, KAIST
• Operations Research: Optimization (IE331), Tutoring, KAIST
• Introduction to Operations Research (IE101), TA, KAIST
• Introduction to Data Science, TA, Shinhan Life Insurance