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Mu-Yeol Lee

1 paper hereh-index 229 citations4 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • q-fin.CP1

identity via Semantic Scholar / OpenAlex

most citedPhysics-Informed Convolutional Transformer for Predicting Volatility Surface

7 citations · 7 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.CP2022★ 7 cited

Physics-Informed Convolutional Transformer for Predicting Volatility Surface

Soohan Kim, Seok-Bae Yun, Hyeong-Ohk Bae +2

Predicting volatility is important for asset predicting, option pricing and hedging strategies because it cannot be directly observed in the financial market. The Black-Scholes opt…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.