40 citations · 209 across the 49 of their papers we have counts for
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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…
q-fin.CP2017★ 1 cited
A particle model for the herding phenomena induced by dynamic market signals
Hyeong-Ohk Bae, Seung-yeon Cho, Sang-hyeok Lee +1
In this paper, we study the herding phenomena in financial markets arising from the combined effect of (1) non-coordinated collective interactions between the market players and (2…