21 citations · 22 across the 3 of their papers we have counts for
3 papers
A Constrained Consensus Based Optimization algorithm and its Application to Finance
Hyeong-Ohk Bae, Seung-Yeal Ha, Myeongju Kang +3
In this paper, we propose a predictor-corrector type Consensus Based Optimization (CBO) algorithm on a convex feasible set. Our proposed algorithm generalizes the CBO algorithm in…
A kinetic description for the herding behavior in financial market
Hyeong-Ohk Bae, Seung-Yeon Cho, Jeongho Kim +1
As a continuation of the study of the herding model proposed in (Bae et al. in arXiv:1712.01085, 2017), we consider in this paper the derivation of the kinetic version of the herdi…
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…