activity
20172021
most citedA kinetic description for the herding behavior in financial market

21 citations · 47 across the 5 of their papers we have counts for

collaborators

6 papers

math-ph2021

BGK models for inert mixtures: comparison and applications

Sebastiano Boscarino, Seung Yeon Cho, Maria Groppi +1

Consistent BGK models for inert mixtures are compared, first in their kinetic behavior and then versus the hydrodynamic limits that can be derived in different collision-dominated…

math.NA2020★ 20 cited

Conservative semi-Lagrangian schemes for kinetic equations Part II: Applications

Seung Yeon Cho, Sebastiano Boscarino, Giovanni Russo +1

In this paper, we present a new class of conservative semi-Lagrangian schemes for kinetic equations. They are based on the conservative reconstruction technique introduced in [S. Y…

math.NA2020★ 1 cited

Convergence estimates of a semi-Lagrangian scheme for the ellipsoidal BGK model for polyatomic molecules

Sebastiano Boscarino, Seung-Yeon Cho, Giovanni Russo +1

In this paper, we propose a new semi-Lagrangian scheme for the polyatomic ellipsoidal BGK model. In order to avoid time step restrictions coming from convection term and small Knud…

math.NA2019★ 4 cited

High order conservative Semi-Lagrangian scheme for the BGK model of the Boltzmann equation

Sebastiano Boscarino, Seung-Yeon Cho, Giovanni Russo +1

In this paper, we present a conservative semi-Lagrangian finite-difference scheme for the BGK model. Classical semi-Lagrangian finite difference schemes, coupled with an L-stable t…

math.AP2019★ 21 cited

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…

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…