1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.OC2021
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…
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…