1 citations · 1 across the 4 of their papers we have counts for
4 papers
CBO algorithm with average drift and applications to portfolio optimization
Hyeong-Ohk Bae, Seung-Yeal Ha, Chanho Min +2
We propose a consensus based optimization algorithm with average drift (in short Ad-CBO) and provide a theoretical framework for it. In the theoretical analysis, we show that parti…
Mathematical modeling of trend cycle: Fad, Fashion and Classic
Hyeong-Ohk Bae, Seung Yeon Cho, Jane Yoo +1
In this work, we suggest a system of differential equations that quantitatively models the formulation and evolution of a trend cycle through the consideration of underlying dynami…
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 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…