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4
- 鞛戩劚鞛�瓴届榿雽赌顷�
- 鞛戩劚鞚�2021-01-20
- 3027
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- 鞛戩劚鞛�瓴届榿雽赌顷�
- 鞛戩劚鞚�2021-01-19
- 2739
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瓴届榿雽赌顷� 甑槙瓯�(旮堨湹瓿淀暀鞝勱车) 甑愳垬鞚� 頃欖垹雽�須� 氚滍憸靻岇嫕 (Presentations as a plenary speaker) 1) December 11, 2019, Quantitative Methods in Finance 2019, ``Intertemporal Preference with Risk and Loss Aversion," Sydney, Australia 2) July 15, 2019, The 6th Asian Quantitative Finance Conference, , ``Costs of Adjustment, Loss Aversion and Risk 3) Management for Long-Term Investors," Vietnamese Institute for Advanced Study, Hanoi, Vietnam 4) December 11, 2018, Quantitative Methods in Finance 2018, ``Long-Term Asset Management and Continuous-Time Portfolio Selection Models," Sydney, Australia
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- 鞛戩劚鞛�瓴届榿雽赌顷�
- 鞛戩劚鞚�2020-11-05
- 2575
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瓴届榿雽赌顷� 甑槙瓯�(旮堨湹瓿淀暀鞝勱车) 甑愳垬鞚� 頃欗殞歆�瓴岇灛 靻岇嫕 1) "Optimal Retirement in a General Market Environment,鈥� with Zhou Yang and Yong Hyun Shin, Applied Mathematics & Optimization, 2020, https://doi.org/10.1007/s00245-020-09671-6 2) "Optimal consumption and investment with insurer default risk,鈥� with Bong-Gyu Jang and Seyoung Park, 2019, Insurance: Mathematics and Economics 88, 44-56. 3) "Ratcheting with a Bliss Level of Consumption,鈥� with Joonkee Jeon and Yong Hyun Shin, Optimization Letters. 4) "Portfolio selection with consumption ratcheting,鈥� with Junkee Jeon and Yong Hyun Shin, Journal of Economic Dynamics and Control, 92, 2018, 153-182 5) "Optimal Consumption and Portfolio Selection with Early Retirement Option,鈥� with Zhou Yang, 2018, Mathematics of Operations Research, 43(4), 1378-1404
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- 鞛戩劚鞛�瓴届榿雽赌顷�
- 鞛戩劚鞚�2020-11-05
- 2612
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瓴届榿雽赌顷� 氚绊槙鞓�(旮堨湹瓿淀暀鞝勱车) 甑愳垬鞚� 頃欗殞歆�瓴岇灛 靻岇嫕 1) Bae, Hyeong-Ohk Helmholtz decomposition and semigroup theory to the fluid around a moving body. Bull. Korean Math. Soc 57(2020), no. 3, 661-676 2) Bae, Hyeong-Ohk; Ha, Seung-Yeal; Kim, Doheon; Kim, Yongsik; Lim, Hyuncheul; Yoo, Jane Collective aggregatin of a linearly coupled stochastic Cucker-Smale ensemble on asymmetric networks. Math. Method Appl. Sci. (2020), 1-28 3) Bae, Hyeong-Ohk; Ha, Seung-Yeal; Kim, Yongsik; Lim, Hyuncheul; Yoo, Jane Volatility flocking by Cucker-Smale mechanism in Financial Markets. Asia-Pacific Financial Markets 27 (2020), 387-414 4) 鞛勴槃觳�, 氚绊槙鞓� 氚曧寪 鞀ろ攲霛检澑 頃垬毳� 鞚挫毄頃� 雮挫灛氤�霃欖劚 瓿‰┐ 靸濎劚 氚╇矔 鞐瓣惮 旮堨湹瓿淀暀鞐瓣惮 18甓� (2019.12) 4順�, 1-36 5) Bae, Hyeong-Ohk; Cho, Seung-Yean; Kim, Jeongho, Yun, Seok-Bae A Kinetic description for the herding behavior in financial market J. Statistical Physics 176 (2019), 398-424 6) Bae, Hyeong-Ohk; Cho, Seung-Yean; Lee, Sang-hyeok; Yoo, Jane; Yun, Seok-Bae A particle model for the herding phenomena induced by dynamic market signals. J. Stat. Phys. 177 (2019) no. 365-398 7) Bae, Hyeong-Ohk; Ha, Seung-Yeal; Kim, Jeongho; Ko, Dongnam; Sohn, Sung-Ik Flocking behaviors of a Cucker-Smale ensemble in a cylindrical domains. SIAM J. Math. Anal. 51 (2019), no. 3, 2390-2424 8) Bae, Hyeong-Ohk; Ha, Seung-Yeal; Kim, Doheon; Kim, Yongsik; Lim, Hyuncheul; Yoo, Jane Emergent dynamics of the first-order stochastic Cucker-Emale model and application to financne. Math. Methods Appl. Sci. 42( 2019), no.18, 6029-6048 9) Bae, H.-O.; Zaj膮czkowski, Wojciech M. Global regular motions for compressible barotropic viscous fluids: stability. Math. Methods Appl. Sci. 41 (2018), no. 15, 5869鈥�5905. 10) Bae, Hyeong-Ohk; So, Hyoungsuk; Youn, Yeonghun Interior regularity to the steady incompressible shear thinning fluids with non-standard growth. Netw. Heterog. Media 13 (2018), no. 3, 479鈥�491. 11) Bae, Hyeong-Ohk Regularity of the 3D Navier-Stokes equations with viewpoint of 2D flow. J. Differential Equations 264 (2018), no. 7, 4889鈥�4900. 12) Bae, Hyeong-Ohk Regularity of the 3D Navier-Stokes equations with viewpoint of 2D flow. J. Differential Equations 264 (2018), no. 7, 4889鈥�4900. 13) Bae, Hyeong-Ohk; Wolf, J枚rg Sufficient conditions for local regularity to the generalized Newtonian fluid with shear thinning viscosity. Z. Angew. Math. Phys. 68 (2017), no. 1, Art. 7, 23 pp.
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- 鞛戩劚鞛�瓴届榿雽赌顷�
- 鞛戩劚鞚�2020-11-05
- 2663
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