Jane Yoo

Available identifiers

Publication	Date of Publication	Type
Endogenous credit, business cycle, and portfolio selection	2024-07-29	Paper
Mathematical modeling of trend cycle: Fad, Fashion and Classic	2023-04-20	Paper
Effect of time delay on flocking dynamics	2022-09-01	Paper
Time-delayed stochastic volatility model	2022-02-22	Paper
A constrained consensus based optimization algorithm and its application to finance	2021-12-13	Paper
A Constrained Consensus Based Optimization algorithm and its Application to Finance	2021-10-09	Paper
Collective aggregation of a linearly coupled stochastic Cucker-Smale ensemble on asymmetric networks	2021-07-30	Paper
Volatility flocking by Cucker-Smale mechanism in financial markets	2020-12-15	Paper
Emergent dynamics of the first-order stochastic Cucker-Smale model and application to finance	2020-02-05	Paper
A particle model for the herding phenomena induced by dynamic market signals	2019-10-10	Paper
A mathematical model for volatility flocking with a regime switching mechanism in a stock market	2015-06-12	Paper

This page was built for person: Jane Yoo