Jane Yoo

MaRDI QIDQ2060188zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Endogenous credit, business cycle, and portfolio selection Operations Research	2024-07-29	Paper
Mathematical modeling of trend cycle: Fad, Fashion and Classic	2023-04-20	Paper
Effect of time delay on flocking dynamics Networks and Heterogeneous Media	2022-09-01	Paper
Time-delayed stochastic volatility model Physica D	2022-02-22	Paper
A constrained consensus based optimization algorithm and its application to finance Applied Mathematics and Computation	2021-12-13	Paper
A Constrained Consensus Based Optimization algorithm and its Application to Finance (available as arXiv preprint)	2021-10-09	Paper
Collective aggregation of a linearly coupled stochastic Cucker-Smale ensemble on asymmetric networks Mathematical Methods in the Applied Sciences	2021-07-30	Paper
Volatility flocking by Cucker-Smale mechanism in financial markets Asia-Pacific Financial Markets	2020-12-15	Paper
Emergent dynamics of the first-order stochastic Cucker-Smale model and application to finance Mathematical Methods in the Applied Sciences	2020-02-05	Paper
A particle model for the herding phenomena induced by dynamic market signals Journal of Statistical Physics	2019-10-10	Paper
A mathematical model for volatility flocking with a regime switching mechanism in a stock market M\(^3\)AS. Mathematical Models & Methods in Applied Sciences	2015-06-12	Paper

Research outcomes over time

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