Hyeong-Ohk Bae

Hyeong-Ohk Bae

Ajou University

H-index: 19

Asia-South Korea

About Hyeong-Ohk Bae

Hyeong-Ohk Bae, With an exceptional h-index of 19 and a recent h-index of 13 (since 2020), a distinguished researcher at Ajou University, specializes in the field of PDE, fluid dynamics, financial derivatives.

His recent articles reflect a diverse array of research interests and contributions to the field:

On the Interactions of Flocking Particles with the Stokes Flow in an Infinite Channel

Option Pricing and Local Volatility Surface by Physics-Informed Neural Network

Physics-informed convolutional transformer for predicting volatility surface

Asymptotic profile for the interaction of a rigid ball and an incompressible viscous fluid

Compactness Lemma for sequences of divergence free Bochner measurable functions

Mathematical modeling of trend cycle: Fad, Fashion and Classic

A constrained consensus based optimization algorithm and its application to finance

Time-delayed stochastic volatility model

Hyeong-Ohk Bae Information

University

Position

Department of Financial Engineering

Citations(all)

1222

Citations(since 2020)

426

Cited By

998

hIndex(all)

19

hIndex(since 2020)

13

i10Index(all)

36

i10Index(since 2020)

15

Email

University Profile Page

Ajou University

Google Scholar

View Google Scholar Profile

Hyeong-Ohk Bae Skills & Research Interests

PDE

fluid dynamics

financial derivatives

Top articles of Hyeong-Ohk Bae

Title

Journal

Author(s)

Publication Date

On the Interactions of Flocking Particles with the Stokes Flow in an Infinite Channel

Journal of Mathematical Fluid Mechanics

Dongnam Ko

Hyeong-Ohk Bae

Seung-Yeal Ha

Gyuyoung Hwang

2024/5

Option Pricing and Local Volatility Surface by Physics-Informed Neural Network

Computational Economics

Hyeong-Ohk Bae

Seunggu Kang

Muhyun Lee

2024/2/17

Physics-informed convolutional transformer for predicting volatility surface

Quantitative Finance

Soohan Kim

Seok-Bae Yun

Hyeong-Ohk Bae

Muhyun Lee

Youngjoon Hong

2024/1/9

Asymptotic profile for the interaction of a rigid ball and an incompressible viscous fluid

Journal of Differential Equations

Hyeong-Ohk Bae

Bum Ja Jin

2023/12/15

Compactness Lemma for sequences of divergence free Bochner measurable functions

Nonlinear Analysis

Hyeong-Ohk Bae

Jörg Wolf

2023/7/1

Mathematical modeling of trend cycle: Fad, Fashion and Classic

arXiv preprint arXiv:2304.10225

Hyeong-Ohk Bae

Seung Yeon Cho

Jane Yoo

Seok-Bae Yun

2023/4/20

A constrained consensus based optimization algorithm and its application to finance

Applied Mathematics and Computation

Hyeong-Ohk Bae

Seung-Yeal Ha

Myeongju Kang

Hyuncheul Lim

Chanho Min

...

2022/3/1

Time-delayed stochastic volatility model

Physica D: Nonlinear Phenomena

Hyeong-Ohk Bae

Seung-Yeal Ha

Myeongju Kang

Hyuncheul Lim

Yongsik Kim

...

2022/2/1

Time stepwise local volatility

Bulletin of the Korean Mathematical Society

Hyeong-Ohk Bae

Hyuncheul Lim

2022

Effect of time delay on flocking dynamics

Networks and Heterogeneous Media

Hyeong-Ohk Bae

Seung Yeon Cho

Jane Yoo

Seok-Bae Yun

2022/7/20

Boundary Regularity for the Steady Generalized Newtonian Flow with Shear Thickening Viscosity

Journal of Mathematical Fluid Mechanics

Jörg Wolf

Hyeong-Ohk Bae

2022/5

Collective aggregation of a linearly coupled stochastic Cucker–Smale ensemble on asymmetric networks

Mathematical Methods in the Applied Sciences

Hyeong‐Ohk Bae

Seung‐Yeal Ha

Doheon Kim

Yongsik Kim

Hyuncheul Lim

...

2021/1/30

Journal of the KSIAM

Hi Jun Choe

Zhiming Chen

Hyeong-Ohk Bae

Tao Tang

Jae Hoon Jung

...

2021

Volatility flocking by cucker–smale mechanism in financial markets

Asia-Pacific Financial Markets

Hyeong-Ohk Bae

Seung-Yeal Ha

Yongsik Kim

Hyuncheul Lim

Jane Yoo

2020/9

Helmholtz decomposition and semigroup theory to the fluid around a moving body

Bulletin of the Korean Mathematical Society

Hyeong-Ohk Bae

2020

See List of Professors in Hyeong-Ohk Bae University(Ajou University)

Co-Authors

H-index: 27
Young-Pil Choi

Young-Pil Choi

Yonsei University

H-index: 19
Jihoon Lee

Jihoon Lee

Chung-Ang University

H-index: 17
SEOK-BAE YUN

SEOK-BAE YUN

Sungkyunkwan University

H-index: 16
Jeongho Kim

Jeongho Kim

Seoul National University

H-index: 15
Hyeng Keun Koo

Hyeng Keun Koo

Ajou University

H-index: 7
Yeonghun Youn

Yeonghun Youn

Yeungnam University

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