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4
- 작성자경영대학
- 작성일2021-01-20
- 2495
- 동영상동영상
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2
- 작성자경영대학
- 작성일2021-01-19
- 2229
- 동영상동영상
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경영대학 구형건(금융공학전공) 교수의 학술대회 발표소식 (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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0
- 작성자경영대학
- 작성일2020-11-05
- 2082
- 동영상동영상
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경영대학 구형건(금융공학전공) 교수의 학회지게재 소식 1) "Optimal Retirement in a General Market Environment,” 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,” with Bong-Gyu Jang and Seyoung Park, 2019, Insurance: Mathematics and Economics 88, 44-56. 3) "Ratcheting with a Bliss Level of Consumption,” with Joonkee Jeon and Yong Hyun Shin, Optimization Letters. 4) "Portfolio selection with consumption ratcheting,” 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,” with Zhou Yang, 2018, Mathematics of Operations Research, 43(4), 1378-1404
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- 작성자경영대학
- 작성일2020-11-05
- 2063
- 동영상동영상
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경영대학 배형옥(금융공학전공) 교수의 학회지게재 소식 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) 임현철, 배형옥 박판 스플라인 함수를 이용한 내재변동성 곡면 생성 방법 연구 금융공학연구 18권 (2019.12) 4호, 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.; Zajączkowski, Wojciech M. Global regular motions for compressible barotropic viscous fluids: stability. Math. Methods Appl. Sci. 41 (2018), no. 15, 5869–5905. 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, 479–491. 11) Bae, Hyeong-Ohk Regularity of the 3D Navier-Stokes equations with viewpoint of 2D flow. J. Differential Equations 264 (2018), no. 7, 4889–4900. 12) Bae, Hyeong-Ohk Regularity of the 3D Navier-Stokes equations with viewpoint of 2D flow. J. Differential Equations 264 (2018), no. 7, 4889–4900. 13) Bae, Hyeong-Ohk; Wolf, Jörg 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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- 작성자경영대학
- 작성일2020-11-05
- 1988
- 동영상동영상
