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Hyeong-Ohk Bae

Ajou University - Department of Financial Engineering

Suwon

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

6

DOWNLOADS

413

TOTAL CITATIONS

0

Scholarly Papers (6)

1.

Time-Delayed Stochastic Volatility Model

Number of pages: 28 Posted: 10 Mar 2020 Last Revised: 10 Nov 2021
Ajou University - Department of Financial Engineering, Seoul National University - Research Institute of Mathematics, Seoul National University - Department of Mathematical Sciences, Ajou University - Department of Financial Engineering, KB Bank and Ajou University - School of Business
Downloads 149 (497,070)

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Aggregation, Cucker-Smale mechanism, flocking, regime-switching, time-delay

2.

Volatility Flocking in the Dow Jones Industrial Average (DJIA) Index

Number of pages: 25 Posted: 20 Jul 2017 Last Revised: 30 Jan 2019
Ajou University - Department of Financial Engineering, Seoul National University - Research Institute of Mathematics, Ajou University - Department of Financial Engineering, Korea Maritime Institute, KB Bank and Ajou University - School of Business
Downloads 119 (600,462)

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Cucker-Smale Model, Flocking, Regime Switching, Volatility-Distance Index (VDI), Volatility-Flocking Index (VFI)

3.

Mathematical Modeling of Trend Cycle: Fad, Fashion and Classic

Number of pages: 15 Posted: 19 Dec 2023
Hyeong-Ohk Bae, Seung Yeon Cho, Jane Yoo and Seok-Bae YUN
Ajou University - Department of Financial Engineering, Gyeongsang National University, Ajou University - School of Business and affiliation not provided to SSRN
Downloads 68 (907,769)

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trend cycle, SIR model, Fad, Fashion, Classic, mathematical modeling

4.

Serrin-Type Condition for Weak Solutions to The Shear Thickening Non-Newtonian Fluid

Number of pages: 41 Posted: 22 Jan 2025
Joerg Wolf and Hyeong-Ohk Bae
Chung-Ang University and Ajou University - Department of Financial Engineering
Downloads 33 (1,277,121)

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Weak solutions, local regularity, non-Newtonian fluid, shear thickening fluid, Serrin condition

5.

Opcnet: Oscillatory Pattern Capturing Network for Highly Oscillatory Data

Number of pages: 12 Posted: 04 Aug 2025
SangUk Hwang, Hyeong-Ohk Bae and Byungjoon Lee
affiliation not provided to SSRN, Ajou University - Department of Financial Engineering and The Catholic University of Korea
Downloads 24 (1,399,036)

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Highly Oscillatory Systems, Deep Learning for Dynamical Systems, ODE-informed Neural Networks

6.

Existence of weak solutions for the equations of a non-Newtonian fluid with non-standard growth

Number of pages: 34 Posted: 29 Oct 2025
Joerg Wolf and Hyeong-Ohk Bae
Chung-Ang University and Ajou University - Department of Financial Engineering
Downloads 20 (1,448,301)

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non-Newtonian fluid, weak solution, non-standard growth, existence, Lipschitz truncation, local Minty lemma, local compactness lemma, local pressure, variable Lebesgue space