Ajou University repository

  • Results/Page
  • Sort by
  • In order
  • Authors/record

Showing results 1 to 10 of 11 (Search time: 0.0 seconds).

Volatility Flocking by Cucker–Smale Mechanism in Financial Markets
  • 2020-09-01
  • Asia-Pacific Financial Markets, Vol.27, pp.387-414
  • Springer
변동성 군집에 관한 수학적 모형에 관한 논고
  • 이상혁
  • 2018-02
  • The Graduate School, Ajou University
On the Interactions of Flocking Particles with the Stokes Flow in an Infinite Channel
  • 2024-05-01
  • Journal of Mathematical Fluid Mechanics, Vol.26
  • Birkhauser
Effect Of Time Delay On Flocking Dynamicsoa mark
  • 2022-10-01
  • Networks and Heterogeneous Media, Vol.17, pp.803-825
  • American Institute of Mathematical Sciences
Time-delayed stochastic volatility model
  • 2022-02-01
  • Physica D: Nonlinear Phenomena, Vol.430
  • Elsevier B.V.
A Particle Model for the Herding Phenomena Induced by Dynamic Market Signalsoa mark
  • 2019-10-01
  • Journal of Statistical Physics, Vol.177, pp.365-398
  • Springer Science and Business Media, LLC
Emergent dynamics of the first-order stochastic Cucker-Smale model and application to finance
  • 2019-12-01
  • Mathematical Methods in the Applied Sciences, Vol.42, pp.6029-6048
  • John Wiley and Sons Ltd
Flocking behaviors of a cucker-smale ensemble in a cylindrical domain
  • 2019-01-01
  • SIAM Journal on Mathematical Analysis, Vol.51, pp.2390-2424
  • Society for Industrial and Applied Mathematics Publications
1 2