Jungwoo Bae

Publication Activity (10 Years)

Years Active: 2021-2021
Publications (10 Years): 1

Top Topics

Attention Mechanism

Similarity Measure

Top Venues

Expert Syst. Appl.

Publications

Hyeonuk Kim, Kyunghyun Park, Junkee Jeon, Changhoon Song, Jungwoo Bae, Yongsik Kim, Myungjoo Kang
Candidate point selection using a self-attention mechanism for generating a smooth volatility surface under the SABR model. Expert Syst. Appl. 173 (2021)