分類番号 
タイトル 
著者 
発表時期 
CARFF431 
Anticipated Backward SDEs with Jumps and quadraticexponential growth drivers (Revised version of F409) 
Masaaki Fujii,
Akihiko Takahashi 
2018.3 
CARFF430 
Bitcoin technical trading with artificial neural network 
Masafumi Nakano,
Akihiko Takahashi,
Soichiro Takahashi 
2018.3 
CARFF429 
Listing and Financial Constraints 
Kenichi Ueda,
Akira Ishide,
Yasuo Goto 
2018.2 
CARFF428 
Framing Game Theory
(Revised version of CARFF425.) 
Hitoshi Matsushima 
2018.2 
CARFF427 
An Approximation formula for normal implied volatility under general local stochastic volatility models 
Yasaman Karami,
Kenichiro Shiraya 
2018.1 
CARFF426 
Pricing Average and Spread Options under
LocalStochastic Volatility JumpDiffusion Models (Revised version of CARFF365 : Forthcoming in Mathematics of Operations Research) 
Kenichiro Shiraya,
Akihiko Takahashi 
2017.11 
CARFF425 
Framing Game Theory 
Hitoshi Matsushima 
2017.11 
CARFF424 
Understanding Macroeconomic Statistics:
An “IdealType” Economy Approach 
Kiyohiko G. Nishimura,
Junko Ishikawa 
2017.10 
CARFF423 
Asymptotic Expansion as Prior Knowledge in
Deep Learning Method for high dimensional BSDEs 
Masaaki Fujii,
Akihiko Takahashi,
Masayuki Takahashi 
2017.10 
CARFF422 
State Space Approach to Adaptive Artificial Intelligence Modeling:
Application to Financial Portfolio with Fuzzy System 
Masafumi Nakano,
Akihiko Takahashi,
Soichiro Takahashi 
2018.2 
CARFF421 
Optimal overbooking strategy
in online hotel booking systems 
Taiga Saito,
Akihiko Takahashi,
Noriaki Koide,
Yu Ichifuji 
2017.09 
CARFF420 
Quadraticexponential growth BSDEs with Jumps
and their Malliavin’s Differentiability (Forthcoming in Stochastic Processes and their Applications)(revised version of CARFF395) 
Masaaki Fujii,
Akihiko Takahashi 
2017.09 
CARFF419 
On the effect of Bank of Japan's outright purchase
on the JGB yield curve (Forthcoming in AsiaPacific Financial Markets) 
Masafumi Nakano,
Akihiko Takahashi,
Soichiro Takahashi,
Takami Tokioka, 
2017.08 
CARFF418 
Hedging and Pricing Illiquid Options
with Market Impacts (Forthcoming in International Journal of Financial Engineering) 
Taiga Saito 
2017.08 
CARFF417 
Derivatives Pricing with Market Impact and
Limit Order Book (Forthcoming in Automatica.)(Revised version of F385) 
Taiga Saito,
Akihiko Takahashi 
2017.08 
CARFF416 
Dynamic Implementation, Verification, and Detection 
Hitoshi Matsushima 
2017.06 
CARFF415 
Mechanism Design in Hidden Action and Hidden Information:
Richness and PureVCG (Revised version of F386) 
Hitoshi Matsushima,
Shunya Noda 
2017.07 
CARFF414 
Accuracy and Retaliation
in Repeated Games with Imperfect Private Monitoring:
Experiments and Theory (Revised version of F381) 
Yutaka Kayaba, Hitoshi Matsushima, Tomohisa Toyama 
2017.07 
CARFF413 
Robust technical trading with fuzzy knowledgebased systems (Forthcoming in "Frontiers in Artificial Intelligence and Applications".) 
Masafumi Nakano,
Akihiko Takahashi,
Soichiro Takahashi 
2017.07 
CARFF412 
Pricing Average and Spread Options under LocalStochastic Volatility JumpDiffusion Models Online Appendix 
Kenichiro Shiraya,
Akihiko Takahashi 
2017.07 
CARFF411 
Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment Empirical Study in the Japanese Stock Market 
Taiga Saito,
Takanori Adachi,
Teruo Nakatsuma,
Akihiko Takahashi,
Hiroshi Tsuda,
Naoyuki Yoshino 
2017.06 
CARFF410 
Why Has Japan Failed to Escape from Deflation? 
Kota Watanabe,
Tsutomu Watanabe 
2017.06 
CARFF409 
Anticipated Backward SDEs with Jumps and quadraticexponential growth drivers 
Masaaki Fujii,
Akihiko Takahashi 
2017.05 
CARFF408 
Price Rigidity at NearZero Inflation Rates: Evidence from Japan 
Kota Watanabe,
Tsutomu Watanabe 
2017.03 
CARFF407 
Estimating the Hurst parameter from short term volatility swaps 
Elisa Alòs,
Kenichiro Shiraya 
2017.03 
CARFF406 
Creating Investment Scheme with State Space Modeling (Subsequently published in "Expert Systems With Applications") 
Masafumi Nakano,
Akihiko Takahashi,
Soichiro Takahashi 
2017.02 
CARFF405 
Fuzzy Logicbased Portfolio Selection with Particle Filtering and Anomaly Detection (Subsequently published in "KnowledgeBased Systems") 
Masafumi Nakano,
Akihiko Takahashi,
Soichiro Takahashi 
2017.02 
CARFF404 
Aging and Property Prices: A Theory of Very Long Run Portfolio Choice and Its Predictions on Japanese Municipalities in the 2040s (To appear in Asian Economic Papers, 2017) 
Yoshihiro Tamai, Chihiro Shimizu, Kiyohiko G. Nishimura 
2017.01 
CARFF403 
Generalized Exponential Moving Average (EMA) Model with Particle Filtering and Anomaly Detection (Subsequently published in "Expert Systems With Applications") 
Masafumi Nakano,
Akihiko Takahashi,
Soichiro Takahashi 
2016.12 
CARFF402 
Predicting accounting fraud: Evidence from Japan (Forthcoming in The Japanese Accounting Review) 
Song Mingzi,
Naoto Oshiro,
Akinobu Shuto 
2016.09 
CARFF401 
Monetary Policy and Covered Interest Parity in the Post GFC Period: Evidence from Australian Dollar and the NZ Dollar 
Shinichi
Fukuda,
Mariko Tanaka 
2016.11 
CARFF400 
Product Turnover and Deflation: Evidence from Japan 
Kozo Ueda,
Kota Watanabe, Tsutomu Watanabe

2016.12 
CARFF399 
The Effect of Bank Recapitalization Policy on Corporate Investment: Evidence from a Banking Crisis in Japan

Hiroyuki Kasahara, Yasuyuki Sawada, Michio Suzuki

2016.11 
CARFF398 
Solving Backward Stochastic Differential Equations by Connecting the Shortterm Expansions(Revised version of CARFF387) 
Masaaki Fujii,
Akihiko Takahashi 
2016.11 
CARFF397 
An approximation method for pricing continuous barrier
options under multiasset local stochastic volatility models 
Kenichiro Shiraya 
2016.10 
CARFF396 
Monopoly Rights and Economic Growth: An Inverted UShaped Relation 
Kenichi Ueda,
Stijn Claessens 
2016.10 
CARFF395 
Quadraticexponential growth BSDEs with Jumps and their Malliavin’s Differentiability
(revised version of CARFF376) 
Masaaki Fujii,
Akihiko Takahashi 
2016.10 
CARFF394 
An asymptotic expansion for forwardbackward SDEs: a Malliavin calculus approach (Forthcoming in AsiaPacific Financial Markets) 
Akihiko Takahashi
Toshihiro Yamada 
2016.09 
CARFF393 
Who buys what, where: Reconstruction of the international trade flows by commodity and
industry 
Yuichi Ikeda,
Tsutomu Watanabe 
2016.09 
CARFF392 
Power laws in market capitalization during the Dotcom and Shanghai bubble periods 
Takayuki Mizuno, Takaaki Ohnishi, Tsutomu Watanabe 
2016.09 
CARFF391 
A Return Predictionbased Investment with Particle Filtering and Anomaly Detection 
Masafumi Nakano,
Akihiko Takahashi,
Soichiro Takahashi 
2016.09 
CARFF390 
Abenomics after Four Years:
Formidable Challenges ahead with Limited Policy Tools 
Kazuo Ueda 
2016.08 
CARFF389 
The gradual evolution of buyerseller networks and their role in aggregate fluctuations 
Ryohei Hisano,
Tsutomu Watanabe,
Takayuki Mizuno,
Takaaki Ohnishi,
Didier Sornette

2016.08 
CARFF388 
The Formation of Consumer Inflation Expectations: New
Evidence From Japan's Deflation Experience 
Jess Diamond,
Kota Watanabe,
Tsutomu Watanabe 
2016.07 
CARFF387 
Solving Backward Stochastic Differential Equations
by Connecting the Shortterm Expansions 
Masaaki Fujii,
Akihiko Takahashi 
2016.06 
CARFF386 
Mechanism Design in Hidden Action and Hidden Information: Richness and Pure Groves 
Hitoshi Matsushima,
Shunya Noda 
2016.05 
CARFF385 
Derivatives Pricing with Market Impact and Limit Order Book 
Taiga Saito,
Akihiko Takahashi 
2017.06 
CARFF384 
Rebalancing Static SuperReplications (Forthcoming in International Journal of Financial Engineering) 
Akihiko Takahashi,
Yukihiro Tsuzuki 
2016.04 
CARFF383 
Style Analysis with Particle Filtering and
Generalized Simulated Annealing (Forthcoming in International Journal of Financial Engineering) 
Takaya Fukui,
Seisho Sato,
Akihiko Takahashi 
2017.03 
CARFF382 
A General Control Variate Method for Multidimensional SDEs:
An Application to Multiasset Options under Local Stochastic
Volatility with Jumps Models in Finance (Forthcoming in "European Journal of Operational Research") 
Kenichiro Shiraya, Akihiko Takahashi 
2016.03 
CARFF381 
Accuracy and Retaliation
in Repeated Games with Imperfect Private Monitoring:
Experiments and Theory 
Yutaka Kayaba,
Hitoshi Matsushima,
Tomohisa Toyama

2016.03 
CARFF380 
Optimal Room Charge and Expected Sales under Discrete Choice Models with Limited Capacity (Forthcoming in "International Journal of Hospitality Management") 
Taiga Saito,
Akihiko Takahashi,
Hiroshi Tsuda

2016.03 
CARFF379 
Three “Seismic Shifts” in the Global Economy and Policy Challenges 
Kiyohiko G. Nishimura 
2016.02 
CARFF378 
A General Framework for the Benchmark pricing in a Fully Collateralized Market (formerly titled as "Choice of Collateral Currecy Updated" carff371; Forthcoming in Journal of Financial Engineering) 
Masaaki Fujii,
Akihiko Takahashi 
2016.02 
CARFF377 
An Asymptotic Expansion for LocalStochastic Volatility with Jump Models (Forthcoming in Stochastics) 
Kenichiro Shiraya, Akihiko Takahashi 
2015.12 
CARFF376 
Quadraticexponential growth BSDEs with
Jumps and their Malliavin’s Differentiability 
Masaaki Fujii,
Akihiko Takahashi 
2015.12 
CARFF375 
Price Impacts of Imperfect Collateralization (Revised version of CARFF355; Forthcoming in "International Journal of Financial Engineering") 
Kenichiro Shiraya, Akihiko Takahashi 
2015.11 
CARFF374 

Kosuke Aoki,
Kalin Nikolov 
2015.11 
CARFF373 

Petra GerlachKristen,
Robert N McCauley,
Kazuo Ueda 
2015.10 
CARFF372 

Masaaki Fujii,
Akihiko Takahashi 
2015.12 
CARFF371 

Masaaki Fujii,
Akihiko Takahashi 
2015.08 
CARFF370 

Takuya Iwasaki,
Shota Otomasa,
Atsushi Shiiba, Akinobu Shuto 
2015.07 
CARFF369 

Takuya Iwasaki,
Norio Kitagawa, Akinobu Shuto 
2015.07 
CARFF368 

Shota Otomasa, Atsushi Shiiba, Akinobu Shuto 
2015.07 
CARFF367 

Norio Kitagawa, Akinobu Shuto 
2015.07 
CARFF366 

Takayuki Mizuno, Takaaki Ohnishi, Tsutomu Watanabe

2015.07 
CARFF365 

Kenichiro Shiraya, Akihiko Takahashi 
2015.07 
CARFF364 

Satoshi Imai,
Tsutomu Watanabe 
2015.06 
CARFF363 

Akihiko Takahashi, Toshihiro Yamada 
2015.05 
CARFF362 

Takayuki Mizuno, Takaaki Ohnishi, Tsutomu Watanabe 
2015.05 
CARFF361 

Kenichiro Shiraya, Akihiko Takahashi 
2015.05 
CARFF360 

Masaaki Fujii 
2015.03 
CARFF359 

Hitoshi Matsushima 
2015.02 
CARFF358 

Akihiko Takahashi,
Toshihiro Yamada

2015.02 
CARFF357 

Hitoshi Matsushima 
2015.02 
CARFF356 

Akihiko Takahashi 
2015.01 
CARFF355 

Kenichiro Shiraya, Akihiko Takahashi 
2014.11 
CARFF354 

Kiyohiko G. Nishimura,
Hiroyuki Ozaki 
2014.08 
CARFF353 

Takayuki Mizuno, Wataru Souma, Tsutomu Watanabe 
2014.11 
CARFF352 

Masaaki Fujii,
Seisho Sato,
Akihiko Takahashi 
2014.10 
CARFF351 

Nao Sudo,
Kozo Ueda,
Kota Watanabe,
Tsutomu Watanabe 
2014.09 
CARFF350 

Akihiko Takahashi
, Yukihiro Tsuzuki 
2014.08 
CARFF349 

Takashi Kato,
Akihiko Takahashi, Toshihiro Yamada 
2014.08 
CARFF348


Masaaki Fujii,
Akihiko Takahashi

2014.07

CARFF347


Akihiko Takahashi, Toshihiro Yamada

2014.07

CARFF346


Makoto Nirei,
Tsutomu Watanabe

2014.06

CARFF345


Hitoshi Hayakawa

2014.06

CARFF344


Kosuke Aoki, Tomoyuki Nakajima, Kalin Nikolov

2014.05

CARFF343


Masaaki Fujii

2014.05

CARFF342


Kota Watanabe,
Tsutomu Watanabe

2014.02

CARFF341


Akihiko Takahashi,
Yukihiro Tsuzuki

2014.02

CARFF340


Junichi Fujimoto

2014.01

CARFF339


Takayuki Mizuno,
Wataru Souma,
Tsutomu Watanabe

2014.01

CARFF338


Masaaki Fujii,
Akihiko Takahashi

2014.01

CARFF337


Kiyohiko G. Nishimura,
Hiroyuki Ozaki

2014.01

CARFF336


Kenichiro Shiraya,
Akihiko Takahashi

2013.12

CARFF335


Akihiko Takahashi, Toshihiro Yamada

2013.12

CARFF334

Aging and Real Estate Prices: Evidence from Japanese and US Regional Data

Yumi Saita,
Chihiro Shimizu,
Tsutomu Watanabe

2013.12

CARFF333


Hideyuki Tanaka, Toshihiro Yamada

2013.11

CARFF332


Masaaki Fujii,
Akihiko Takahashi

2013.11

CARFF331


Hitoshi Matsushima

2013.10

CARFF330


Wataru Tamura

2013.10

CARFF329


Wataru Tamura

2013.10

CARFF328


Jessie Handbury, Tsutomu Watanabe, David E. Weinstein

2013.10

CARFF327


Yoshiro Miwa

2013.09

CARFF326


Akihiko Takahashi, Toshihiro Yamada

2013.09

CARFF325


Yukihiro Tsuzuki

2013.08

CARFF324


Akihiko Takahashi, Toshihiro Yamada

2013.07

CARFF323


Kosuke Aoki,
Nao Sudo

2013.07

CARFF322


Fumio Hayashi,
Junko Koeda

2013.07

CARFF321


Masaaki Fujii,
Akihiko Takahashi

2013.06

CARFF320


Satoshi Imai,
Tsutomu Watanabe

2013.06

CARFF319


Keita Owari

2013.05

CARFF318


Akifumi Ishihara, Noriyuki Yanagawa

2013.05

CARFF317


Keita Owari

2013.05

CARFF316


Taiji Furusawa,
Noriyuki Yanagawa

2013.05

CARFF315


Keita Owari

2013.05

CARFF314


Takayuki Mizuno, Tsutomu Watanabe

2013.04

CARFF313


Takaaki Ohnishi, Takayuki Mizuno, Chihiro Shimizu, Tsutomu Watanabe

2013.04

CARFF312


Akihiko Takahashi, Masashi Toda

2013.04

CARFF311


Masaaki Fujii

2013.03

CARFF310


Kazuo Ueda

2013.03

CARFF309


Hitoshi Matsushima, Tomomi Tanaka, Tomohisa Toyama

2013.03

CARFF308


Akihiko Takahashi,
Kyo Yamamoto

2013.02

CARFF307


C. Shimizu,
W. E. Diewert,
K. G. Nishimura, T.Watanabe

2013.02

CARFF306


Hitoshi Matsushima

2013.02

CARFF305


Akihiko Takahashi, Yukihiro Tsuzuki

2013.01

CARFF304


Takashi Kato,
Akihiko Takahashi, Toshihiro Yamada

2013.01
