Publications
News
Prizes and Awards
Prof. Shin-ich Fukuda received the Medal with Purple Ribbon (Details are available only in Japanese)
Publications
CARF Working Paper : Published in Academic Journals (Akinobu Shuto)
Media
Analysis on Covid-19 has been cited in a lot of media（Taisuke Nakata）
Publications
CARF Working Paper : Published in Academic Journals (Makoto Nirei, John Stachurski, Tsutomu Watanabe)
Events
There are no current or upcoming events.
Working Papers
CARF-F-537
The Financial System
Controlling Funds Allocation for the War: The Experience of Japan in the Late 1930s
CARF-F-536
Quantitative Finance
Moments of Maximum of Lévy Processes: Application to Barrier and Lookback Option Pricing
CARF-F-535
Macrofinance
Estimating a Behavioral New Keynesian Model with the Zero Lower Bound
CARF-F-534
Quantitative Finance
Portfolio optimization with choice of a probability measure (forthcoming in proceedings of IEEE CIFEr 2022)
CARF-F-533
Quantitative Finance
Equilibrium Price Formation with a Major Player and its Mean Field Limit (Forthcoming in ESAIM: Control, Optimization and Calculus of Variations)(Revised version of CARF-F-509)
CARF-F-532
Quantitative Finance
A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for Deep BSDE solver (Journal of Computational Physics, published online 19 January 2022)
Sponsorship
CARF has received approval from the Ministry of Education, Culture, Sports, Science and Technology (MEXT) as an institution of academic and industry partnership. The Center is funded by the Japanese government and also receives financial support from a wide range of business and financial partners.
