The Financial System
F-series
Date：
Number：CARF-F-452
Working Papers
Detailed Search
Items 151 to 200 of 677
Quantitative Finance
F-series
Date：
Number：CARF-F-451
Stochastic Differential Game in High Frequency Market (Forthcoming in Automatica)
The Financial System
F-series
Date：
Number：CARF-F-450
Trade Clustering and Power Laws in Financial Markets (Published in Theoretical Economics, 15:1365–1398, 2020)
Macrofinance
F-series
Date：
Number：CARF-F-449
Predicting Adverse Media Risk using a Heterogeneous Information Network
Quantitative Finance
F-series
Date：
Number：CARF-F-448
Application of Online Booking Data to Hotel Revenue Management (Forthcoming in International Journal of Information Management)
The Financial System
F-series
Date：
Number：CARF-F-447
Bank Runs and Minimum Reciprocity
Quantitative Finance
F-series
Date：
Number：CARF-F-446
Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach(Forthcoming in “Asia-Pacific Financial Markets”. )
Quantitative Finance
F-series
Date：
Number：CARF-F-445
Asymptotic Expansion for Forward-Backward SDEs with Jumps (Forthcoming in Stochastics) (Revised version of F-372)
Macrofinance
F-series
Date：
Number：CARF-F-444
The Demand for Money at the Zero Interest Rate Bound
The Financial System
F-series
Date：
Number：CARF-F-443
Implementation without Expected Utility: Ex-Post Verifiability
Macrofinance
F-series
Date：
Number：CARF-F-442
The Formation of Consumer Inflation Expectations: New Evidence From Japan’s Deflation Experience
Quantitative Finance
F-series
Date：
Number：CARF-F-441
Bitcoin technical trading with artificial neural network (Subsequently, published in “Physica A: Statistical Mechanics and its Applications”)(Revised version of F-430)
Quantitative Finance
F-series
Date：
Number：CARF-F-440
Anticipated Backward SDEs with Jumps and quadratic-exponential growth drivers (Forthcoming in Stochastics and Dynamics) (Revised version of F-431)
The Financial System
F-series
Date：
Number：CARF-F-439
Timing Games with Irrational Types: Leverage-Driven Bubbles and Crash-Contingent Claims (Revised version of CARF-F-306)(Forthcoming in the B. E. Journal of Theoretical Economics.)
Quantitative Finance
F-series
Date：
Number：CARF-F-438
Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment -Empirical Study in the Japanese Stock Market-(Forthcoming in Asia-Pacific Financial Markets)(Revised version of CARF-F-411)
Quantitative Finance
F-series
Date：
Number：CARF-F-437
Online Supplement for “Stochastic Differential Game in High Frequency Market”
Quantitative Finance
F-series
Date：
Number：CARF-F-436
Solving Backward Stochastic Differential Equations with quadratic-growth drivers by Connecting the Short-term Expansions (Forthcoming in Stochastic Processes and their Applications) (Revised version of CARF-F-398)
Accounting
F-series
Date：
Number：CARF-F-435
Are More Able Managers Good Future Tellers? Learning from Japan (Forthcoming in Journal of Accounting and Public Policy)
The Financial System
F-series
Date：
Number：CARF-F-434
Herding and Power Laws in Financial Markets
The Financial System
F-series
Date：
Number：CARF-F-433
Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments
The Financial System
F-series
Date：
Number：CARF-F-432
Psychological Aspect of Monitoring Accuracy in Repeated Prisoners’ Dilemma
Quantitative Finance
F-series
Date：
Number：CARF-F-431
Anticipated Backward SDEs with Jumps and quadratic-exponential growth drivers (Revised version of F-409)
Quantitative Finance
F-series
Date：
Number：CARF-F-430
Bitcoin technical trading with artificial neural network
The Financial System
F-series
Date：
Number：CARF-F-429
Listing and Financial Constraints
The Financial System
F-series
Date：
Number：CARF-F-428
Framing Game Theory (Revised version of CARF-F-425.)
Quantitative Finance
F-series
Date：
Number：CARF-F-427
An approximation formula for normal implied volatility under general local stochastic volatility models (Forthcoming in Journal of Futures Markets)
Quantitative Finance
F-series
Date：
Number：CARF-F-426
Pricing Average and Spread Options under Local-Stochastic Volatility Jump-Diffusion Models (Revised version of CARF-F-365 : Subsequently published in Mathematics of Operations Research)
The Financial System
F-series
Date：
Number：CARF-F-425
Framing Game Theory
Macrofinance
F-series
Date：
Number：CARF-F-424
Understanding Macroeconomic Statistics: An “Ideal-Type” Economy Approach
Quantitative Finance
F-series
Date：
Number：CARF-F-423
Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs
Quantitative Finance
F-series
Date：
Number：CARF-F-422
State Space Approach to Adaptive Artificial Intelligence Modeling: Application to Financial Portfolio with Fuzzy System
Quantitative Finance
F-series
Date：
Number：CARF-F-421
Optimal overbooking strategy in online hotel booking systems（Revised as “Application of Online Booking Data to Hotel Revenue Management” in F-448）
Quantitative Finance
F-series
Date：
Number：CARF-F-420
Quadratic-exponential growth BSDEs with Jumps and their Malliavin’s Differentiability (Forthcoming in Stochastic Processes and their Applications)(revised version of CARF-F-395)
Quantitative Finance
F-series
Date：
Number：CARF-F-419
On the effect of Bank of Japan’s outright purchase on the JGB yield curve (Forthcoming in Asia-Pacific Financial Markets)
Quantitative Finance
F-series
Date：
Number：CARF-F-418
Hedging and Pricing Illiquid Options with Market Impacts (Forthcoming in International Journal of Financial Engineering)
Quantitative Finance
F-series
Date：
Number：CARF-F-417
Derivatives Pricing with Market Impact and Limit Order Book (Forthcoming in Automatica.)(Revised version of F-385)
The Financial System
F-series
Date：
Number：CARF-F-416
Dynamic Implementation, Verification, and Detection
The Financial System
F-series
Date：
Number：CARF-F-415
Mechanism Design in Hidden Action and Hidden Information: Richness and Pure-VCG (Revised version of F-386)
The Financial System
F-series
Date：
Number：CARF-F-414
Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments and Theory (Revised version of F-381)
Quantitative Finance
F-series
Date：
Number：CARF-F-413
Robust technical trading with fuzzy knowledge-based systems (Forthcoming in “Frontiers in Artificial Intelligence and Application”.)
Quantitative Finance
F-series
Date：
Number：CARF-F-412
Pricing Average and Spread Options under Local-Stochastic Volatility Jump-Diffusion Models Online Appendix
Quantitative Finance
F-series
Date：
Number：CARF-F-411
Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment -Empirical Study in the Japanese Stock Market-
Macrofinance
F-series
Date：
Number：CARF-F-410
Why Has Japan Failed to Escape from Deflation?
Quantitative Finance
F-series
Date：
Number：CARF-F-409
Anticipated Backward SDEs with Jumps and quadratic-exponential growth drivers
Macrofinance
F-series
Date：
Number：CARF-F-408
Price Rigidity at Near-Zero Inflation Rates: Evidence from Japan
Quantitative Finance
F-series
Date：
Number：CARF-F-407
Estimating the Hurst parameter from short term volatility swaps: a Malliavin calculus approach
Quantitative Finance
F-series
Date：
Number：CARF-F-405
Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection (Subsequently published in “Knowledge-Based Systems”)
Quantitative Finance
F-series
Date：
Number：CARF-F-406
Creating Investment Scheme with State Space Modeling (Subsequently published in "Expert Systems With Applications")
Macrofinance
F-series
Date：
Number：CARF-F-404
Aging and Property Prices: A Theory of Very Long Run Portfolio Choice and Its Predictions on Japanese Municipalities in the 2040s
Quantitative Finance
F-series
Date：
Number：CARF-F-403