The Financial System
F-series
Date：
Number：CARF-F-425
Working Papers
Detailed Search
Items 201 to 250 of 700
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
Generalized Exponential Moving Average (EMA) Model with Particle Filtering and Anomaly Detection (Subsequently published in "Expert Systems With Applications")
Accounting
F-series
Date：
Number：CARF-F-402
Predicting accounting fraud: Evidence from Japan (Accepted by The Japanese Accounting Review)
Macrofinance
F-series
Date：
Number：CARF-F-401
Monetary Policy and Covered Interest Parity in the Post GFC Period: Evidence from Australian Dollar and the NZ Dollar
Macrofinance
F-series
Date：
Number：CARF-F-400
Product Turnover and Deflation: Evidence from Japan
F-series
Date：
Number：CARF-F-399
The Effect of Bank Recapitalization Policy on Corporate Investment: Evidence from a Banking Crisis in Japan
Quantitative Finance
F-series
Date：
Number：CARF-F-398
Solving Backward Stochastic Differential Equations by Connecting the Short-term Expansions(Revised version of CARF-F-387)
Quantitative Finance
F-series
Date：
Number：CARF-F-397
An approximation method for pricing continuous barrier options under multi-asset local stochastic volatility models (Forthcoming in International Journal of Theoretical and Applied Finance.)
The Financial System
F-series
Date：
Number：CARF-F-396
Monopoly Rights and Economic Growth: An Inverted U-Shaped Relation
Quantitative Finance
F-series
Date：
Number：CARF-F-395
Quadratic-exponential growth BSDEs with Jumps and their Malliavin’s Differentiability (revised version of CARF-F-376)
Quantitative Finance
F-series
Date：
Number：CARF-F-394
An asymptotic expansion for forward-backward SDEs: a Malliavin calculus approach (Forthcoming in Asia-Pacific Financial Markets)
Macrofinance
F-series
Date：
Number：CARF-F-393
Who buys what, where: Reconstruction of the international trade flows by commodity and industry
Macrofinance
F-series
Date：
Number：CARF-F-392
Power laws in market capitalization during the Dot-com and Shanghai bubble periods
Quantitative Finance
F-series
Date：
Number：CARF-F-391
A Return Prediction-based Investment with Particle Filtering and Anomaly Detection
Macrofinance
F-series
Date：
Number：CARF-F-390
Abenomics after Four Years: Formidable Challenges ahead with Limited Policy Tools
Macrofinance
F-series
Date：
Number：CARF-F-389
The gradual evolution of buyer-seller networks and their role in aggregate fluctuations
Macrofinance
F-series
Date：
Number：CARF-F-388
The Formation of Consumer Inflation Expectations: New Evidence From Japan’s Deflation Experience
Accounting
J-series
Date：
Number：CARF-J-105
The Contribution of Research and Development Investments by Sectors to GDP growth
Quantitative Finance
F-series
Date：
Number：CARF-F-387
Solving Backward Stochastic Differential Equations by Connecting the Short-term Expansions
The Financial System
F-series
Date：
Number：CARF-F-386
Mechanism Design in Hidden Action and Hidden Information: Richness and Pure Groves
Quantitative Finance
F-series
Date：
Number：CARF-F-385
Derivatives Pricing with Market Impact and Limit Order Book
Quantitative Finance
F-series
Date：
Number：CARF-F-384
Rebalancing Static Super-Replications (Forthcoming in International Journal of Financial Engineering)
Quantitative Finance
F-series
Date：
Number：CARF-F-383
Style Analysis with Particle Filtering and Generalized Simulated Annealing (Forthcoming in International Journal of Financial Engeneering)
Quantitative Finance
F-series
Date：
Number：CARF-F-382
A General Control Variate Method for Multi-dimensional SDEs: An Application to Multi-asset Options under Local Stochastic Volatility with Jumps Models in Finance (Subsequently published in “European Journal of Operational Research”)
The Financial System
F-series
Date：
Number：CARF-F-381
Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments and Theory
Quantitative Finance
F-series
Date：
Number：CARF-F-380
Optimal Room Charge and Expected Sales under Discrete Choice Models with Limited Capacity (Forthcoming in "International Journal of Hospitality Management")
Macrofinance
F-series
Date：
Number：CARF-F-379
Three “Seismic Shifts” in the Global Economy and Policy Challenges
Quantitative Finance
F-series
Date：
Number：CARF-F-378
A General Framework for the Benchmark pricing in a Fully Collateralized Market (formerly titled as Choice of Collateral Currecy Updated” carf-f-371; Forthcoming in Journal of Financial Engineering)”
Quantitative Finance
F-series
Date：
Number：CARF-F-377