Research

2019.03

CARF-F-457|金融システム・バブル

Recurrent Bubbles and Economic Growth

• Pablo A. Guerron-Quintana, Tomohiro Hirano, Ryo Jinnai

2019.03

CARF-F-456|ファイナンス

Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs (Forthcoming in Asia-Pacific Financial Markets)

• Masaaki Fujii, Akihiko Takahashi, Masayuki Takahashi

2019.03

CARF-F-455|ファイナンス

A General Control Variate Method for Lévy Models in Finance

• Kenichiro Shiraya, Hiroki Uenishi, Akira Yamazaki

2019.02

CARF-F-454|ファイナンス

Approximation Method Using Black-Scholes Formula for Path-Dependent Option Pricing under Lévy Models

• Kaimon Miyachi, Kenichiro Shiraya, Akira Yamazaki

2019.02

CARF-F-453|金融システム・バブル

Partial Ex-Post Verifiability and Unique Implementation of Social Choice Functions

• Hitoshi Matsushima

2019.02

CARF-F-452|金融システム・バブル

Behavioral Theory of Repeated Prisoner’s Dilemma: Generous Tit-For-Tat Strategy

• Hitoshi Matsushima

2019.02

CARF-F-451|ファイナンス

Stochastic Differential Game in High Frequency Market (Forthcoming in Automatica)

• Taiga Saito, Akihiko Takahashi

2018.11

CARF-F-450|物価・資産価格変動

Trade Clustering and Power Laws in Financial Markets

• Makoto Nirei, John Stachurski, Tsutomu Watanabe

2018.11

CARF-F-449|物価・資産価格変動

Predicting Adverse Media Risk using a Heterogeneous Information Network

• Ryohei Hisano, Didier Sornette, Takayuki Mizuno

2018.11

CARF-F-448|ファイナンス

Application of Online Booking Data to Hotel Revenue Management (Forthcoming in International Journal of Information Management)

• Taiga Saito, Akihiko Takahashi, Noriaki Koide, Yu Ichifuji