Research

2021.01

CARF-F-505|物価・資産価格変動

Covid-19 and Output in Japan

• Daisuke Fujii, Taisuke Nakata

2021.01

CARF-F-504|ファイナンス

A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for Deep BSDE solver

• Akihiko Takahashi, Yoshifumi Tsuchida, Toshihiro Yamada

2021.01

CARF-F-503|ファイナンス

A New Interval Type-2 Fuzzy Logic System Under Dynamic Environment: Application to Financial Investment (Subsequently published in “Engineering Applications of Artificial Intelligence”)

• Akihiko Takahashi, Soichiro Takahashi

2020.12

CARF-F-502|物価・資産価格変動

High-frequency Identification of Unconventional Monetary Policy Shocks in Japan

• Hiroyuki Kubota, Mototsugu Shintani

2020.12

CARF-F-501|物価・資産価格変動

Unconventional Monetary Policy through Open Market Operations: A Principal Component Analysis

• Markus Heckel, Kiyohiko G. Nishimura

2020.12

CARF-F-500|金融システム・バブル

Implementation, Honesty, and Common Knowledge

• Hitoshi Matsushima

2020.12

CARF-F-499|ファイナンス

A general control variate method for time-changed Lévy processes: An application to options pricing

• Kenichiro Shiraya, Cong Wang, Akira Yamazaki

2020.11

CARF-F-498|金融システム・バブル

Epistemological Mechanism Design (Revised version of CARF-F-496)

• Hitoshi Matsushima, Shunya Noda

2020.11

CARF-F-497|ファイナンス

Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations (Forthcoming in Minimax Theory and its Applications)

• Masaaki Fujii

2020.10

CARF-F-496|金融システム・バブル

Unique Information Elicitation

• Hitoshi Matsushima, Shunya Noda