2018.07 CARF-F-441|ファイナンス Bitcoin technical trading with artificial neural network (Forthcoming in “Physica A: Statistical Mechanics and its Applications”)(Revised version of F-430) Masafumi Nakano, Akihiko Takahashi, Soichiro Takahashi
2018.07 CARF-F-440|ファイナンス Anticipated Backward SDEs with Jumps and quadratic-exponential growth drivers (Forthcoming in Stochastics and Dynamics) (Revised version of F-431) Masaaki Fujii, Akihiko Takahashi
2018.06 CARF-F-439|金融システム・バブル Timing Games with Irrational Types: Leverage-Driven Bubbles and Crash-Contingent Claims (Revised version of CARF-F-306) Hitoshi Matsushima
2018.06 CARF-F-438|ファイナンス 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) Taiga Saito, Takanori Adachi, Teruo Nakatsuma, Akihiko Takahashi, Hiroshi Tsuda, Naoyuki Yoshino
2018.05 CARF-F-437|ファイナンス Stochastic Differential Game in High Frequency Market Taiga Saito, Akihiko Takahashi
2018.05 CARF-F-436|ファイナンス 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) Masaaki Fujii, Akihiko Takahashi
2018.05 CARF-F-435|会計・コーポレートガバナンス Are More Able Managers Good Future Tellers? Learning from Japan Souhei Ishida, Takuma Kochiyama, Akinobu Shuto
2018.05 CARF-F-434|物価・資産価格変動 Herding and Power Laws in Financial Markets Makoto Nirei, John Stachurski, Koichiro Takaoka, Tsutomu Watanabe
2018.04 CARF-F-433|金融システム・バブル Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments Yutaka Kayaba, Hitoshi Matsushima, Tomohisa Toyama
2018.04 CARF-F-432|金融システム・バブル Psychological Aspect of Monitoring Accuracy in Repeated Prisoners’ Dilemma Yutaka Kayaba, Hitoshi Matsushima, Tomohisa Toyama
