Research

2019.06

CARF-J-110|金融システム・バブル

「不完全なお金」としてのデジタルトークン

• 鳩貝淳一郎

2019.05

CARF-F-459|金融システム・バブル

Blockchain Disables Real-World Governance

• Hitoshi Matsushima

2019.05

CARF-F-458|物価・資産価格変動

Forecasting Japanese inflation with a news-based leading indicator of economic activities

• Keiichi Goshima, Hiroshi Ishijima, Mototsugu Shintani, Hiroki Yamamoto

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