38 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Hirosaki UniversityJP12 papers
- Kitasato UniversityJP4 papers
- Shinshu UniversityJP4 papers
- Preferred Networks (Japan)JP2 papers
- The University of OsakaJP2 papers
- The University of TokyoJP2 papers
- Gakushuin UniversityJP1 paper
- Kagoshima UniversityJP1 paper
- Kyushu UniversityJP1 paper
- Nagoya UniversityJP1 paper
- National Astronomical Observatory of JapanJP1 paper
- New York UniversityUS1 paper
Showing q-fin.CPShow all
2 papers · 1 filter
q-fin.CP2024★ 4 cited
A Multi-agent Market Model Can Explain the Impact of AI Traders in Financial Markets -- A New Microfoundations of GARCH model
Kei Nakagawa, Masanori Hirano, Kentaro Minami +1
The AI traders in financial markets have sparked significant interest in their effects on price formation mechanisms and market volatility, raising important questions for market s…
q-fin.CP2021★ 12 cited
No-Transaction Band Network: A Neural Network Architecture for Efficient Deep Hedging
Shota Imaki, Kentaro Imajo, Katsuya Ito +2
Deep hedging (Buehler et al. 2019) is a versatile framework to compute the optimal hedging strategy of derivatives in incomplete markets. However, this optimal strategy is hard to…