34 citations · 110 across the 6 of their papers we have counts for
6 papers
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…
Chiral torsional effect with finite temperature, density and curvature
Shota Imaki, Zebin Qiu
We scrutinize the novel chiral transport phenomenon driven by spacetime torsion, namely the chiral torsional effect (CTE). We calculate the torsion-induced chiral currents with fin…
Anomalous Casimir effect in axion electrodynamics
Kenji Fukushima, Shota Imaki, Zebin Qiu
We study the Casimir effect in axion electrodynamics. A finite -term affects the energy dispersion relation of photon if is time and/or space dependent. We focus on a specia…
Chiral magnetic effect in the hadronic phase
Shota Imaki
We study the chiral magnetic effect (CME) in the hadronic phase. The CME current involves pseudoscalar mesons to modify its functional form. This conclusion is independent of micro…
Lattice field theory with torsion
Shota Imaki, Arata Yamamoto
Inspired by the duality between gravity and defects in crystals, we study lattice field theory with torsion. The torsion is realized by a line defect of a lattice, namely a disloca…
Anomaly inflow on QCD axial domain-walls and vortices
Kenji Fukushima, Shota Imaki
We study the chiral effective theory in the presence of QCD vortices. Gauge invariance requires novel terms from vortex singularities in the gauged Wess-Zumino-Witten action, which…