3 citations · 6 across the 5 of their papers we have counts for
3 papers
cs.CL2024
Construction of Domain-specified Japanese Large Language Model for Finance through Continual Pre-training
Masanori Hirano, Kentaro Imajo
Large language models (LLMs) are now widely used in various fields, including finance. However, Japanese financial-specific LLMs have not been proposed yet. Hence, this study aims…
q-fin.CP2023★ 1 cited
Adversarial Deep Hedging: Learning to Hedge without Price Process Modeling
Masanori Hirano, Kentaro Minami, Kentaro Imajo
Deep hedging is a deep-learning-based framework for derivative hedging in incomplete markets. The advantage of deep hedging lies in its ability to handle various realistic market c…
q-fin.CP2023★ 2 cited
Efficient Learning of Nested Deep Hedging using Multiple Options
Masanori Hirano, Kentaro Imajo, Kentaro Minami +1
Deep hedging is a framework for hedging derivatives in the presence of market frictions. In this study, we focus on the problem of hedging a given target option by using multiple o…