Takuya Shimada

most citedEfficient Learning of Nested Deep Hedging using Multiple Options

2 citations · 2 across the 2 of their papers we have counts for

collaborators

2 papers

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…

physics.ins-det2023

First reconstruction of absolute three-dimensional position of nuclear recoils using a negative ion $μ$ -TPC for dark matter search experiments

Satoshi Higashino, Takuya Shimada, Tomonori Ikeda +5

Studies of micro time projection chambers using negative ion gas (NI $μ$ TPC) are conducted especially for direction-sensitive dark matter searches. A NI $μ$ TPC enables to measure the…

Efficient Learning of Nested Deep Hedging using Multiple Options

First reconstruction of absolute three-dimensional position of nuclear recoils using a negative ion μ-TPC for dark matter search experiments

First reconstruction of absolute three-dimensional position of nuclear recoils using a negative ion $μ$ -TPC for dark matter search experiments