1 citations · 1 across the 9 of their papers we have counts for
10 papers
Rethinking Synthetic Scenario Realism: Compatibility, Not Fidelity, Drives Hedging Performance
Ryuji Hashimoto, Masanori Hirano, Ryota Ozaki +1
Deep hedging has emerged as a data-driven approach to optimizing hedging strategies. Since real market data are often limited, synthetic price paths play a crucial role in training…
Feasible Multi-Asset Optimal Execution under Cash Constraints
Ryuji Hashimoto, Namid R. Stillman
Optimal execution (OE) in multi-asset settings involves complex interactions across assets, particularly through shared capital constraints during portfolio rebalancing. While exis…
EconSimulacra: A Digital Twin Platform of Socio-Economic Systems Powered by LLM Agents
Ryuji Hashimoto, Masahiro Kaneko, Kentaro Ueda +2
Real-world social behavior emerges from tightly coupled domains: economic conditions shape mobility and social interactions, while online attention and offline activity feed back i…
Financial Market as a Self-Organized Ecosystem: Simulation via Learning with Heterogeneous Preferences
Ryuji Hashimoto, Ryosuke Takata, Masahiro Suzuki +2
Agent-based models provide a constructive approach to studying emergent dynamics in life-like systems composed of interacting, adaptive agents. Financial markets serve as a canonic…
From Heard to Lived Opinions: Simulating Opinion Dynamics with Grounded LLM Agents in Economic Environments
Ryuji Hashimoto, Masahiro Kaneko, Ryosuke Takata +2
Opinion dynamics (OD) studies how individual opinions evolve and generate collective patterns such as consensus and polarization. While recent work explores OD using populations of…
Emergence from Emergence: Financial Market Simulation via Learning with Heterogeneous Preferences
Ryuji Hashimoto, Ryosuke Takata, Masahiro Suzuki +2
Agent-based models help explain stock price dynamics as emergent phenomena driven by interacting investors. In this modeling tradition, investor behavior has typically been capture…
Agent-Based Simulation of a Financial Market with Large Language Models
Ryuji Hashimoto, Takehiro Takayanagi, Masahiro Suzuki +1
In real-world stock markets, certain chart patterns -- such as price declines near historical highs -- cannot be fully explained by fundamentals alone. These phenomena suggest the…
Towards Realistic and Interpretable Market Simulations: Factorizing Financial Power Law using Optimal Transport
Ryuji Hashimoto, Kiyoshi Izumi
We investigate the mechanisms behind the power-law distribution of stock returns using artificial market simulations. While traditional financial theory assumes Gaussian price fluc…
CoFinDiff: Controllable Financial Diffusion Model for Time Series Generation
Yuki Tanaka, Ryuji Hashimoto, Takehiro Takayanagi +3
The generation of synthetic financial data is a critical technology in the financial domain, addressing challenges posed by limited data availability. Traditionally, statistical mo…
The Impact and Feasibility of Self-Confidence Shaping for AI-Assisted Decision-Making
Takehiro Takayanagi, Ryuji Hashimoto, Chung-Chi Chen +1
In AI-assisted decision-making, it is crucial but challenging for humans to appropriately rely on AI, especially in high-stakes domains such as finance and healthcare. This paper a…