2 citations · 2 across the 3 of their papers we have counts for
4 papers
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…
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…
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…
Evaluating generation of chaotic time series by convolutional generative adversarial networks
Yuki Tanaka, Yutaka Yamaguti
To understand the ability and limitations of convolutional neural networks to generate time series that mimic complex temporal signals, we trained a generative adversarial network…