5 citations · 9 across the 4 of their papers we have counts for
4 papers
Modeling Hawkish-Dovish Latent Beliefs in Multi-Agent Debate-Based LLMs for Monetary Policy Decision Classification
Kaito Takano, Masanori Hirano, Kei Nakagawa
Accurately forecasting central bank policy decisions, particularly those of the Federal Open Market Committee(FOMC) has become increasingly important amid heightened economic uncer…
Evaluating Company-specific Biases in Financial Sentiment Analysis using Large Language Models
Kei Nakagawa, Masanori Hirano, Yugo Fujimoto
This study aims to evaluate the sentiment of financial texts using large language models~(LLMs) and to empirically determine whether LLMs exhibit company-specific biases in sentime…
A Multi-agent Market Model Can Explain the Impact of AI Traders in Financial Markets -- A New Microfoundations of GARCH model
Kei Nakagawa, Masanori Hirano, Kentaro Minami +1
The AI traders in financial markets have sparked significant interest in their effects on price formation mechanisms and market volatility, raising important questions for market s…
Error Analysis of Option Pricing via Deep PDE Solvers: Empirical Study
Rawin Assabumrungrat, Kentaro Minami, Masanori Hirano
Option pricing, a fundamental problem in finance, often requires solving non-linear partial differential equations (PDEs). When dealing with multi-asset options, such as rainbow op…