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Direct estimation of lead-lag relationships using multinomial dynamic time warping
Ito, Katsuya; Sakemoto, Ryuta - In: Asia Pacific financial markets 27 (2020) 3, pp. 325-342
Persistent link: https://www.econbiz.de/10012271789
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No-transaction band network : a neural network architecture for efficient deep hedging
Imaki, Shota; Imajo, Kentaro; Ito, Katsuya; Minami, Kentaro - In: The journal of financial data science 5 (2023) 2, pp. 84-99
Persistent link: https://www.econbiz.de/10014309025