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Interest rate model with investor attitude and text mining
Nakatani, Souta; Nishimura, Kiyohiko; Saito, Taiga; … - 2020
Persistent link: https://www.econbiz.de/10013333035
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A finite agent equilibrium in an incomplete market and its strong convergence to the mean-field limit
Fujii, Masaaki; Takahashi, Akihiko - 2020
Persistent link: https://www.econbiz.de/10013334658
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A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko; Tsuchida, Yoshifumi; Yamada, Toshihiro - 2021 - Revised in August, November 2021, January and February 2022
Persistent link: https://www.econbiz.de/10013335002
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Supplementary file for "sup-inf/inf-sup problem on choice of a probability measure by FBSDE approach"
Saito, Taiga; Takahashi, Akihiko - 2021 - Revised in March 2021
Persistent link: https://www.econbiz.de/10013335007
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Equilibrium price formation with a major player and its mean field limit
Fujii, Masaaki; Takahashi, Akihiko - 2021 - Revised in March 2021, and February 2022
Persistent link: https://www.econbiz.de/10013335011
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Portfolio optimization with choice of a probability measure
Saito, Taiga; Takahashi, Akihiko - 2020 - Revised in December 2021 and March 2022
Persistent link: https://www.econbiz.de/10013336334
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Deep asymptotic expansion with weak approximation
Iguchi, Yuga; Naito, Riu; Okano, Yusuke; Yamada, Toshihiro - 2021 - Revised in August 2021
Persistent link: https://www.econbiz.de/10013336343
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Equilibrium multi-agent model with heterogeneous views on fundamental risks
Kizaki, Keisuke; Saito, Taiga; Takahashi, Akihiko - 2021 - Revised in August, September and December 2021
Persistent link: https://www.econbiz.de/10013336416
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A state space modeling for proactive management in equity investment
Takahashi, Akihiko; Takahashi, Soichiro - 2022
Persistent link: https://www.econbiz.de/10013461309