CARF F-Series

From Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo
Contact information at EDIRC.
Bibliographic data for series maintained by ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

cf471: A novel approach to asset pricing with choice of probability measures

Taiga Saito and Akihiko Takahashi

cf470: Online Appendix for Interest Rate Model with Investor Attitude and Text Mining

Souta Nakatani, Kiyohiko G. Nishimura, Taiga Saito and Akihiko Takahashi

cf468: Sequential ε-Contamination with Learning

Hiroyuki Kato, Kiyohiko G. Nishimura and Hiroyuki Ozaki

cf467: Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations

Masaaki Fujii

cf466: Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments (Revised version of CARF-F-433)

Yutaka Kayaba, Hitoshi Matsushima and Tomohisa Toyama

cf465: How Large is the Demand for Money at the ZLB? Evidence from Japan

Tsutomu Watanabe and Tomoyoshi Yabu

cf464: Mechanism Design with General Ex-Ante Investments (Revised version of F415 )

Hitoshi Matsushima and Shunya Noda

cf463: Detecting stock market bubbles based on the cross-sectional dispersion of stock prices

Takayuki Mizuno, Takaaki Ohnishi and Tsutomu Watanabe

cf462: Information Design in Blockchain: A Role of Trusted Intermediaries

Hitoshi Matsushima

cf461: House Price Dispersion in Boom-Bust Cycles: Evidence from Tokyo

Takaaki Ohnishi, Takayuki Mizuno and Tsutomu Watanabe

cf460: State space approach to adaptive fuzzy modeling for financial investment (Published in Applied Soft Computing)

Masafumi Nakano, Akihiko Takahashi and Soichiro Takahashi

cf459: Blockchain Disables Real-World Governance

Hitoshi Matsushima

cf458: Forecasting Japanese inflation with a news-based leading indicator of economic activities

Keiichi Goshima, Hiroshi Ishijima, Mototsugu Shintani and Hiroki Yamamoto

cf457: Recurrent Bubbles and Economic Growth

Pablo Guerron, Tomohiro Hirano and Ryo Jinnai

cf456: Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs (Forthcoming in Asia-Pacific Financial Markets)

Masaaki Fujii, Akihiko Takahashi and Masayuki Takahashi

cf455: A General Control Variate Method for Lévy Models in Finance (Published in European Journal of Operational Research.)

Kenichiro Shiraya, Hiroki Uenishi and Akira Yamazaki

cf454: Approximation Method Using Black-Scholes Formula for Barrier Option Pricing under Lévy Models

Yuan Li, Kaimon Miyachi, Kenichiro Shiraya and Akira Yamazaki

cf453: Partial Ex-Post Verifiability and Unique Implementation of Social Choice Functions (Forthcoming in Social Choice and Welfare)

Hitoshi Matsushima

cf452: Behavioral Theory of Repeated Prisoner’s Dilemma: Generous Tit-For-Tat Strategy (Forthcoming in the B. E. Journal of Theoretical Economics)

Hitoshi Matsushima

cf451: Stochastic Differential Game in High Frequency Market (Forthcoming in Automatica)

Taiga Saito and Akihiko Takahashi

cf450: Trade Clustering and Power Laws in Financial Markets (Published in Theoretical Economics, 15:1365?1398, 2020)

Makoto Nirei, John Stachurski and Tsutomu Watanabe

cf449: Predicting Adverse Media Risk using a Heterogeneous Information Network

Ryohei Hisano, Didier Sornette and Takayuki Mizuno

cf448: Application of Online Booking Data to Hotel Revenue Management (Forthcoming in International Journal of Information Management)

Taiga Saito, Akihiko Takahashi, Noriaki Koide and Yu Ichifuji

cf447: Bank Runs and Minimum Reciprocity

Hitoshi Matsushima

cf446: Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach(Forthcoming in "Asia-Pacific Financial Markets". )

Kiyohiko G. Nishimura, Seisho Sato and Akihiko Takahashi

cf445: Asymptotic Expansion for Forward-Backward SDEs with JumpsAsymptotic Expansion for Forward-Backward SDEs with Jumps (Forthcoming in Stochastics) (Revised version of F-372)

Masaaki Fujii and Akihiko Takahashi

cf444: The Demand for Money at the Zero Interest Rate Bound

Tsutomu Watanabe and Tomoyoshi Yabu

cf443: Implementation without Expected Utility: Ex-Post Verifiability

Hitoshi Matsushima

cf442: The Formation of Consumer Inflation Expectations: New Evidence From Japan's Deflation Experience

Jess Diamond, Kota Watanabe and Tsutomu Watanabe

cf441: Bitcoin technical trading with artificial neural network

Masafumi Nakano, Akihiko Takahashi and Soichiro Takahashi

cf440: Anticipated Backward SDEs with Jumps and quadratic-exponential growth drivers (Forthcoming in Stochastics and Dynamics) (Revised version of F-431)

Masaaki Fujii and Akihiko Takahashi

cf439: Timing Games with Irrational Types: Leverage-Driven Bubbles and Crash-Contingent Claims (Revised version of CARF-F-306)(Forthcoming in the B. E. Journal of Theoretical Economics.)

Hitoshi Matsushima

cf438: Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment -Empirical Study in the Japanese Stock Market-(Forthcoming in Asia-Pacific Financial Markets)(Revised version of CARF-F-411)

Taiga Saito, Takanori Adachi, Teruo Nakatsuma, Akihiko Takahashi, Hiroshi Tsuda and Naoyuki Yoshino

cf437: Online Supplement for "Stochastic Differential Game in High Frequency Market"

Taiga Saito and Akihiko Takahashi

cf436: Solving Backward Stochastic Differential Equations with quadratic-growth drivers by Connecting the Short-term Expansions (Forthcoming in Stochastic Processes and their Applications) (Revised version of CARF-F-398)

Masaaki Fujii and Akihiko Takahashi

cf435: Are More Able Managers Good Future Tellers? Learning from Japan (Forthcoming in Journal of Accounting and Public Policy)

Souhei Ishida, Takuma Kochiyama and Akinobu Shuto

cf434: Herding and Power Laws in Financial Markets

Makoto Nirei, John Stachurski, Koichiro Takaoka and Tsutomu Watanabe

cf433: Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments

Yutaka Kayaba, Hitoshi Matsushima and Tomohisa Toyama

cf432: Psychological Aspect of Monitoring Accuracy in Repeated Prisoners’ Dilemma

Yutaka Kayaba, Hitoshi Matsushima and Tomohisa Toyama

cf431: Anticipated Backward SDEs with Jumps and quadratic-exponential growth drivers (Revised version of F-409)

Masaaki Fujii and Akihiko Takahashi

cf430: Bitcoin technical trading with artificial neural network

Masafumi Nakano, Akihiko Takahashi and Soichiro Takahashi

cf429: Listing and Financial Constraints

Kenichi Ueda, Akira Ishide and Yasuo Goto

cf428: Framing Game Theory

Hitoshi Matsushima

cf427: An approximation formula for normal implied volatility under general local stochastic volatility models

Yasaman Karami and Kenichiro Shiraya

cf426: Pricing Average and Spread Options under Local-Stochastic Volatility Jump-Diffusion Models (Revised version of CARF-F-365: Subsequently published in Mathematics of Operations Research)

Kenichiro Shiraya and Akihiko Takahashi

cf425: Framing Game Theory

Hitoshi Matsushima

cf424: Understanding Macroeconomic Statistics: An "Ideal-Type" Economy Approach

Kiyohiko G. Nishimura and Junko Ishikawa

cf423: Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs

Masaaki Fujii, Akihiko Takahashi and Masayuki Takahashi

cf422: State Space Approach to Adaptive Artificial Intelligence Modeling: Application to Financial Portfolio with Fuzzy System

Masafumi Nakano, Akihiko Takahashi and Soichiro Takahashi

cf421: Optimal overbooking strategy in online hotel booking systems¡ÊRevised as "Application of Online Booking Data to Hotel Revenue Management" in F-448¡Ë

Taiga Saito, Akihiko Takahashi, Noriaki Koide and Yu Ichifuji