Lexicon creation for financial sentiment analysis using network embedding R Ito, K Izumi, H Sakaji, S Suda Journal of Mathematical Finance 7 (4), 896-907, 2017 | 11 | 2017 |
Discrete Malliavin calculus and computations of greeks in the binomial tree Y Muroi, S Suda European Journal of Operational Research 231 (2), 349-361, 2013 | 11 | 2013 |
Binomial tree method for option pricing: Discrete cosine transform approach Y Muroi, S Suda Mathematics and Computers in Simulation 198, 312-331, 2022 | 10 | 2022 |
Computation of Greeks using binomial trees in a jump-diffusion model S Suda, Y Muroi Journal of Economic Dynamics and Control 51, 93-110, 2015 | 8 | 2015 |
Computation of Greeks Using Binomial Tree Y Muroi, S Suda Journal of Mathematical Finance 7 (3), 597-623, 2017 | 6 | 2017 |
Computation of Greeks in jump-diffusion models using discrete Malliavin calculus Y Muroi, S Suda Mathematics and Computers in Simulation 140, 69-93, 2017 | 5 | 2017 |
Binomial tree method for option pricing: Discrete Carr and Madan formula approach Y Muroi, R Saeki, S Suda International Journal of Financial Engineering 8 (2), 1-28, 2021 | 4 | 2021 |
極性を考慮したリスク発見に向けた因果関係ネットワークの構築 五十嵐光秋, 坂地泰紀, 和泉潔, 島田尚, 須田真太郎 人工知能学会全国大会論文集 第 33 回 (2019), 2O3J1304-2O3J1304, 2019 | 3 | 2019 |
ネットワークの表現学習による金融専門極性辞書の構築 伊藤諒, 和泉潔, 須田真太郎 人工知能学会全国大会論文集 第 31 回 (2017), 2D3OS19a4-2D3OS19a4, 2017 | 3 | 2017 |
Lattice Approach for Option Pricing under Lévy Processes. Y Muroi, S Suda Journal of Derivatives 31 (1), 2023 | 1 | 2023 |
Disagreement Among FOMC Members and Asset Prices S Suda, R Ito, K Izumi Asian Finance Association (AsianFA) 2018 Conference, 2018 | 1 | 2018 |
Computation of Greeks using Binomial Tree Y Muroi, S Suda TMARG Discussion Papers 117, 2014 | 1 | 2014 |
グラフニューラルネットワークを用いたイベントニュースの国間の波及予測 鈴木彰人, 辻晶弘, 田代雄介, 須田真太郎, 鈴木徳馬 人工知能学会全国大会論文集 第 35 回 (2021), 1J3GS10e01-1J3GS10e01, 2021 | | 2021 |
ニュース解析のための Entity 埋め込み表現-金融市場でのニュースインパクト予測への応用 須田真太郎, 辻晶弘, 鈴木彰人, 鈴木徳馬, 伊藤諒 人工知能学会全国大会論文集 第 35 回 (2021), 4J2GS6e04-4J2GS6e04, 2021 | | 2021 |
Economic News Impact Analysis Using Causal-Chain Search from Textural Data HS Kiyoshi Izumi, Shintaro Suda The AAAI-20 Workshop on Knowledge Discovery from Unstructured Data in …, 2020 | | 2020 |
Can Forward Guidance Influence Market Expectations?-Text Mining Approach S Suda, R Ito, K Izumi 30th Australasian Finance and Banking Conference, 2017 | | 2017 |