Akihiko Takahashi

36 papers A* 1A 1C 1Journal 26Unranked 7
YearRankTypeTitle / Venue / Authors
2024 J jnl
A dynamic analysis of the bank of Japan's ETF/REIT purchase program.
Expert Syst. Appl.
Daiya Mita, Kiyohiko G. Nishimura, Taiga Saito, Akihiko Takahashi
2024 J jnl
Equilibrium multi-agent model with heterogeneous views on fundamental risks.
Autom.
Keisuke Kizaki, Taiga Saito, Akihiko Takahashi
2023 J jnl
Multi-agent model based proactive risk management for equity investment.
Eng. Appl. Artif. Intell.
Daiya Mita, Akihiko Takahashi
2023 J jnl
New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion.
CoRR
Akihiko Takahashi, Toshihiro Yamada
2022 J jnl
A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition.
SIAM J. Control. Optim.
Masaaki Fujii, Akihiko Takahashi
2022 J jnl
A new efficient approximation scheme for solving high-dimensional semilinear PDEs: Control variate method for Deep BSDE solver.
J. Comput. Phys.
Akihiko Takahashi, Yoshifumi Tsuchida, Toshihiro Yamada
2022 — conf
Portfolio optimization with choice of a probability measure.
CIFEr
Taiga Saito, Akihiko Takahashi
2022 J jnl
Strong Convergence to the Mean Field Limit of a Finite Agent Equilibrium.
SIAM J. Financial Math.
Masaaki Fujii, Akihiko Takahashi
2021 J jnl
A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for Deep BSDE solver.
CoRR
Akihiko Takahashi, Yoshifumi Tsuchida, Toshihiro Yamada
2021 J jnl
A new interval type-2 fuzzy logic system under dynamic environment: Application to financial investment.
Eng. Appl. Artif. Intell.
Akihiko Takahashi, Soichiro Takahashi
2021 J jnl
Sup-Inf/Inf-Sup Problem on Choice of a Probability Measure by Forward-Backward Stochastic Differential Equation Approach.
IEEE Trans. Autom. Control.
Taiga Saito, Akihiko Takahashi
2021 — conf
Supporting Event Prediction for Level 2 ADAS Users to Prevent Automation Surprises.
AHFE (12)
Akihiko Takahashi
2020 J jnl
A new investment method with AutoEncoder: Applications to crypto currencies.
Expert Syst. Appl.
Masafumi Nakano, Akihiko Takahashi
2020 J jnl
Interest Rate Model With Investor Attitude and Text Mining.
IEEE Access
Souta Nakatani, Kiyohiko G. Nishimura, Taiga Saito, Akihiko Takahashi
2019 J jnl
Application of online booking data to hotel revenue management.
Int. J. Inf. Manag.
Taiga Saito, Akihiko Takahashi, Noriaki Koide, Yu Ichifuji
2019 — conf
Parameter Variation Insensitive Armature Temperature Estimation Method for SPMSM Servo System.
ICIT
Hiroki Iwata, Kiyoshi Ohishi, Yuki Yokokura, Yuji Okada, Yuji Ide, Daigo Kuraishi, Akihiko Takahashi
2019 J jnl
Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models.
Math. Oper. Res.
Kenichiro Shiraya, Akihiko Takahashi
2019 J jnl
State-space approach to adaptive fuzzy modeling for financial investment.
Appl. Soft Comput.
Masafumi Nakano, Akihiko Takahashi, Soichiro Takahashi
2017 — conf
A Cost-effective Smart Farming System with Knowledge Base.
SoICT
Quang Tran Minh, Trong Nhan Phan, Akihiko Takahashi, Tam Thai Thanh, Son Nguyen Duy, Mong Nguyen Thanh, Chau Nguyen Hong
2017 J jnl
A general control variate method for multi-dimensional SDEs: An application to multi-asset options under local stochastic volatility with jumps models in finance.
Eur. J. Oper. Res.
Kenichiro Shiraya, Akihiko Takahashi
2017 J jnl
Creating investment scheme with state space modeling.
Expert Syst. Appl.
Masafumi Nakano, Akihiko Takahashi, Soichiro Takahashi
2017 J jnl
Derivatives pricing with market impact and limit order book.
Autom.
Taiga Saito, Akihiko Takahashi
2017 J jnl
Fuzzy logic-based portfolio selection with particle filtering and anomaly detection.
Knowl. Based Syst.
Masafumi Nakano, Akihiko Takahashi, Soichiro Takahashi
2017 J jnl
Generalized exponential moving average (EMA) model with particle filtering and anomaly detection.
Expert Syst. Appl.
Masafumi Nakano, Akihiko Takahashi, Soichiro Takahashi
2017 C conf
Robust Technical Trading with Fuzzy Knowledge-Based Systems.
SoMeT
Masafumi Nakano, Akihiko Takahashi, Soichiro Takahashi
2016 J jnl
An approximation formula for basket option prices under local stochastic volatility with jumps: An application to commodity markets.
J. Comput. Appl. Math.
Kenichiro Shiraya, Akihiko Takahashi
2015 J jnl
On Error Estimates for Asymptotic Expansions with Malliavin Weights: Application to Stochastic Volatility Model.
Math. Oper. Res.
Akihiko Takahashi, Toshihiro Yamada
2013 J jnl
An asymptotic expansion formula for up-and-out barrier option price under stochastic volatility model.
JSIAM Lett.
Takashi Kato, Akihiko Takahashi, Toshihiro Yamada
2013 — conf
Influence of Repeated Experience on Unsignalized Intersection Crossing Behavior of Drivers without Right-of-Way.
HCI (29)
Toru Kumagai, Akihiko Takahashi
2013 — conf
Sequence of Visual Behavior during Parking.
HCI (29)
Akihiko Takahashi
2012 J jnl
An Asymptotic Expansion with Push-Down of Malliavin Weights.
SIAM J. Financial Math.
Akihiko Takahashi, Toshihiro Yamada
1998 J jnl
Kinematic Description of Self-Organized Leg Motion Transition in Human Locomotion Learning.
J. Robotics Mechatronics
Takashi Yokoi, Akihiko Takahashi, Tomohiro Kizuka
1997 — conf
Differences of Force Distribution Patterns on Grip Types in Human Grasping Motions.
HCI (1)
Shunji Shimizu, Makoto Shimojo, Sigeru Sato, Yoshikazu Seki, Akihiko Takahashi, Yukio Inukai, Matsutaro Yoshioka
1996 J jnl
Self-Organization of Lower Limb Motion in Human Locomotion.
J. Robotics Mechatronics
Takashi Yokoi, Akihiko Takahashi, Keigo Ohyama Byun
1995 A* conf
A System for Simultaneous Measuring Grapsing Posture and Pressure Distribution.
ICRA
Makoto Shimojo, Sigeru Sato, Yoshikazu Seki, Akihiko Takahashi
1993 A conf
Signal processing architecture with bidimensional network topology for flexible sensor data integration system.
IROS
Akihiko Takahashi, Masatoshi Ishikawa