Masanori Hirano

52 papers A 1B 11Journal 24Unranked 16

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	KANHedge: Efficient Hedging of High-Dimensional Options Using Kolmogorov-Arnold Network-Based BSDE Solver. CoRR Rushikesh Handal, Masanori Hirano
2026	J	`jnl`	Uncovering Residual Factors in Financial Time Series via PCA and MTP2-constrained Gaussian Graphical Models. CoRR Koshi Watanabe, Ryota Ozaki, Kentaro Imajo, Masanori Hirano
2025	J	`jnl`	A Judge-free LLM Open-ended Generation Benchmark Based on the Distributional Hypothesis. CoRR Kentaro Imajo, Masanori Hirano, Shuji Suzuki, Hiroaki Mikami
2025	B	`conf`	Building LLM-Based Artificial Market Simulations: Can LLMs Function as Agents in Multi-agent Simulations for Finance? PRIMA Masanori Hirano
2025	—	`conf`	Financial Fine-Tuning a Large Time Series Model. CIFEr Xinghong Fu, Masanori Hirano, Kentaro Imajo
2025	—	`conf`	KANOP: A Data-Efficient Option Pricing Model Using Kolmogorov-Arnold Networks. CIFEr Rushikesh Handal, Kazuki Matoya, Yunzhuo Wang, Masanori Hirano
2025	B	`conf`	Measuring Technology Commercialization Using Corporate Disclosures and Observing Temporal Patterns. KES Misa Sato, Masanori Hirano, Kentaro Imajo, Mitsuo Yoshida
2025	J	`jnl`	Modeling Hawkish-Dovish Latent Beliefs in Multi-Agent Debate-Based LLMs for Monetary Policy Decision Classification. CoRR Kaito Takano, Masanori Hirano, Kei Nakagawa
2025	B	`conf`	Modeling Hawkish-Dovish Latent Beliefs in Multi-agent Debate-Based LLMs for Monetary Policy Decision Classification. PRIMA Kaito Takano, Masanori Hirano, Kei Nakagawa
2024	J	`jnl`	A Multi-agent Market Model Can Explain the Impact of AI Traders in Financial Markets - A New Microfoundations of GARCH model. CoRR Kei Nakagawa, Masanori Hirano, Kentaro Minami, Takanobu Mizuta
2024	B	`conf`	A Multi-agent Market Model Can Explain the Impact of AI Traders in Financial Markets-A New Microfoundations of GARCH Model. PRIMA Kei Nakagawa, Masanori Hirano, Kentaro Minami, Takanobu Mizuta
2024	—	`conf`	Construction of Domain-Specified Japanese Large Language Model for Finance Through Continual Pre-Training. IIAI-AAI Masanori Hirano, Kentaro Imajo
2024	J	`jnl`	Construction of Domain-specified Japanese Large Language Model for Finance through Continual Pre-training. CoRR Masanori Hirano, Kentaro Imajo
2024	J	`jnl`	Construction of a Japanese Financial Benchmark for Large Language Models. CoRR Masanori Hirano
2024	B	`conf`	Enhancing Financial Domain Adaptation of Language Models via Model Augmentation. IEEE Big Data Kota Tanabe, Masanori Hirano, Kazuki Matoya, Kentaro Imajo, Hiroki Sakaji, Itsuki Noda
2024	J	`jnl`	Enhancing Financial Domain Adaptation of Language Models via Model Augmentation. CoRR Kota Tanabe, Masanori Hirano, Kazuki Matoya, Kentaro Imajo, Hiroki Sakaji, Itsuki Noda
2024	—	`conf`	Error Analysis of Option Pricing via Deep PDE Solvers: Empirical Study. IIAI-AAI Rawin Assabumrungrat, Kentaro Minami, Masanori Hirano
2024	B	`conf`	Evaluating Company-specific Biases in Financial Sentiment Analysis using Large Language Models. IEEE Big Data Kei Nakagawa, Masanori Hirano, Yugo Fujimoto
2024	J	`jnl`	Experimental Analysis of Deep Hedging Using Artificial Market Simulations for Underlying Asset Simulators. CoRR Masanori Hirano
2024	J	`jnl`	Financial Fine-tuning a Large Time Series Model. CoRR Xinghong Fu, Masanori Hirano, Kentaro Imajo
2024	J	`jnl`	Improvement and Analysis of Peak Shift Demand Response Scenarios of Industrial Consumers Using an Electricity Market Model. New Gener. Comput. Long Cheng, Kiyoshi Izumi, Masanori Hirano
2024	J	`jnl`	KANOP: A Data-Efficient Option Pricing Model using Kolmogorov-Arnold Networks. CoRR Rushikesh Handal, Kazuki Matoya, Yunzhuo Wang, Masanori Hirano
2024	J	`jnl`	The Construction of Instruction-tuned LLMs for Finance without Instruction Data Using Continual Pretraining and Model Merging. CoRR Masanori Hirano, Kentaro Imajo
2023	—	`conf`	Adversarial Deep Hedging: Learning to Hedge without Price Process Modeling. ICAIF Masanori Hirano, Kentaro Minami, Kentaro Imajo
2023	J	`jnl`	Adversarial Deep Hedging: Learning to Hedge without Price Process Modeling. CoRR Masanori Hirano, Kentaro Minami, Kentaro Imajo
2023	J	`jnl`	Constructing and analyzing domain-specific language model for financial text mining. Inf. Process. Manag. Masahiro Suzuki, Hiroki Sakaji, Masanori Hirano, Kiyoshi Izumi
2023	—	`conf`	Efficient Learning of Nested Deep Hedging using Multiple Options. IIAI-AAI Masanori Hirano, Kentaro Imajo, Kentaro Minami, Takuya Shimada
2023	J	`jnl`	Error Analysis of Option Pricing via Deep PDE Solvers: Empirical Study. CoRR Rawin Assabumrungrat, Kentaro Minami, Masanori Hirano
2023	B	`conf`	From Base to Conversational: Japanese Instruction Dataset and Tuning Large Language Models. IEEE Big Data Masahiro Suzuki, Masanori Hirano, Hiroki Sakaji
2023	J	`jnl`	From Base to Conversational: Japanese Instruction Dataset and Tuning Large Language Models. CoRR Masahiro Suzuki, Masanori Hirano, Hiroki Sakaji
2023	J	`jnl`	Neural-network-based parameter tuning for multi-agent simulation using deep reinforcement learning. World Wide Web (WWW) Masanori Hirano, Kiyoshi Izumi
2023	J	`jnl`	PAMS: Platform for Artificial Market Simulations. CoRR Masanori Hirano, Ryosuke Takata, Kiyoshi Izumi
2023	—	`conf`	Policy Gradient Stock GAN for Realistic Discrete Order Data Generation in Financial Markets. IIAI-AAI Masanori Hirano, Hiroki Sakaji, Kiyoshi Izumi
2023	—	`conf`	llm-japanese-dataset v0: Construction of Japanese Chat Dataset for Large Language Models and Its Methodology. NBiS Masanori Hirano, Masahiro Suzuki, Hiroki Sakaji
2023	J	`jnl`	llm-japanese-dataset v0: Construction of Japanese Chat Dataset for Large Language Models and its Methodology. CoRR Masanori Hirano, Masahiro Suzuki, Hiroki Sakaji
2022	B	`conf`	Analysis of Carbon Neutrality Scenarios of Industrial Consumers Using Electric Power Market Simulations. PRIMA Masanori Hirano, Ryo Wakasugi, Kiyoshi Izumi
2022	—	`conf`	Analysis of Demand Response Scenarios by Industrial Consumers Using Artificial Electric Power Market Simulations. IIAI-AAI Masanori Hirano, Ryo Wakasugi, Kiyoshi Izumi
2022	—	`conf`	Concept and Practice of Artificial Market Data Mining Platform. CIFEr Masanori Hirano, Hiroki Sakaji, Kiyoshi Izumi
2022	B	`conf`	Does Order Simultaneity Affect the Data Mining Task in Financial Markets? - Effect Analysis of Order Simultaneity Using Artificial Market. PRIMA Masanori Hirano, Kiyoshi Izumi
2022	—	`conf`	Efficient Parameter Tuning for Multi-agent Simulation Using Deep Reinforcement Learning. IIAI-AAI-Winter Masanori Hirano, Kiyoshi Izumi
2022	A	`conf`	Implementation of Actual Data for Artificial Market Simulation. AAMAS Masanori Hirano, Kiyoshi Izumi, Hiroki Sakaji
2022	—	`conf`	Parameter Tuning Method for Multi-agent Simulation using Reinforcement Learning. BESC Masanori Hirano, Kiyoshi Izumi
2022	J	`jnl`	Policy Gradient Stock GAN for Realistic Discrete Order Data Generation in Financial Markets. CoRR Masanori Hirano, Hiroki Sakaji, Kiyoshi Izumi
2022	—	`conf`	Quantitative Tuning of Artificial Market Simulation using Generative Adversarial Network. ICA Masanori Hirano, Kiyoshi Izumi
2022	J	`jnl`	STBM+: Advanced Stochastic Trading Behavior Model for Financial Markets using Residual Blocks or Transformers. New Gener. Comput. Masanori Hirano, Kiyoshi Izumi, Hiroki Sakaji
2021	—	`conf`	Market Trend Analysis Using Polarity Index Generated from Analyst Reports. IEEE BigData Rei Taguchi, Hikaru Watanabe, Masanori Hirano, Masahiro Suzuki, Hiroki Sakaji, Kiyoshi Izumi, Kenji Hiramatsu
2020	J	`jnl`	Comparing Actual and Simulated HFT Traders' Behavior for Agent Design. J. Artif. Soc. Soc. Simul. Masanori Hirano, Kiyoshi Izumi, Hiroyasu Matsushima, Hiroki Sakaji
2020	B	`conf`	Implementation of Real Data for Financial Market Simulation Using Clustering, Deep Learning, and Artificial Financial Market. PRIMA Masanori Hirano, Hiroyasu Matsushima, Kiyoshi Izumi, Hiroki Sakaji
2020	—	`conf`	STBM: Stochastic Trading Behavior Model for Financial Markets. JSAI Masanori Hirano, Hiroyasu Matsushima, Kiyoshi Izumi, Hiroki Sakaji
2020	B	`conf`	Simulation of Unintentional Collusion Caused by Auto Pricing in Supply Chain Markets. PRIMA Masanori Hirano, Hiroyasu Matsushima, Kiyoshi Izumi, Taisei Mukai
2019	J	`jnl`	Related Stocks Selection with Data Collaboration Using Text Mining. Inf. Masanori Hirano, Hiroki Sakaji, Shoko Kimura, Kiyoshi Izumi, Hiroyasu Matsushima, Shintaro Nagao, Atsuo Kato
2018	—	`conf`	Selection of Related Stocks using Financial Text Mining. ICDM Workshops Masanori Hirano, Hiroki Sakaji, Shoko Kimura, Kiyoshi Izumi, Hiroyasu Matsushima, Shintaro Nagao, Atsuo Kato