Toshiko Matsui

14 papers C 6Journal 3Unranked 5
YearRankTypeTitle / Venue / Authors
2026 J jnl
On the Identifiability of Regime-Switching Models with Multi-Lag Dependencies.
CoRR
Carles Balsells Rodas, Toshiko Matsui, Pedro A. M. Mediano, Yixin Wang, Yingzhen Li
2026 J jnl
Stablecoins as Dry Powder: A Copula-Based Risk Analysis of Cryptocurrency Markets.
CoRR
Elliot Jones, Toshiko Matsui, William Knottenbelt
2025 C conf
Implied-Volatility-Augmented GARCH Forecasting in Cryptocurrency and Traditional Asset Markets.
ICBC
Toshiko Matsui, Charalampos Kleitsikas, William J. Knottenbelt
2024 C conf
A Low-Volatility Strategy based on Hedging a Quanto Perpetual Swap on BitMEX.
ICBC
Daniel Atzberger, Toshiko Matsui, Robert Henker, Willy Scheibel, Jürgen Döllner, William J. Knottenbelt
2024 C conf
Bitcoin, Gold, Oil Implied Volatility Spillover to Stock Market: Evidence from an Asymmetric Quantile Regression Model.
ICBC
Toshiko Matsui, William J. Knottenbelt
2024 — conf
Forecasting Realised Volatility: Implied and GARCH Volatility in Bitcoin, Gold, Oil Markets.
MARBLE
Toshiko Matsui, William J. Knottenbelt
2023 C conf
Optimal Hedge Ratio Estimation for Bitcoin Futures using Kalman Filter.
ICBC
Toshiko Matsui, William J. Knottenbelt
2022 — conf
Data-Driven Analysis of Central Bank Digital Currency (CBDC) Projects Drivers.
MARBLE
Toshiko Matsui, Daniel Perez
2022 C conf
On the Dynamics of Solid, Liquid and Digital Gold Futures.
ICBC
Toshiko Matsui, Ali Al-Ali, William J. Knottenbelt
2022 C conf
SoK: Yield Aggregators in DeFi.
ICBC
Simon Cousaert, Jiahua Xu, Toshiko Matsui
2021 J jnl
Data-driven analysis of central bank digital currency (CBDC) projects drivers.
CoRR
Toshiko Matsui, Daniel Perez
2020 — conf
The Speculative (In)Efficiency of the CME Bitcoin Futures Market.
MARBLE
Toshiko Matsui, Lewis Gudgeon
2014 — conf
Crowdordering.
PAKDD (2)
Toshiko Matsui, Yukino Baba, Toshihiro Kamishima, Hisashi Kashima
2013 — conf
Crowdsourcing Quality Control for Item Ordering Tasks.
HCOMP (Works in Progress / Demos)
Toshiko Matsui, Yukino Baba, Toshihiro Kamishima, Hisashi Kashima