CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo
Citation Profile [Updated: 2024-03-05 07:42:34]
5 Years H Index
24
Impact Factor (IF)
0.1
5 Years IF
0.15
Data available in this
report
[Raw
data] [50 most cited papers]
[50 most relevant papers]
[cites used to compute IF]
[Recent
citations ][Frequent citing
series ] [more data in
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2004 | 0 | 0.6 | 0.33 | 0 | 18 | 18 | 23 | 3 | 6 | 0 | 0 | 2 | 66.7 | 3 | 0.17 | 0.36 | ||
| 2005 | 0.56 | 0.6 | 0.27 | 0.56 | 37 | 55 | 137 | 14 | 21 | 18 | 10 | 18 | 10 | 4 | 28.6 | 4 | 0.11 | 0.37 |
| 2006 | 0.29 | 0.59 | 0.24 | 0.29 | 32 | 87 | 49 | 21 | 42 | 55 | 16 | 55 | 16 | 2 | 9.5 | 4 | 0.13 | 0.34 |
| 2007 | 0.25 | 0.52 | 0.19 | 0.21 | 28 | 115 | 12 | 21 | 64 | 69 | 17 | 87 | 18 | 3 | 14.3 | 1 | 0.04 | 0.29 |
| 2008 | 0.17 | 0.59 | 0.2 | 0.21 | 28 | 143 | 32 | 25 | 92 | 60 | 10 | 115 | 24 | 3 | 12 | 0 | 0.29 | |
| 2009 | 0.09 | 0.59 | 0.53 | 0.11 | 47 | 190 | 343 | 96 | 192 | 56 | 5 | 143 | 16 | 26 | 27.1 | 79 | 1.68 | 0.33 |
| 2010 | 0.8 | 0.53 | 0.55 | 0.41 | 39 | 229 | 286 | 124 | 319 | 75 | 60 | 172 | 70 | 22 | 17.7 | 15 | 0.38 | 0.3 |
| 2011 | 0.52 | 0.61 | 0.3 | 0.29 | 33 | 262 | 111 | 78 | 397 | 86 | 45 | 174 | 50 | 16 | 20.5 | 12 | 0.36 | 0.37 |
| 2012 | 0.69 | 0.68 | 0.45 | 0.45 | 33 | 295 | 140 | 132 | 529 | 72 | 50 | 175 | 79 | 28 | 21.2 | 20 | 0.61 | 0.36 |
| 2013 | 0.67 | 0.67 | 0.59 | 0.65 | 34 | 329 | 103 | 193 | 722 | 66 | 44 | 180 | 117 | 35 | 18.1 | 10 | 0.29 | 0.35 |
| 2014 | 0.54 | 0.67 | 0.45 | 0.51 | 21 | 350 | 74 | 156 | 880 | 67 | 36 | 186 | 95 | 36 | 23.1 | 9 | 0.43 | 0.34 |
| 2015 | 0.65 | 0.66 | 0.56 | 0.56 | 21 | 371 | 64 | 208 | 1089 | 55 | 36 | 160 | 89 | 53 | 25.5 | 23 | 1.1 | 0.36 |
| 2016 | 0.69 | 0.65 | 0.32 | 0.35 | 24 | 395 | 34 | 128 | 1217 | 42 | 29 | 142 | 50 | 24 | 18.8 | 1 | 0.04 | 0.35 |
| 2017 | 0.31 | 0.62 | 0.27 | 0.37 | 22 | 417 | 45 | 113 | 1331 | 45 | 14 | 133 | 49 | 18 | 15.9 | 9 | 0.41 | 0.35 |
| 2018 | 0.48 | 0.61 | 0.29 | 0.35 | 22 | 439 | 60 | 126 | 1457 | 46 | 22 | 122 | 43 | 17 | 13.5 | 1 | 0.05 | 0.35 |
| 2019 | 0.61 | 0.63 | 0.31 | 0.37 | 17 | 456 | 66 | 137 | 1598 | 44 | 27 | 110 | 41 | 22 | 16.1 | 14 | 0.82 | 0.36 |
| 2020 | 0.59 | 0.71 | 0.19 | 0.27 | 29 | 485 | 105 | 89 | 1688 | 39 | 23 | 106 | 29 | 13 | 14.6 | 19 | 0.66 | 0.76 |
| 2021 | 1.26 | 0.98 | 0.33 | 0.68 | 30 | 515 | 33 | 170 | 1859 | 46 | 58 | 114 | 78 | 21 | 12.4 | 11 | 0.37 | 0.4 |
| 2022 | 0.78 | 0.76 | 0.27 | 0.56 | 20 | 535 | 5 | 144 | 2003 | 59 | 46 | 120 | 67 | 28 | 19.4 | 1 | 0.05 | 0.24 |
| 2023 | 0.1 | 0.61 | 0.08 | 0.15 | 14 | 549 | 0 | 45 | 2048 | 50 | 5 | 118 | 18 | 1 | 2.2 | 0 | 0.22 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CIT: | Number of citations to papers published in year y |
| NCI: | Number of citations in year y |
| CCU: | Cumulative number of citations to papers published until year y |
| D2Y: | Number of articles published in y-1 plus y-2 |
| C2Y: | Cites in y to articles published in y-1 plus y-2 |
| D5Y: | Number of articles published in y-1 until y-5 |
| C5Y: | Cites in y to articles published in y-1 until y-5 |
| SC: | selft citations in y to articles published in y-1 plus y-2 |
| %SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
| CiY: | Cites in year y to documents published in year y |
| II: | Immediacy Index: CiY / Documents. |
| AII: | Average Immediacy Index for series in RePEc in year y |
50 most cited documents in this series
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2009 | Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models. (2009). McAleer, Michael ; Caporin, Massimiliano. In: CARF F-Series. RePEc:cfi:fseres:cf156. Full description at Econpapers || Download paper | 76 |
| 2 | 2010 | Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: CARF F-Series. RePEc:cfi:fseres:cf201. Full description at Econpapers || Download paper | 68 |
| 3 | 2009 | The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). McAleer, Michael. In: CARF F-Series. RePEc:cfi:fseres:cf164. Full description at Econpapers || Download paper | 49 |
| 4 | 2009 | Computation in an Asymptotic Expansion Method. (2009). Takahashi, Akihiko ; Toda, Masashi ; Takehara, Kohta . In: CARF F-Series. RePEc:cfi:fseres:cf149. Full description at Econpapers || Download paper | 49 |
| 5 | 2012 | Deleveraging and Monetary Policy: Japan since the 1990s and the United States since 2007. (2012). Ueda, Kazuo. In: CARF F-Series. RePEc:cfi:fseres:cf283. Full description at Econpapers || Download paper | 38 |
| 6 | 2005 | Monte Carlo Simulation with Asymptotic Method (Published in Journal of Japan Statistical Society, Vol.35-2, 171-203, 2005. ). (2005). Takahashi, Akihiko ; Yoshida, Nakahiro. In: CARF F-Series. RePEc:cfi:fseres:cf030. Full description at Econpapers || Download paper | 38 |
| 7 | 2010 | Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf202. Full description at Econpapers || Download paper | 38 |
| 8 | 2018 | Bitcoin technical trading with artificial neural network. (2018). Nakano, Masafumi ; Takahashi, Soichiro. In: CARF F-Series. RePEc:cfi:fseres:cf441. Full description at Econpapers || Download paper | 36 |
| 9 | 2012 | A General Computation Scheme for a High-Order Asymptotic Expansion Method. (2012). Takahashi, Akihiko ; Toda, Masashi ; Takehara, Kohta . In: CARF F-Series. RePEc:cfi:fseres:cf272. Full description at Econpapers || Download paper | 36 |
| 10 | 2018 | Bitcoin technical trading with artificial neural network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf430. Full description at Econpapers || Download paper | 36 |
| 11 | 2009 | Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CARF F-Series. RePEc:cfi:fseres:cf191. Full description at Econpapers || Download paper | 32 |
| 12 | 2015 | Asymptotic Expansion Approach in Finance. (2015). Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf356. Full description at Econpapers || Download paper | 31 |
| 13 | 2014 | Safe Asset Shortages and Asset Price Bubbles. (2014). Nikolov, Kalin ; Nakajima, Tomoyuki ; Aoki, Kosuke . In: CARF F-Series. RePEc:cfi:fseres:cf344. Full description at Econpapers || Download paper | 31 |
| 14 | 2020 | Average Inflation Targeting and the Interest Rate Lower Bound. (2020). Schmidt, Sebastian ; Nakata, Taisuke ; Budianto, Flora. In: CARF F-Series. RePEc:cfi:fseres:cf486. Full description at Econpapers || Download paper | 31 |
| 15 | 2010 | A Note on Construction of Multiple Swap Curves with and without Collateral. (2010). Takahashi, Akihiko ; Shimada, Yasufumi ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf154. Full description at Econpapers || Download paper | 30 |
| 16 | 2011 | A Market Model of Interest Rates with Dynamic Basis Spreads in the presence of Collateral and Multiple Currencies. (2011). Takahashi, Akihiko ; Shimada, Yasufumi ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf196. Full description at Econpapers || Download paper | 30 |
| 17 | 2009 | Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: CARF F-Series. RePEc:cfi:fseres:cf158. Full description at Econpapers || Download paper | 29 |
| 18 | 2010 | Asset Bubbles, Endogenous Growth, and Financial Frictions. (2010). Hirano, Tomohiro ; Yanagawa, Noriyuki. In: CARF F-Series. RePEc:cfi:fseres:cf223. Full description at Econpapers || Download paper | 29 |
| 19 | 2012 | Analytical Approximation for Non-linear FBSDEs with Perturbation Scheme. (2012). Masaaki Fujii, Akihiko Takahashi, . In: CARF F-Series. RePEc:cfi:fseres:cf269. Full description at Econpapers || Download paper | 29 |
| 20 | 2020 | Online Consumption During the COVID-19 Crisis: Evidence from Japan. (2020). Omori, Yuki ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf487. Full description at Econpapers || Download paper | 26 |
| 21 | 2015 | Asymptotic Expansion for Forward-Backward SDEs. (2015). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf372. Full description at Econpapers || Download paper | 25 |
| 22 | 2019 | Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs (Forthcoming in Asia-Pacific Financial Markets). (2019). Takahashi, Masayuki ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf456. Full description at Econpapers || Download paper | 25 |
| 23 | 2009 | Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf157. Full description at Econpapers || Download paper | 25 |
| 24 | 2010 | Why Did ?Zombie? Firms Recover in Japan?. (2010). nakamura, jun-ichi ; Fukuda, Shin-ichi. In: CARF F-Series. RePEc:cfi:fseres:cf224. Full description at Econpapers || Download paper | 24 |
| 25 | 2012 | Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility. (2012). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf270. Full description at Econpapers || Download paper | 24 |
| 26 | 2009 | A Panel Threshold Model of Tourism Specialization and Economic Development. (2009). McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf188. Full description at Econpapers || Download paper | 24 |
| 27 | 2010 | Choice of Collateral Currency. (2010). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf239. Full description at Econpapers || Download paper | 23 |
| 28 | 2015 | An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver. (2015). Takahashi, Akihiko ; Yamada, Toshihiro. In: CARF F-Series. RePEc:cfi:fseres:cf363. Full description at Econpapers || Download paper | 22 |
| 29 | 2009 | A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: CARF F-Series. RePEc:cfi:fseres:cf159. Full description at Econpapers || Download paper | 22 |
| 30 | 2015 | Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf278. Full description at Econpapers || Download paper | 21 |
| 31 | 2017 | Creating Investment Scheme with State Space Modeling. (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf406. Full description at Econpapers || Download paper | 20 |
| 32 | 2010 | APPLICATION OF A HIGH-ORDER ASYMPTOTIC EXPANSION SCHEME TO LONG-TERM CURRENCY OPTIONS. (2010). Takahashi, Akihiko ; Toda, Masashi ; Takehara, Kohta . In: CARF F-Series. RePEc:cfi:fseres:cf225. Full description at Econpapers || Download paper | 18 |
| 33 | 2011 | A General Computation Scheme for a High-Order Asymptotic Expansion Method. (2011). Takahashi, Akihiko ; Toda, Masashi ; Takehara, Kohta . In: CARF F-Series. RePEc:cfi:fseres:cf242. Full description at Econpapers || Download paper | 18 |
| 34 | 2013 | How Much Do Official Price Indexes Tell Us About Inflation?. (2013). Weinstein, David ; Handbury, Jessie ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf328. Full description at Econpapers || Download paper | 16 |
| 35 | 2009 | IMF Bank-Restructuring Efficiency Outcomes: Evidence from East Asia. (2009). Ariff, Mohamed ; Can, Luc . In: CARF F-Series. RePEc:cfi:fseres:cf148. Full description at Econpapers || Download paper | 15 |
| 36 | 2009 | Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf162. Full description at Econpapers || Download paper | 15 |
| 37 | 2009 | Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan. (2009). McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf192. Full description at Econpapers || Download paper | 15 |
| 38 | 2014 | The Structure and Evolution of Buyer-Supplier Networks. (2014). Mizuno, Takayuki ; Souma, Wataru ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf339. Full description at Econpapers || Download paper | 15 |
| 39 | 2020 | A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition. (2020). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf473. Full description at Econpapers || Download paper | 15 |
| 40 | 2012 | Pricing Multi-Asset Cross Currency Options. (2012). Takahashi, Akihiko ; Shiraya, Kenichiro. In: CARF F-Series. RePEc:cfi:fseres:cf276. Full description at Econpapers || Download paper | 14 |
| 41 | 2009 | The Determinants of Bank Capital Ratios in a Developing Economy. (2009). Ariff, Mohamed ; Skully, Michael J. ; Ahmad, Rubi. In: CARF F-Series. RePEc:cfi:fseres:cf147. Full description at Econpapers || Download paper | 14 |
| 42 | 2005 | Bank Health and Investment: An Analysis of Unlisted Companies in Japan. (2005). Nakajima, Jouchi ; Fukuda, Shin-ichi ; Kasuya, Munehisa. In: CARF F-Series. RePEc:cfi:fseres:cf029. Full description at Econpapers || Download paper | 14 |
| 43 | 2005 | Trade Credit, Bank Loans, and Monitoring: Evidence from Japan. (2005). Ramseyer, John ; Miwa, Yoshiro. In: CARF F-Series. RePEc:cfi:fseres:cf054. Full description at Econpapers || Download paper | 14 |
| 44 | 2019 | Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations. (2019). Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf467. Full description at Econpapers || Download paper | 14 |
| 45 | 2013 | Behavioral Approach to Repeated Games with Private Monitoring. (2013). Matsushima, Hitoshi ; Toyama, Tomohisa ; Tanaka, Tomomi . In: CARF F-Series. RePEc:cfi:fseres:cf309. Full description at Econpapers || Download paper | 14 |
| 46 | 2012 | Pricing Multi-Asset Cross Currency Options. (2012). Takahashi, Akihiko ; Shiraya, Kenichiro. In: CARF F-Series. RePEc:cfi:fseres:cf290. Full description at Econpapers || Download paper | 14 |
| 47 | 2005 | Saving and Interest Rates in Japan: Why They Have Fallen and Why They Will Remain Low. (2005). Ikeda, Daisuke ; Braun, R. ; Joines, Douglas H.. In: CARF F-Series. RePEc:cfi:fseres:cf028. Full description at Econpapers || Download paper | 13 |
| 48 | 2021 | Covid-19 and Output in Japan. (2021). Nakata, Taisuke ; Fujii, Daisuke. In: CARF F-Series. RePEc:cfi:fseres:cf505. Full description at Econpapers || Download paper | 13 |
| 49 | 2011 | Analytical Approximation for Non-linear FBSDEs with Perturbation Scheme. (2011). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf248. Full description at Econpapers || Download paper | 12 |
| 50 | 2012 | How Fast Are Prices in Japan Falling?. (2012). Shimizu, Chihiro ; Watanabe, Tsutomu ; Imai, Satoshi . In: CARF F-Series. RePEc:cfi:fseres:cf298. Full description at Econpapers || Download paper | 12 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2020 | Average Inflation Targeting and the Interest Rate Lower Bound. (2020). Schmidt, Sebastian ; Nakata, Taisuke ; Budianto, Flora. In: CARF F-Series. RePEc:cfi:fseres:cf486. Full description at Econpapers || Download paper | 16 |
| 2 | 2018 | Bitcoin technical trading with artificial neural network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf430. Full description at Econpapers || Download paper | 13 |
| 3 | 2018 | Bitcoin technical trading with artificial neural network. (2018). Nakano, Masafumi ; Takahashi, Soichiro. In: CARF F-Series. RePEc:cfi:fseres:cf441. Full description at Econpapers || Download paper | 13 |
| 4 | 2021 | Covid-19 and Output in Japan. (2021). Nakata, Taisuke ; Fujii, Daisuke. In: CARF F-Series. RePEc:cfi:fseres:cf505. Full description at Econpapers || Download paper | 10 |
| 5 | 2020 | Interest Rate Model with Investor Attitude and Text Mining (Published in IEEE Access). (2020). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta. In: CARF F-Series. RePEc:cfi:fseres:cf479. Full description at Econpapers || Download paper | 8 |
| 6 | 2021 | Japans Voluntary Lockdown: Further Evidence Based on Age-Specific Mobile Location Data. (2021). Yabu, Tomoyoshi ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf508. Full description at Econpapers || Download paper | 7 |
| 7 | 2019 | Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs (Forthcoming in Asia-Pacific Financial Markets). (2019). Takahashi, Masayuki ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf456. Full description at Econpapers || Download paper | 6 |
| 8 | 2014 | Safe Asset Shortages and Asset Price Bubbles. (2014). Nikolov, Kalin ; Nakajima, Tomoyuki ; Aoki, Kosuke . In: CARF F-Series. RePEc:cfi:fseres:cf344. Full description at Econpapers || Download paper | 6 |
| 9 | 2020 | Online Consumption During the COVID-19 Crisis: Evidence from Japan. (2020). Omori, Yuki ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf487. Full description at Econpapers || Download paper | 6 |
| 10 | 2009 | Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CARF F-Series. RePEc:cfi:fseres:cf191. Full description at Econpapers || Download paper | 6 |
| 11 | 2012 | Deleveraging and Monetary Policy: Japan since the 1990s and the United States since 2007. (2012). Ueda, Kazuo. In: CARF F-Series. RePEc:cfi:fseres:cf283. Full description at Econpapers || Download paper | 5 |
| 12 | 2019 | Stochastic Differential Game in High Frequency Market (Forthcoming in Automatica). (2019). Takahashi, Akihiko ; Saito, Taiga. In: CARF F-Series. RePEc:cfi:fseres:cf451. Full description at Econpapers || Download paper | 5 |
| 13 | 2010 | A Note on Construction of Multiple Swap Curves with and without Collateral. (2010). Takahashi, Akihiko ; Shimada, Yasufumi ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf154. Full description at Econpapers || Download paper | 4 |
| 14 | 2015 | An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver. (2015). Takahashi, Akihiko ; Yamada, Toshihiro. In: CARF F-Series. RePEc:cfi:fseres:cf363. Full description at Econpapers || Download paper | 3 |
| 15 | 2020 | A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition. (2020). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf473. Full description at Econpapers || Download paper | 3 |
| 16 | 2020 | A new investment method with AutoEncoder: Applications to crypto currencies(Forthcoming in Expert Systems with Applications). (2020). Takahashi, Akihiko ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf489. Full description at Econpapers || Download paper | 3 |
| 17 | 2015 | Asymptotic Expansion for Forward-Backward SDEs. (2015). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf372. Full description at Econpapers || Download paper | 3 |
| 18 | 2011 | A Market Model of Interest Rates with Dynamic Basis Spreads in the presence of Collateral and Multiple Currencies. (2011). Takahashi, Akihiko ; Shimada, Yasufumi ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf196. Full description at Econpapers || Download paper | 3 |
| 19 | 2019 | Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations. (2019). Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf467. Full description at Econpapers || Download paper | 3 |
| 20 | 2017 | Creating Investment Scheme with State Space Modeling. (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf406. Full description at Econpapers || Download paper | 3 |
| 21 | 2011 | Analytical Approximation for Non-linear FBSDEs with Perturbation Scheme. (2011). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf248. Full description at Econpapers || Download paper | 2 |
| 22 | 2022 | A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for Deep BSDE solver. (2021). Tsuchida, Yoshifumi ; Takahashi, Akihiko ; Yamada, Toshihiro. In: CARF F-Series. RePEc:cfi:fseres:cf504. Full description at Econpapers || Download paper | 2 |
| 23 | 2020 | Japanâââ‰â¢s Voluntary Lockdown. (2020). Yabu, Tomoyoshi ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf492. Full description at Econpapers || Download paper | 2 |
| 24 | 2020 | A Finite Agent Equilibrium in an Incomplete Market and its Strong Convergence to the Mean-Field Limit. (2020). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf495. Full description at Econpapers || Download paper | 2 |
| 25 | 2019 | Investor Attitudes and Term Structure Models under Extremely Low Interest Rate Environment: Theory and Evidence in Japan. (2019). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta. In: CARF F-Series. RePEc:cfi:fseres:cf470. Full description at Econpapers || Download paper | 2 |
| 26 | 2021 | Identifying the Source of Information Rigidities in the Expectations Formation Process. (2021). Ueda, Kozo ; Shintani, Mototsugu. In: CARF F-Series. RePEc:cfi:fseres:cf516. Full description at Econpapers || Download paper | 2 |
| 27 | 2015 | Asymptotic Expansion Approach in Finance. (2015). Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf356. Full description at Econpapers || Download paper | 2 |
| 28 | 2017 | Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs. (2017). Takahashi, Masayuki ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf423. Full description at Econpapers || Download paper | 2 |
| 29 | 2021 | Online Consumption During and After the COVID-19 Pandemic: Evidence from Japan. (2021). Watanabe, Tsutomu ; Omori, Yuki. In: CARF F-Series. RePEc:cfi:fseres:cf524. Full description at Econpapers || Download paper | 2 |
| 30 | 2005 | Monte Carlo Simulation with Asymptotic Method (Published in Journal of Japan Statistical Society, Vol.35-2, 171-203, 2005. ). (2005). Takahashi, Akihiko ; Yoshida, Nakahiro. In: CARF F-Series. RePEc:cfi:fseres:cf030. Full description at Econpapers || Download paper | 2 |
| 31 | 2018 | An approximation formula for normal implied volatility under general local stochastic volatility models. (2018). Shiraya, Kenichiro ; Karami, Yasaman. In: CARF F-Series. RePEc:cfi:fseres:cf427. Full description at Econpapers || Download paper | 2 |
| 32 | 2016 | Optimal Room Charge and Expected Sales under Discrete Choice Models with Limited Capacity (Forthcoming in International Journal of Hospitality Management). (2016). Saito, Taiga ; Tsuda, Hiroshi ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf380. Full description at Econpapers || Download paper | 2 |
| 33 | 2020 | Mechanism Design with Blockchain Enforcement. (2020). Matsushima, Hitoshi ; Noda, Shunya. In: CARF F-Series. RePEc:cfi:fseres:cf474. Full description at Econpapers || Download paper | 2 |
| 34 | 2020 | The Effects of QQE on Long-run Inflation Expectations in Japan. (2020). Soma, Naoto ; Shintani, Mototsugu. In: CARF F-Series. RePEc:cfi:fseres:cf494. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 5
| Year | Title | |
|---|---|---|
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | Control Variate Method for Deep BSDE Solver Using Weak Approximation. (2023). Tsuchida, Yoshifumi. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:2:d:10.1007_s10690-022-09374-8. Full description at Econpapers || Download paper | |
| 2023 | Consumer price measurement under the first wave of the COVID-19 spread in Japan: Scanner data evidence for retailers in Tokyo. (2023). Shiratsuka, Shigenori ; Higo, Masahiro. In: Japan and the World Economy. RePEc:eee:japwor:v:65:y:2023:i:c:s0922142523000026. Full description at Econpapers || Download paper | |
| 2023 | True Impact of Japans Covid State of Emergency on Consumption. (2023). Tani, Naoki. In: KIER Working Papers. RePEc:kyo:wpaper:1092. Full description at Econpapers || Download paper | |
| 2023 | Approximately optimal trade execution strategies under fast mean-reversion. (2023). Thamsten, Yuri ; Evangelista, David. In: Papers. RePEc:arx:papers:2307.07024. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2022
| Year | Citing document | |
|---|---|---|
| 2022 | Multi-Agent Model Based Proactive Risk Management For Equity Investment. (2022). Takahashi, Akihiko ; Mita, Daiya. In: CIRJE F-Series. RePEc:tky:fseres:2022cf1207. Full description at Econpapers || Download paper |
Recent citations received in 2021
| Year | Citing document | |
|---|---|---|
| 2021 | Assignments with Ethical Concerns. (2021). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf514. Full description at Econpapers || Download paper | |
| 2021 | Auctions with Ethical Concerns. (2021). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf515. Full description at Econpapers || Download paper | |
| 2021 | Epistemological Implementation of Social Choice Functions. (2021). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf518. Full description at Econpapers || Download paper | |
| 2021 | A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf521. Full description at Econpapers || Download paper | |
| 2021 | The macroeconomics of COVID-19 exit strategy: the case of Japan. (2021). Kubota, So. In: The Japanese Economic Review. RePEc:spr:jecrev:v:72:y:2021:i:4:d:10.1007_s42973-021-00091-x. Full description at Econpapers || Download paper | |
| 2021 | Epidemics and Macroeconomic Dynamics. (2021). Hamano, Masashige ; Katayama, Munechika. In: Working Papers. RePEc:tcr:wpaper:e162. Full description at Econpapers || Download paper | |
| 2021 | A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1177. Full description at Econpapers || Download paper | |
| 2021 | Strong Convergence to the Mean-Field Limit of A Finite Agent Equilibrium. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1180. Full description at Econpapers || Download paper | |
| 2021 | Household Expenditures and the Effective Reproduction Number in Japan: Regression Analysis. (2021). Tomura, Hajime. In: Working Papers. RePEc:wap:wpaper:2107-1. Full description at Econpapers || Download paper |
Recent citations received in 2020
| Year | Citing document | |
|---|---|---|
| 2020 | Price formation and optimal trading in intraday electricity markets with a major player. (2020). Tankov, Peter ; Tinsi, Laura. In: Papers. RePEc:arx:papers:2011.07655. Full description at Econpapers || Download paper | |
| 2020 | Levelling Down and the COVID-19 Lockdowns: Uneven Regional Recovery in UK Consumer Spending. (2020). Guttman-Kenney, Benedict ; Gathergood, John ; Stewart, Neil ; Quispe-Torreblanca, Edika ; Gunzinger, Fabian . In: Papers. RePEc:arx:papers:2012.09336. Full description at Econpapers || Download paper | |
| 2020 | Monetary policy strategies in the New Normal: a model-based analysis for the euro area. (2020). Pisani, Massimiliano ; Notarpietro, Alessandro ; Neri, Stefano ; Busetti, Fabio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1308_20. Full description at Econpapers || Download paper | |
| 2020 | Who Suffers from the COVID-19 Shocks? Labor Market Heterogeneity and Welfare Consequences in Japan. (2020). Kikuchi, Shinnosuke ; Mikoshiba, Minamo ; Kitao, Sagiri. In: CARF F-Series. RePEc:cfi:fseres:cf490. Full description at Econpapers || Download paper | |
| 2020 | A Finite Agent Equilibrium in an Incomplete Market and its Strong Convergence to the Mean-Field Limit. (2020). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf495. Full description at Econpapers || Download paper | |
| 2020 | Unique Information Elicitation. (2020). Matsushima, Hitoshi ; Noda, Shunya. In: CARF F-Series. RePEc:cfi:fseres:cf496. Full description at Econpapers || Download paper | |
| 2020 | Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations. (2020). Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf497. Full description at Econpapers || Download paper | |
| 2020 | Who Suffers from the COVID-19 Shocks? Labor Market Heterogeneity and Welfare Consequences in Japan. (2020). Kikuchi, Shinnosuke ; Minamo, Mikoshiba ; Sagiri, Kitao ; Shinnosuke, Kikuchi. In: Discussion papers. RePEc:eti:dpaper:20064. Full description at Econpapers || Download paper | |
| 2020 | Simulating the Impacts of Interregional Mobility Restriction on the Spatial Spread of COVID-19 in Japan. (2020). Keisuke, Kondo. In: Discussion papers. RePEc:eti:dpaper:20089. Full description at Econpapers || Download paper | |
| 2020 | Fiscal Responses to the COVID-19 Crisis in Japan: The First Six Months. (2020). Ando, Michihito ; Kazuhiko, Sumiya ; Daigo, NAKATA ; Chishio, Furukawa ; Michihito, Ando. In: Policy Discussion Papers. RePEc:eti:polidp:20018. Full description at Econpapers || Download paper | |
| 2020 | Price Formation and Optimal Trading in Intraday Electricity Markets with a Major Player. (2020). Tinsi, Laura ; Tankov, Peter ; Feron, Olivier. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:133-:d:457902. Full description at Econpapers || Download paper | |
| 2020 | Impacts of the COVID-19 Pandemic on Life of Higher Education Students: A Global Perspective. (2020). Aristovnik, Aleksander ; Keri, Damijana ; Umek, Lan ; Tomaevi, Nina ; Ravelj, Dejan. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:20:p:8438-:d:427303. Full description at Econpapers || Download paper | |
| 2020 | Reusing Newspaper Kiosks for Last-Mile Delivery in Urban Areas. (2020). Acebes, Fernando ; Villafaez, Felix ; Gonzalez-Varona, Jose M ; Poza, David ; Redondo, Alfonso. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:22:p:9770-:d:449675. Full description at Econpapers || Download paper | |
| 2020 | Necessities, Home Production, and Economic Impacts of Stay-at-Home Policies. (2020). Sudo, Nao ; Nirei, Makoto. In: IMES Discussion Paper Series. RePEc:ime:imedps:20-e-14. Full description at Econpapers || Download paper | |
| 2020 | Allocative Efficiency of Capital across Japanese Firms. (2020). Ueda, Kenichi ; Dovchinsuren, Khaliun. In: Public Policy Review. RePEc:mof:journl:ppr16_07_01. Full description at Econpapers || Download paper | |
| 2020 | Do fiscal policy news shocks affect JGB yield? Evidence from COVID-19. (2020). Katano, Motoki ; Hattori, Takahiro. In: Discussion papers. RePEc:mof:wpaper:ron334. Full description at Econpapers || Download paper | |
| 2020 | Whatââ¬â¢s up with the Phillips Curve?. (2020). Tambalotti, Andrea ; Primiceri, Giorgio ; Lenza, Michele ; Del Negro, Marco. In: NBER Working Papers. RePEc:nbr:nberwo:27003. Full description at Econpapers || Download paper | |
| 2020 | A Finite Agent Equilibrium in an Incomplete Market and its Strong Convergence to the Mean-Field Limit. (2020). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1156. Full description at Econpapers || Download paper |
10 most frequent citing series