2
H index
1
i10 index
18
Citations
Kiyoshi Suzuki : Citation Profile
Hitotsubashi University (50% share) | RESEARCH PRODUCTION: 3 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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17 years (2004 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Kiyoshi Suzuki. | Is cited by:
| Cites to:
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Main data
Where Kiyoshi Suzuki has published?
| Journals with more than one article published | # docs |
|---|---|
| Quantitative Finance | 2 |
Recent works citing Kiyoshi Suzuki (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Mastering Pair Trading with Risk-Aware Recurrent Reinforcement Learning. (2023). Peng, Min ; Lai, Yanzhao ; Zhang, Boyi ; Xie, Qianqian ; Huang, Jimin. In: Papers. RePEc:arx:papers:2304.00364. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
Works by Kiyoshi Suzuki:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | Infinite-Horizon Optimal Switching Regions for a Pair-Trading Strategy with Quadratic Risk Aversion Considering Simultaneous Multiple Switchings: A Viscosity Solution Approach In: Mathematics of Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2018 | Optimal pair-trading strategy over long/short/square positions—empirical study In: Quantitative Finance. [Full Text][Citation analysis] | article | 6 |
| 2004 | Optimal tracking for asset allocation with fixed and proportional transaction costs In: Quantitative Finance. [Full Text][Citation analysis] | article | 12 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team