YOSHIKAWA, Daisuke |
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Faculty, Department/Institute
- Faculty of Policy Studies Department of Policy Studies
Academic status (qualification)
- Professor Apr. 1,2021
Research Publications
No. | Type of publication | Date of publication (Date of presentation) | Title | Type of research result | Jointly authored or single authored | Publisher and journal name | Volume number |
---|---|---|---|---|---|---|---|
1 | Papers1 | 2020~2020,00,00,,, | Pairs trading with deep learning | Other | Single-Author | JSAI2020, 3I1GS1301-3I1GS1301 | |
2 | Book2 | 2018~2018,00,00,,, | R programming and its applications in financial mathematics | Other | International coauthorship | CRC Press | |
3 | Papers1 | 2017~2017,00,00,,, | Analyzing Equilibrium in Incomplete Markets with Model Uncertainty | Other | Single-Author | 17,235-162 | |
4 | Papers1 | 2017~2017,00,00,,, | n Entropic Approach for Pair Trading | Other | Single-Author | 19 | |
5 | Papers1 | 2016~2016,00,00,,, | An Equilibrium Approach to Indifference Pricing with Model Uncertainty | Other | International coauthorship | WORLD SCIENTIFIC,Recent Advances in Financial Engineering 2014 | 29-56 |
6 | Papers1 | 2015~2015,00,00,,, | A Note on Utility-based Pricing | Other | International coauthorship | Mathematics and Financial Economics | 17,215-230 |
7 | Papers1 | 2015~2015,00,00,,, | A Note on Utility-based Pricing in Models with Transaction Costs | Other | International coauthorship | Mathematics and Financial Economics | 17,231-245 |
8 | Papers1 | 2011~2011,00,00,,, | An Extension of CreditGrades Model Approach with Levy Processes | Other | Co-author | Quantitative Finance | 11,1825-1836 |
9 | Papers1 | 2009~2009,00,00,,, | Valuation of Residential Mortgage-Backed Securities with Proportional Hazard Model: Cumulant Expansion Approach to Pricing RMBS | Other | Co-author | Journal of Fixed Income | 18,62-77 |
PapersPairs trading with deep learningOtherSingle-AuthorDaisuke YoshikawaJSAI2020, 3I1GS1301-3I1GS13012020~
BookR programming and its applications in financial mathematics OtherInternational coauthorshipShuichi Osaki;Ruppert-Felsot, Jori;Daisuke YoshikawaCRC Press 2018~9781498766098
PapersAnalyzing Equilibrium in Incomplete Markets with Model UncertaintyOtherSingle-AuthorDaisuke Yoshikawa17,235-1622017~
Papersn Entropic Approach for Pair Trading OtherSingle-AuthorDaisuke Yoshikawa192017~
PapersAn Equilibrium Approach to Indifference Pricing with Model UncertaintyOtherInternational coauthorshipMark H.A. Davis;Daisuke YoshikawaWORLD SCIENTIFIC,Recent Advances in Financial Engineering 2014 29-562016~10.1142/9789814730778_0002
PapersA Note on Utility-based Pricing OtherInternational coauthorshipMark H.A. Davis;Daisuke YoshikawaMathematics and Financial Economics17,215-2302015~
PapersA Note on Utility-based Pricing in Models with Transaction CostsOtherInternational coauthorshipMark H.A. Davis;Daisuke YoshikawaMathematics and Financial Economics 17,231-2452015~
BookMonographCo-author2013/10~9784320110441
PapersAn Extension of CreditGrades Model Approach with Levy Processes OtherCo-authorTakaaki Ozeki;Yuji Umezawa;Akira Yamazaki;Daisuke YoshikawaQuantitative Finance11,1825-18362011~
PapersValuation of Residential Mortgage-Backed Securities with Proportional Hazard Model: Cumulant Expansion Approach to Pricing RMBS OtherCo-authorTakaaki Ozeki;Yuji Umezawa;Akira Yamazaki;Daisuke YoshikawaJournal of Fixed Income18,62-772009~
PapersOtherCo-author26,2-162007~
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