Akihiko Takahashi

Orcid: 0000-0001-5358-5311

According to our database1, Akihiko Takahashi authored at least 35 papers between 1993 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2024
Equilibrium multi-agent model with heterogeneous views on fundamental risks.
Autom., February, 2024

A dynamic analysis of the bank of Japan's ETF/REIT purchase program.
Expert Syst. Appl., January, 2024

2023
Multi-agent model based proactive risk management for equity investment.
Eng. Appl. Artif. Intell., 2023

New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion.
CoRR, 2023

2022
Strong Convergence to the Mean Field Limit of a Finite Agent Equilibrium.
SIAM J. Financial Math., 2022

A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition.
SIAM J. Control. Optim., 2022

A new efficient approximation scheme for solving high-dimensional semilinear PDEs: Control variate method for Deep BSDE solver.
J. Comput. Phys., 2022

Portfolio optimization with choice of a probability measure.
Proceedings of the IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, 2022

2021
Sup-Inf/Inf-Sup Problem on Choice of a Probability Measure by Forward-Backward Stochastic Differential Equation Approach.
IEEE Trans. Autom. Control., 2021

A new interval type-2 fuzzy logic system under dynamic environment: Application to financial investment.
Eng. Appl. Artif. Intell., 2021

Supporting Event Prediction for Level 2 ADAS Users to Prevent Automation Surprises.
Proceedings of the Advances in Human Aspects of Transportation, 2021

2020
A new investment method with AutoEncoder: Applications to crypto currencies.
Expert Syst. Appl., 2020

Interest Rate Model With Investor Attitude and Text Mining.
IEEE Access, 2020

2019
Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models.
Math. Oper. Res., 2019

Application of online booking data to hotel revenue management.
Int. J. Inf. Manag., 2019

State-space approach to adaptive fuzzy modeling for financial investment.
Appl. Soft Comput., 2019

Parameter Variation Insensitive Armature Temperature Estimation Method for SPMSM Servo System.
Proceedings of the IEEE International Conference on Industrial Technology, 2019

2017
Fuzzy logic-based portfolio selection with particle filtering and anomaly detection.
Knowl. Based Syst., 2017

Creating investment scheme with state space modeling.
Expert Syst. Appl., 2017

Generalized exponential moving average (EMA) model with particle filtering and anomaly detection.
Expert Syst. Appl., 2017

A general control variate method for multi-dimensional SDEs: An application to multi-asset options under local stochastic volatility with jumps models in finance.
Eur. J. Oper. Res., 2017

Derivatives pricing with market impact and limit order book.
Autom., 2017

Robust Technical Trading with Fuzzy Knowledge-Based Systems.
Proceedings of the New Trends in Intelligent Software Methodologies, Tools and Techniques, 2017

A Cost-effective Smart Farming System with Knowledge Base.
Proceedings of the Eighth International Symposium on Information and Communication Technology, 2017

2016
An approximation formula for basket option prices under local stochastic volatility with jumps: An application to commodity markets.
J. Comput. Appl. Math., 2016

2015
On Error Estimates for Asymptotic Expansions with Malliavin Weights: Application to Stochastic Volatility Model.
Math. Oper. Res., 2015

2013
An asymptotic expansion formula for up-and-out barrier option price under stochastic volatility model.
JSIAM Lett., 2013

Sequence of Visual Behavior during Parking.
Proceedings of the HCI International 2013 - Posters' Extended Abstracts, 2013

Influence of Repeated Experience on Unsignalized Intersection Crossing Behavior of Drivers without Right-of-Way.
Proceedings of the HCI International 2013 - Posters' Extended Abstracts, 2013

2012
An Asymptotic Expansion with Push-Down of Malliavin Weights.
SIAM J. Financial Math., 2012

1998
Kinematic Description of Self-Organized Leg Motion Transition in Human Locomotion Learning.
J. Robotics Mechatronics, 1998

1997
Differences of Force Distribution Patterns on Grip Types in Human Grasping Motions.
Proceedings of the Design of Computing Systems: Cognitive Considerations, 1997

1996
Self-Organization of Lower Limb Motion in Human Locomotion.
J. Robotics Mechatronics, 1996

1995
A System for Simultaneous Measuring Grapsing Posture and Pressure Distribution.
Proceedings of the 1995 International Conference on Robotics and Automation, 1995

1993
Signal processing architecture with bidimensional network topology for flexible sensor data integration system.
Proceedings of 1993 IEEE/RSJ International Conference on Intelligent Robots and Systems, 1993


  Loading...