Akihiko Takahashi

Publication Activity (10 Years)

Years Active: 1993-2024
Publications (10 Years): 27

Top Topics

Financial Investment

Diffusion Models

Particle Filtering

Top Venues

Expert Syst. Appl.

Math. Oper. Res.

Eng. Appl. Artif. Intell.

Publications

Keisuke Kizaki, Taiga Saito, Akihiko Takahashi
Equilibrium multi-agent model with heterogeneous views on fundamental risks. Autom. 160 (2024)
Daiya Mita, Kiyohiko G. Nishimura, Taiga Saito, Akihiko Takahashi
A dynamic analysis of the bank of Japan's ETF/REIT purchase program. Expert Syst. Appl. 235 (2024)
Akihiko Takahashi, Toshihiro Yamada
New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion. CoRR (2023)
Daiya Mita, Akihiko Takahashi
Multi-agent model based proactive risk management for equity investment. Eng. Appl. Artif. Intell. 125 (2023)
Masaaki Fujii, Akihiko Takahashi
Strong Convergence to the Mean Field Limit of a Finite Agent Equilibrium. SIAM J. Financial Math. 13 (2) (2022)
Taiga Saito, Akihiko Takahashi
Portfolio optimization with choice of a probability measure. CIFEr (2022)
Akihiko Takahashi, Yoshifumi Tsuchida, Toshihiro Yamada
A new efficient approximation scheme for solving high-dimensional semilinear PDEs: Control variate method for Deep BSDE solver. J. Comput. Phys. 454 (2022)
Masaaki Fujii, Akihiko Takahashi
A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition. SIAM J. Control. Optim. 60 (1) (2022)
Akihiko Takahashi
Supporting Event Prediction for Level 2 ADAS Users to Prevent Automation Surprises. AHFE (12) (2021)
Akihiko Takahashi, Yoshifumi Tsuchida, Toshihiro Yamada
A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for Deep BSDE solver. CoRR (2021)
Akihiko Takahashi, Soichiro Takahashi
A new interval type-2 fuzzy logic system under dynamic environment: Application to financial investment. Eng. Appl. Artif. Intell. 100 (2021)
Taiga Saito, Akihiko Takahashi
Sup-Inf/Inf-Sup Problem on Choice of a Probability Measure by Forward-Backward Stochastic Differential Equation Approach. IEEE Trans. Autom. Control. 66 (12) (2021)
Masafumi Nakano, Akihiko Takahashi
A new investment method with AutoEncoder: Applications to crypto currencies. Expert Syst. Appl. 162 (2020)
Souta Nakatani, Kiyohiko G. Nishimura, Taiga Saito, Akihiko Takahashi
Interest Rate Model With Investor Attitude and Text Mining. IEEE Access 8 (2020)
Masafumi Nakano, Akihiko Takahashi, Soichiro Takahashi
State-space approach to adaptive fuzzy modeling for financial investment. Appl. Soft Comput. 82 (2019)
Taiga Saito, Akihiko Takahashi, Noriaki Koide, Yu Ichifuji
Application of online booking data to hotel revenue management. Int. J. Inf. Manag. 46 (2019)
Hiroki Iwata, Kiyoshi Ohishi, Yuki Yokokura, Yuji Okada, Yuji Ide, Daigo Kuraishi, Akihiko Takahashi
Parameter Variation Insensitive Armature Temperature Estimation Method for SPMSM Servo System. ICIT (2019)
Kenichiro Shiraya, Akihiko Takahashi
Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models. Math. Oper. Res. 44 (1) (2019)
Quang Tran Minh, Trong Nhan Phan, Akihiko Takahashi, Tam Thai Thanh, Son Nguyen Duy, Mong Nguyen Thanh, Chau Nguyen Hong
A Cost-effective Smart Farming System with Knowledge Base. SoICT (2017)
Masafumi Nakano, Akihiko Takahashi, Soichiro Takahashi
Robust Technical Trading with Fuzzy Knowledge-Based Systems. SoMeT (2017)
Taiga Saito, Akihiko Takahashi
Derivatives pricing with market impact and limit order book. Autom. 86 (2017)
Masafumi Nakano, Akihiko Takahashi, Soichiro Takahashi
Creating investment scheme with state space modeling. Expert Syst. Appl. 81 (2017)
Kenichiro Shiraya, Akihiko Takahashi
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. 258 (1) (2017)
Masafumi Nakano, Akihiko Takahashi, Soichiro Takahashi
Generalized exponential moving average (EMA) model with particle filtering and anomaly detection. Expert Syst. Appl. 73 (2017)
Masafumi Nakano, Akihiko Takahashi, Soichiro Takahashi
Fuzzy logic-based portfolio selection with particle filtering and anomaly detection. Knowl. Based Syst. 131 (2017)
Kenichiro Shiraya, Akihiko Takahashi
An approximation formula for basket option prices under local stochastic volatility with jumps: An application to commodity markets. J. Comput. Appl. Math. 292 (2016)
Akihiko Takahashi, Toshihiro Yamada
On Error Estimates for Asymptotic Expansions with Malliavin Weights: Application to Stochastic Volatility Model. Math. Oper. Res. 40 (3) (2015)
Akihiko Takahashi
Sequence of Visual Behavior during Parking. HCI (29) (2013)
Toru Kumagai, Akihiko Takahashi
Influence of Repeated Experience on Unsignalized Intersection Crossing Behavior of Drivers without Right-of-Way. HCI (29) (2013)
Takashi Kato, Akihiko Takahashi, Toshihiro Yamada
An asymptotic expansion formula for up-and-out barrier option price under stochastic volatility model. JSIAM Lett. 5 (2013)
Akihiko Takahashi, Toshihiro Yamada
An Asymptotic Expansion with Push-Down of Malliavin Weights. SIAM J. Financial Math. 3 (1) (2012)
Takashi Yokoi, Akihiko Takahashi, Tomohiro Kizuka
Kinematic Description of Self-Organized Leg Motion Transition in Human Locomotion Learning. J. Robotics Mechatronics 10 (4) (1998)
Shunji Shimizu, Makoto Shimojo, Sigeru Sato, Yoshikazu Seki, Akihiko Takahashi, Yukio Inukai, Matsutaro Yoshioka
Differences of Force Distribution Patterns on Grip Types in Human Grasping Motions. HCI (1) (1997)
Takashi Yokoi, Akihiko Takahashi, Keigo Ohyama Byun
Self-Organization of Lower Limb Motion in Human Locomotion. J. Robotics Mechatronics 8 (4) (1996)
Makoto Shimojo, Sigeru Sato, Yoshikazu Seki, Akihiko Takahashi
A System for Simultaneous Measuring Grapsing Posture and Pressure Distribution. ICRA (1995)
Akihiko Takahashi, Masatoshi Ishikawa
Signal processing architecture with bidimensional network topology for flexible sensor data integration system. IROS (1993)