Akihiko Takahashi

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

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Equilibrium multi-agent model with heterogeneous views on fundamental risks.

Keisuke Kizaki, Taiga Saito, Akihiko Takahashi

Autom., February, 2024

A dynamic analysis of the bank of Japan's ETF/REIT purchase program.

Daiya Mita, Kiyohiko G. Nishimura, Taiga Saito, Akihiko Takahashi

Expert Syst. Appl., January, 2024

2023

Multi-agent model based proactive risk management for equity investment.

Daiya Mita, Akihiko Takahashi

Eng. Appl. Artif. Intell., 2023

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

Akihiko Takahashi, Toshihiro Yamada

CoRR, 2023

2022

Strong Convergence to the Mean Field Limit of a Finite Agent Equilibrium.

Masaaki Fujii, Akihiko Takahashi

SIAM J. Financial Math., 2022

A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition.

Masaaki Fujii, Akihiko Takahashi

SIAM J. Control. Optim., 2022

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

Akihiko Takahashi, Yoshifumi Tsuchida, Toshihiro Yamada

J. Comput. Phys., 2022

Portfolio optimization with choice of a probability measure.

Taiga Saito, Akihiko Takahashi

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.

Taiga Saito, Akihiko Takahashi

IEEE Trans. Autom. Control., 2021

A new interval type-2 fuzzy logic system under dynamic environment: Application to financial investment.

Akihiko Takahashi, Soichiro Takahashi

Eng. Appl. Artif. Intell., 2021

Supporting Event Prediction for Level 2 ADAS Users to Prevent Automation Surprises.

Akihiko Takahashi

Proceedings of the Advances in Human Aspects of Transportation, 2021

2020

A new investment method with AutoEncoder: Applications to crypto currencies.

Masafumi Nakano, Akihiko Takahashi

Expert Syst. Appl., 2020

Interest Rate Model With Investor Attitude and Text Mining.

Souta Nakatani, Kiyohiko G. Nishimura, Taiga Saito, Akihiko Takahashi

IEEE Access, 2020

2019

Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models.

Kenichiro Shiraya, Akihiko Takahashi

Math. Oper. Res., 2019

Application of online booking data to hotel revenue management.

Taiga Saito, Akihiko Takahashi, Noriaki Koide, Yu Ichifuji

Int. J. Inf. Manag., 2019

State-space approach to adaptive fuzzy modeling for financial investment.

Masafumi Nakano, Akihiko Takahashi, Soichiro Takahashi

Appl. Soft Comput., 2019

Parameter Variation Insensitive Armature Temperature Estimation Method for SPMSM Servo System.

Hiroki Iwata, Kiyoshi Ohishi, Yuki Yokokura, Yuji Okada, Yuji Ide, Daigo Kuraishi, Akihiko Takahashi

Proceedings of the IEEE International Conference on Industrial Technology, 2019

2017

Fuzzy logic-based portfolio selection with particle filtering and anomaly detection.

Masafumi Nakano, Akihiko Takahashi, Soichiro Takahashi

Knowl. Based Syst., 2017

Creating investment scheme with state space modeling.

Masafumi Nakano, Akihiko Takahashi, Soichiro Takahashi

Expert Syst. Appl., 2017

Generalized exponential moving average (EMA) model with particle filtering and anomaly detection.

Masafumi Nakano, Akihiko Takahashi, Soichiro Takahashi

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.

Kenichiro Shiraya, Akihiko Takahashi

Eur. J. Oper. Res., 2017

Derivatives pricing with market impact and limit order book.

Taiga Saito, Akihiko Takahashi

Autom., 2017

Robust Technical Trading with Fuzzy Knowledge-Based Systems.

Masafumi Nakano, Akihiko Takahashi, Soichiro Takahashi

Proceedings of the New Trends in Intelligent Software Methodologies, Tools and Techniques, 2017

A Cost-effective Smart Farming System with Knowledge Base.

Quang Tran Minh, Trong Nhan Phan, Akihiko Takahashi, Tam Thai Thanh, Son Nguyen Duy, Mong Nguyen Thanh, Chau Nguyen Hong

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.

Kenichiro Shiraya, Akihiko Takahashi

J. Comput. Appl. Math., 2016

2015

On Error Estimates for Asymptotic Expansions with Malliavin Weights: Application to Stochastic Volatility Model.

Akihiko Takahashi, Toshihiro Yamada

Math. Oper. Res., 2015

2013

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

Takashi Kato, Akihiko Takahashi, Toshihiro Yamada

JSIAM Lett., 2013

Sequence of Visual Behavior during Parking.

Akihiko Takahashi

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.

Toru Kumagai, Akihiko Takahashi

Proceedings of the HCI International 2013 - Posters' Extended Abstracts, 2013

2012

An Asymptotic Expansion with Push-Down of Malliavin Weights.

Akihiko Takahashi, Toshihiro Yamada

SIAM J. Financial Math., 2012

1998

Kinematic Description of Self-Organized Leg Motion Transition in Human Locomotion Learning.

Takashi Yokoi, Akihiko Takahashi, Tomohiro Kizuka

J. Robotics Mechatronics, 1998

1997

Differences of Force Distribution Patterns on Grip Types in Human Grasping Motions.

Shunji Shimizu, Makoto Shimojo, Sigeru Sato, Yoshikazu Seki, Akihiko Takahashi, Yukio Inukai, Matsutaro Yoshioka

Proceedings of the Design of Computing Systems: Cognitive Considerations, 1997

1996

Self-Organization of Lower Limb Motion in Human Locomotion.

Takashi Yokoi, Akihiko Takahashi, Keigo Ohyama Byun

J. Robotics Mechatronics, 1996

1995

A System for Simultaneous Measuring Grapsing Posture and Pressure Distribution.

Makoto Shimojo, Sigeru Sato, Yoshikazu Seki, Akihiko Takahashi

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.

Akihiko Takahashi, Masatoshi Ishikawa

Proceedings of 1993 IEEE/RSJ International Conference on Intelligent Robots and Systems, 1993