Masanori Hirano

Orcid: 0000-0001-5883-8250

Affiliations:
  • University of Tokyo


According to our database1, Masanori Hirano authored at least 29 papers between 2018 and 2024.

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

Timeline

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Bibliography

2024
The Construction of Instruction-tuned LLMs for Finance without Instruction Data Using Continual Pretraining and Model Merging.
CoRR, 2024

A Multi-agent Market Model Can Explain the Impact of AI Traders in Financial Markets - A New Microfoundations of GARCH model.
CoRR, 2024

Experimental Analysis of Deep Hedging Using Artificial Market Simulations for Underlying Asset Simulators.
CoRR, 2024

Error Analysis of Option Pricing via Deep PDE Solvers: Empirical Study.
Proceedings of the 16th IIAI International Congress on Advanced Applied Informatics, 2024

Construction of Domain-Specified Japanese Large Language Model for Finance Through Continual Pre-Training.
Proceedings of the 16th IIAI International Congress on Advanced Applied Informatics, 2024

2023
Neural-network-based parameter tuning for multi-agent simulation using deep reinforcement learning.
World Wide Web (WWW), September, 2023

Constructing and analyzing domain-specific language model for financial text mining.
Inf. Process. Manag., 2023

PAMS: Platform for Artificial Market Simulations.
CoRR, 2023

llm-japanese-dataset v0: Construction of Japanese Chat Dataset for Large Language Models and Its Methodology.
Proceedings of the Advances in Networked-based Information Systems, 2023

Policy Gradient Stock GAN for Realistic Discrete Order Data Generation in Financial Markets.
Proceedings of the 14th IIAI International Congress on Advanced Applied Informatics, 2023

Efficient Learning of Nested Deep Hedging using Multiple Options.
Proceedings of the 14th IIAI International Congress on Advanced Applied Informatics, 2023

Adversarial Deep Hedging: Learning to Hedge without Price Process Modeling.
Proceedings of the 4th ACM International Conference on AI in Finance, 2023

From Base to Conversational: Japanese Instruction Dataset and Tuning Large Language Models.
Proceedings of the IEEE International Conference on Big Data, 2023

2022
STBM+: Advanced Stochastic Trading Behavior Model for Financial Markets using Residual Blocks or Transformers.
New Gener. Comput., 2022

Analysis of Carbon Neutrality Scenarios of Industrial Consumers Using Electric Power Market Simulations.
Proceedings of the PRIMA 2022: Principles and Practice of Multi-Agent Systems, 2022

Does Order Simultaneity Affect the Data Mining Task in Financial Markets? - Effect Analysis of Order Simultaneity Using Artificial Market.
Proceedings of the PRIMA 2022: Principles and Practice of Multi-Agent Systems, 2022

Analysis of Demand Response Scenarios by Industrial Consumers Using Artificial Electric Power Market Simulations.
Proceedings of the 12th International Congress on Advanced Applied Informatics, 2022

Efficient Parameter Tuning for Multi-agent Simulation Using Deep Reinforcement Learning.
Proceedings of the 2022 13th International Congress on Advanced Applied Informatics Winter, 2022

Quantitative Tuning of Artificial Market Simulation using Generative Adversarial Network.
Proceedings of the IEEE International Conference on Agents, 2022

Concept and Practice of Artificial Market Data Mining Platform.
Proceedings of the IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, 2022

Parameter Tuning Method for Multi-agent Simulation using Reinforcement Learning.
Proceedings of the 9th International Conference on Behavioural and Social Computing, 2022

Implementation of Actual Data for Artificial Market Simulation.
Proceedings of the 21st International Conference on Autonomous Agents and Multiagent Systems, 2022

2021
Market Trend Analysis Using Polarity Index Generated from Analyst Reports.
Proceedings of the 2021 IEEE International Conference on Big Data (Big Data), 2021

2020
Comparing Actual and Simulated HFT Traders' Behavior for Agent Design.
J. Artif. Soc. Soc. Simul., 2020

Implementation of Real Data for Financial Market Simulation Using Clustering, Deep Learning, and Artificial Financial Market.
Proceedings of the PRIMA 2020: Principles and Practice of Multi-Agent Systems, 2020

Simulation of Unintentional Collusion Caused by Auto Pricing in Supply Chain Markets.
Proceedings of the PRIMA 2020: Principles and Practice of Multi-Agent Systems, 2020

STBM: Stochastic Trading Behavior Model for Financial Markets.
Proceedings of the Advances in Artificial Intelligence, 2020

2019
Related Stocks Selection with Data Collaboration Using Text Mining.
Inf., 2019

2018
Selection of Related Stocks using Financial Text Mining.
Proceedings of the 2018 IEEE International Conference on Data Mining Workshops, 2018


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