Toshiko Matsui

According to our database, Toshiko Matsui authored at least 9 papers between 2013 and 2024.

Collaborative distances:

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

2024

Bitcoin, Gold, Oil Implied Volatility Spillover to Stock Market: Evidence from an Asymmetric Quantile Regression Model.

Toshiko Matsui, William J. Knottenbelt

Proceedings of the IEEE International Conference on Blockchain and Cryptocurrency, 2024

A Low-Volatility Strategy based on Hedging a Quanto Perpetual Swap on BitMEX.

Daniel Atzberger, Toshiko Matsui, Robert Henker, Willy Scheibel, Jürgen Döllner, William J. Knottenbelt

Proceedings of the IEEE International Conference on Blockchain and Cryptocurrency, 2024

2023

Optimal Hedge Ratio Estimation for Bitcoin Futures using Kalman Filter.

Toshiko Matsui, William J. Knottenbelt

Proceedings of the IEEE International Conference on Blockchain and Cryptocurrency, 2023

2022

Data-Driven Analysis of Central Bank Digital Currency (CBDC) Projects Drivers.

Toshiko Matsui, Daniel Perez

Proceedings of the 3rd International Conference on Mathematical Research for Blockchain Economy, 2022

On the Dynamics of Solid, Liquid and Digital Gold Futures.

Toshiko Matsui, Ali Al-Ali, William J. Knottenbelt

Proceedings of the IEEE International Conference on Blockchain and Cryptocurrency, 2022

SoK: Yield Aggregators in DeFi.

Simon Cousaert, Jiahua Xu, Toshiko Matsui

Proceedings of the IEEE International Conference on Blockchain and Cryptocurrency, 2022

2020

The Speculative (In)Efficiency of the CME Bitcoin Futures Market.

Toshiko Matsui, Lewis Gudgeon

Proceedings of the 2nd International Conference on Mathematical Research for Blockchain Economy, 2020

2014

Crowdordering.

Toshiko Matsui, Yukino Baba, Toshihiro Kamishima, Hisashi Kashima

Proceedings of the Advances in Knowledge Discovery and Data Mining, 2014

2013

Crowdsourcing Quality Control for Item Ordering Tasks.

Toshiko Matsui, Yukino Baba, Toshihiro Kamishima, Hisashi Kashima

Proceedings of the Human Computation and Crowdsourcing: Works in Progress and Demonstration Abstracts, 2013