Market making by deep learning with continuous probabilitybdistribution of limit order allocation
Released on J-STAGE: October 08, 2025 | Volume 2025 Issue FIN-035 Pages 142-148
Kenji KUBO, Kei NAKAGAWA
Rough volatility and trading volume of Bitcoin
Released on J-STAGE: December 14, 2022 | Volume 2019 Issue FIN-022
Tetsuya TAKAISHI
Independence of Cryptocurrencies and Portfolio Diversification Effects Revealed by Multi-Asset NetworkAnalysis
Released on J-STAGE: October 08, 2025 | Volume 2025 Issue FIN-035 Pages 34-41
Yoshiyuki SUIMON
Predicting Cumulative Abnormal Returns in an Event Study Using Text Embeddings of Timely Disclosures
Released on J-STAGE: October 08, 2025 | Volume 2025 Issue FIN-035 Pages 68-74
Hisataka ITO
LLM-PEAD.txt: Empirical study of surprise extraction using LLM and post earnings announcement drift in the Japanese stock market
Released on J-STAGE: October 08, 2025 | Volume 2025 Issue FIN-035 Pages 157-163
Kento TANEMURA, Kenji KUBO, Kei NAKAGAWA
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