Masanori Hirano

Preferred Networks, Inc.

Researcher

Otemachi Bldg., 1-6-1 Otemachi

Chiyoda-ku, Tokyo 1000004

Japan

SCHOLARLY PAPERS

10

DOWNLOADS

382

SSRN CITATIONS

6

CROSSREF CITATIONS

0

Scholarly Papers (10)

1.

Adversarial Deep Hedging: Learning to Hedge without Price Process Modeling

Number of pages: 8 Posted: 27 Jul 2023
Masanori Hirano, Kentaro Minami and Kentaro Imajo
Preferred Networks, Inc., Preferred Networks, Inc. and Preferred Networks, Inc.
Downloads 131 (415,865)
Citation 1

Abstract:

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deep hedging, price process, adversarial learning, neural network, option, financial market

2.

PAMS: Platform for Artificial Market Simulations

Number of pages: 7 Posted: 13 Oct 2023
Masanori Hirano, Ryosuke TAKATA and Kiyoshi Izumi
Preferred Networks, Inc., University of Tokyo - Graduate School of Arts and Sciences and University of Tokyo - School of Engineering
Downloads 56 (701,312)
Citation 1

Abstract:

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Artificial Market, Simulation, PAMS, Deep Learning

3.

LLM-Japanese-Dataset v0: Construction of Japanese Chat Dataset for Large Language Models and its Methodology

Number of pages: 12 Posted: 07 Jun 2023
Masanori Hirano, Masahiro Suzuki and Hiroki Sakaji
Preferred Networks, Inc., University of Tokyo and The University of Tokyo
Downloads 53 (718,709)
Citation 2

Abstract:

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Large Language Model, Dataset, Japanese, Chat

4.

From Base to Conversational: Japanese Instruction Dataset and Tuning Large Language Models

Number of pages: 10 Posted: 26 Sep 2023
Masahiro Suzuki, Masanori Hirano and Hiroki Sakaji
University of Tokyo, Preferred Networks, Inc. and The University of Tokyo
Downloads 38 (820,791)

Abstract:

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Large Language Model (LLM), Instruction Dataset, Instruction Tuning, Japanese

5.

Efficient Learning of Nested Deep Hedging using Multiple Options

Number of pages: 8 Posted: 25 May 2023
Preferred Networks, Inc., Preferred Networks, Inc., Preferred Networks, Inc. and Preferred Networks, Inc.
Downloads 29 (896,102)
Citation 1

Abstract:

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deep hedging, options, neural networks, financial market

6.

Error Analysis of Option Pricing via Deep PDE Solvers: Empirical Study

Number of pages: 11 Posted: 30 Nov 2023
Rawin Assabumrungrat, Kentaro Minami and Masanori Hirano
Tohoku University, Preferred Networks, Inc. and Preferred Networks, Inc.
Downloads 19 (994,968)

Abstract:

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High-dimensional PDEs, Deep BSDE methods, Option pricing, Deep PDE solvers

7.

Policy Gradient Stock Gan for Realistic Discrete Order Data Generation in Financial Markets

Number of pages: 21 Posted: 03 May 2022
Masanori Hirano, Hiroki Sakaji and Kiyoshi Izumi
Preferred Networks, Inc., The University of Tokyo and University of Tokyo - School of Engineering
Downloads 18 (1,005,755)
Citation 2

Abstract:

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Generative adversarial networks (GAN), Financial markets, Policy gradient, Order generation

8.

Experimental Analysis of Deep Hedging Using Artificial Market Simulations for Underlying Asset Simulators

Number of pages: 9 Posted: 16 Apr 2024
Masanori Hirano
Preferred Networks, Inc.
Downloads 15 (1,038,319)

Abstract:

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deep hedging, artificial market simulation, financial markets, derivative, hedging

9.

Construction of a Japanese Financial Benchmark for Large Language Models

Number of pages: 9 Posted: 15 Apr 2024
Masanori Hirano
Preferred Networks, Inc.
Downloads 14 (1,049,262)
Citation 1

Abstract:

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Learg Language Model; Benchmark; Finance; Japanese

10.

Construction of Domain-specified Japanese Large Language Model for Finance through Continual Pre-training

Number of pages: 7 Posted: 16 Apr 2024
Masanori Hirano and Kentaro Imajo
Preferred Networks, Inc. and Preferred Networks, Inc.
Downloads 9 (1,103,036)

Abstract:

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large language model, continual pre-training, domain-specific tuning, Japanese, finance