Kentaro Minami

Preferred Networks, Inc.

Otemachi Bldg., 1-6-1 Otemachi

Chiyoda-ku, Tokyo 1000004

Japan

SCHOLARLY PAPERS

4

DOWNLOADS

175

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

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 129 (413,546)
Citation 1

Abstract:

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

2.

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 (884,288)

Abstract:

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deep hedging, options, neural networks, financial market

3.

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

Number of pages: 11 Posted: 30 Nov 2023
Tohoku University, Preferred Networks, Inc. and Preferred Networks, Inc.
Downloads 17 (1,001,782)

Abstract:

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

4.

No-Transaction Band Network: A Neural Network Architecture for Efficient Deep Hedging

The Journal of Financial Data Science, Spring 2023, 5 (2) 84-99 DOI: 10.3905/jfds.2023.1.125
Posted: 05 Mar 2021 Last Revised: 17 Apr 2024
University of Tokyo, Preferred Networks, Inc., Preferred Networks, Inc., Preferred Networks, Inc. and Nomura Asset Mamagement Co,Ltd

Abstract:

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hedging, derivatives, deep learning, transaction costs