no code implementations • 16 Feb 2024 • Kyoungseok Jang, Junpei Komiyama, Kazutoshi Yamazaki
This problem aims to find the arm of the largest mean with a fixed confidence level when the bandit model has been sampled from the known prior.
no code implementations • 3 Jan 2024 • Joseph Najnudel, Shen-Ning Tung, Kazutoshi Yamazaki, Ju-Yi Yen
We present a model for price dynamics in the Automated Market Makers (AMM) setting.
no code implementations • 21 Mar 2022 • Yue He, Reiichiro Kawai, Yasutaka Shimizu, Kazutoshi Yamazaki
The Gerber-Shiu function provides a unified framework for the evaluation of a variety of risk quantities.
no code implementations • 6 Apr 2019 • Zbigniew Palmowski, José Luis Pérez, Budhi Arta Surya, Kazutoshi Yamazaki
Under the spectrally negative L\'evy model, we obtain the optimal bankruptcy strategy and the corresponding capital structure.
