Search Results for author: Takuya Shimada

Found 4 papers, 0 papers with code

Efficient Learning of Nested Deep Hedging using Multiple Options

no code implementations20 May 2023 Masanori Hirano, Kentaro Imajo, Kentaro Minami, Takuya Shimada

That is, we develop a fully-deep approach of deep hedging in which the hedging instruments are also priced by deep neural networks that are aware of frictions.

Pairwise Supervision Can Provably Elicit a Decision Boundary

no code implementations11 Jun 2020 Han Bao, Takuya Shimada, Liyuan Xu, Issei Sato, Masashi Sugiyama

A classifier built upon the representations is expected to perform well in downstream classification; however, little theory has been given in literature so far and thereby the relationship between similarity and classification has remained elusive.

Binary Classification Classification +5

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