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Shintaro Suda
Shintaro Suda
MTEC
Verified email at mtec-institute.co.jp
Title
Cited by
Cited by
Year
Lexicon creation for financial sentiment analysis using network embedding
R Ito, K Izumi, H Sakaji, S Suda
Journal of Mathematical Finance 7 (4), 896-907, 2017
112017
Discrete Malliavin calculus and computations of greeks in the binomial tree
Y Muroi, S Suda
European Journal of Operational Research 231 (2), 349-361, 2013
112013
Binomial tree method for option pricing: Discrete cosine transform approach
Y Muroi, S Suda
Mathematics and Computers in Simulation 198, 312-331, 2022
82022
Computation of Greeks using binomial trees in a jump-diffusion model
S Suda, Y Muroi
Journal of Economic Dynamics and Control 51, 93-110, 2015
82015
Computation of Greeks in jump-diffusion models using discrete Malliavin calculus
Y Muroi, S Suda
Mathematics and Computers in Simulation 140, 69-93, 2017
52017
Computation of Greeks Using Binomial Tree
Y Muroi, S Suda
Journal of Mathematical Finance 7 (3), 597-623, 2017
52017
Binomial tree method for option pricing: Discrete Carr and Madan formula approach
Y Muroi, R Saeki, S Suda
International Journal of Financial Engineering 8 (2), 1-28, 2021
42021
極性を考慮したリスク発見に向けた因果関係ネットワークの構築
五十嵐光秋, 坂地泰紀, 和泉潔, 島田尚, 須田真太郎
人工知能学会全国大会論文集 第 33 回 (2019), 2O3J1304-2O3J1304, 2019
32019
ネットワークの表現学習による金融専門極性辞書の構築
伊藤諒, 和泉潔, 須田真太郎
人工知能学会全国大会論文集 第 31 回 (2017), 2D3OS19a4-2D3OS19a4, 2017
32017
Lattice Approach for Option Pricing under Lévy Processes.
Y Muroi, S Suda
Journal of Derivatives 31 (1), 2023
12023
Disagreement Among FOMC Members and Asset Prices
S Suda, R Ito, K Izumi
Asian Finance Association (AsianFA) 2018 Conference, 2018
12018
Computation of Greeks using Binomial Tree
Y Muroi, S Suda
TMARG Discussion Papers 117, 2014
12014
グラフニューラルネットワークを用いたイベントニュースの国間の波及予測
鈴木彰人, 辻晶弘, 田代雄介, 須田真太郎, 鈴木徳馬
人工知能学会全国大会論文集 第 35 回 (2021), 1J3GS10e01-1J3GS10e01, 2021
2021
ニュース解析のための Entity 埋め込み表現-金融市場でのニュースインパクト予測への応用
須田真太郎, 辻晶弘, 鈴木彰人, 鈴木徳馬, 伊藤諒
人工知能学会全国大会論文集 第 35 回 (2021), 4J2GS6e04-4J2GS6e04, 2021
2021
Economic News Impact Analysis Using Causal-Chain Search from Textural Data
HS Kiyoshi Izumi, Shintaro Suda
The AAAI-20 Workshop on Knowledge Discovery from Unstructured Data in …, 2020
2020
Can Forward Guidance Influence Market Expectations?-Text Mining Approach
S Suda, R Ito, K Izumi
30th Australasian Finance and Banking Conference, 2017
2017
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Articles 1–16