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of 53
pro vyhledávání: '"Imai, Yuto"'
In this study, we aim to develop a domestic service robot (DSR) that, guided by open-vocabulary instructions, can carry everyday objects to the specified pieces of furniture. Few existing methods handle mobile manipulation tasks with open-vocabulary
Externí odkaz:
http://arxiv.org/abs/2408.07910
Autor:
Arai, Takuji, Imai, Yuto
This paper aims to develop a supervised deep-learning scheme to compute call option prices for the Barndorff-Nielsen and Shephard model with a non-martingale asset price process having infinite active jumps. In our deep learning scheme, teaching data
Externí odkaz:
http://arxiv.org/abs/2402.00445
Autor:
Kaneda, Kanta, Korekata, Ryosuke, Wada, Yuiga, Nagashima, Shunya, Kambara, Motonari, Iioka, Yui, Matsuo, Haruka, Imai, Yuto, Nishimura, Takayuki, Sugiura, Komei
This paper focuses on the DialFRED task, which is the task of embodied instruction following in a setting where an agent can actively ask questions about the task. To address this task, we propose DialMAT. DialMAT introduces Moment-based Adversarial
Externí odkaz:
http://arxiv.org/abs/2311.06855
Autor:
Arai, Takuji, Imai, Yuto
The Barndorff-Nielsen and Shephard model is a representative jump-type stochastic volatility model. Still, no method exists to compute option prices numerically for the non-martingale case with infinite active jumps. We develop two simulation methods
Externí odkaz:
http://arxiv.org/abs/2306.05750
Autor:
Takaoka, Taiki, Yanagi, Takeshi, Takahashi, Shinsei, Shibamoto, Yuta, Imai, Yuto, Okazaki, Dai, Niwa, Masanari, Torii, Akira, Kita, Nozomi, Takano, Seiya, Tomita, Natsuo, Hiwatashi, Akio
Publikováno v:
In Physics and Imaging in Radiation Oncology April 2024 30
Autor:
Arai, Takuji, Imai, Yuto
Publikováno v:
In Mathematics and Computers in Simulation April 2024 218:223-234
The authors aim to develop numerical schemes of the two representative quadratic hedging strategies: locally risk minimizing and mean-variance hedging strategies, for models whose asset price process is given by the exponential of a normal inverse Ga
Externí odkaz:
http://arxiv.org/abs/1801.05597
Autor:
Arai, Takuji, Imai, Yuto
We focus on mean-variance hedging problem for models whose asset price follows an exponential additive process. Some representations of mean-variance hedging strategies for jump type models have already been suggested, but none is suited to develop n
Externí odkaz:
http://arxiv.org/abs/1702.07556
Autor:
Arai, Takuji, Imai, Yuto
We discuss the difference between locally risk-minimizing and delta hedging strategies for exponential L\'evy models, where delta hedging strategies in this paper are defined under the minimal martingale measure. We give firstly model-independent upp
Externí odkaz:
http://arxiv.org/abs/1610.09085
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