Adachi Takanori 足立高徳

Researcher Number	60733722
Other IDs	https://orcid.org/0000-0002-8570-4036
Affiliation (Current)	2025: 東京都立大学, 経営学研究科, 特任教授
Affiliation (based on the past Project Information) *help	2024: 東京都立大学, 経営学研究科, 特任教授 2020 – 2022: 東京都立大学, 経営学研究科, 教授 2018 – 2019: 首都大学東京, 経営学研究科, 教授 2017: 立命館大学, BKC社系研究機構, 客員教授 2017: 立命館大学, BKC社系研究機構, 教授 2014 – 2016: 立命館大学, 理工学部, 客員教授
Review Section/Research Field	Principal Investigator Basic Section 07060:Money and finance-related / Basic Section 07030:Economic statistics-related Except Principal Investigator Money/ Finance / Social systems engineering/Safety system / Mathematical informatics
Keywords	Principal Investigator 圏論的確率論 / 決定理論 / 金融リスク測度 / 不確実性 / 構造型モデル / 認識論理 / 金融的確率ジャンプ / 動的認識論理 / フィルトレーション / 板情報過 … More / 高頻度取引 / 板情報過程 / 一般化フィルトレーション / 板情報課程 / 確率モナド / 機械学習 / 市場均衡価格 / 主観的フィルトレーション … More Except Principal Investigator 金融リスク / エキゾチックデリバティブ / 金利の期間構造 / 国際情報交換 / 国際研究者交流 / 構造型アプローチ / 熱核法 / 応用数学 / 金融論 / 確率論 / 拡散過程の対称化 / 連鎖倒産モデル / ラフボラティリティモデル / 連続時間マクロファイナンス / フラクショナルボラティリティ / 静的ヘッジ / タイミングリスク / フーリエ法 / 数理ファイナンス / 市場流動性リスク / 金融工学 / 高頻度取引 / 板情報過程 / Hawkes過程 / デフォルト構造モデル / 格付変更モデル / 多期間リスク尺度 / 圏論 Less

圏論的確率論を用いた不確実性の階層の研究とファイナンスへの応用Principal Investigator
- Principal Investigator
  
  足立高徳
- Project Period (FY)
  2024 – 2026
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Tokyo Metropolitan University
A Study on the Generation Mechanism of Financial Probability Jumps based on a Structural Approach using Epistemic LogicPrincipal Investigator
- Principal Investigator
  
  Adachi Takanori
- Project Period (FY)
  2018 – 2022
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Tokyo Metropolitan University
Verification of generation mechanism of market liquidity risk with conic finance and Limit-order-book process
- Principal Investigator
  
  NAKAGAWA Hidetoshi
- Project Period (FY)
  2017 – 2019
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Hitotsubashi University
Construction and Applications of risk measure theory based on category theory
- Principal Investigator
  
  Nakagawa Hidetoshi
- Project Period (FY)
  2014 – 2016
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Mathematical informatics
- Research Institution
  Hitotsubashi University
Heat Kernel Approach in Financial Engineering of New Generation
- Principal Investigator
  
  Akahori Jiro
- Project Period (FY)
  2013 – 2017
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Money/ Finance
- Research Institution
  Ritsumeikan University

All 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014

All Journal Article Presentation Book Patent

[Book] アルゴリズム取引2018
- Author(s)
  足立高徳
- Total Pages
  184
- Publisher
  朝倉書店
- ISBN
  4254275846
- Data Source
  KAKENHI-PROJECT-18K01551
[Book] アルゴリズム取引2018
- Author(s)
  足立高徳
- Total Pages
  184
- Publisher
  朝倉書店
- ISBN
  4254275846
- Data Source
  KAKENHI-PROJECT-17K01248
[Journal Article] Data Augmentation of High Frequency Financial Data Using Generative Adversarial Network2021
- Author(s)
  Yusuke Naritomi, Takanori Adachi
- Journal Title
  
  IEEE Xplore
  
  Volume: 2021
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K01551
[Journal Article] Discrete signature and its application to finance2021
- Author(s)
  Takanori Adachi, Yusuke Naritomi
- Journal Title
  
  arXiv
  
  Volume: 2021
- Data Source
  KAKENHI-PROJECT-18K01551
[Journal Article] 一般化フィルトレーションと二項資産価格モデル2020
- Author(s)
  足立高徳, 中島克志, 琉佳勳
- Journal Title
  
  オペレーションズ・リサーチ
  
  Volume: 65 Pages: 351-358
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01551
[Journal Article] アルゴリズム取引の問題点と今後の課題2019
- Author(s)
  足立高徳
- Journal Title
  
  先物・オプションレポート
  
  Volume: 31(3) Pages: 1-5
- Data Source
  KAKENHI-PROJECT-18K01551
[Journal Article] Market efficiency, liquidity, and multifractality of Bitcoin: A dynamic study2019
- Author(s)
  Tetsuya Takaishi, Takanori Adachi
- Journal Title
  
  Asia-Pacific Financial Markets
  
  Volume: 27 Issue: 1 Pages: 145-154
- DOI
  10.1007/s10690-019-09286-0
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01551, KAKENHI-PROJECT-18K01556, KAKENHI-PROJECT-17K01248
[Journal Article] A category of probability spaces2019
- Author(s)
  Takanori Adachi and Yoshihiro Ryu
- Journal Title
  
  Journal of Mathematical Sciences The University of Tokyo
  
  Volume: 26 Pages: 201-221
- NAID
  120006902211
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K01248
[Journal Article] A Category of Probability Spaces2019
- Author(s)
  Takanori Adachi, Yoshihiro Ryu
- Journal Title
  
  Journal of Mathematical Sciences - The University of Tokyo
  
  Volume: 26 Pages: 201-221
- NAID
  120006902211
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01551
[Journal Article] Taylor Effect in Bitcoin Time Series2018
- Author(s)
  Tetsuya Takaishi, Takanori Adachi
- Journal Title
  
  Economics Letters
  
  Volume: 172 Pages: 5-7
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01551
[Journal Article] Taylor Effect in Bitcoin Time Series2018
- Author(s)
  Tetsuya Takaishi, Takanori Adachi
- Journal Title
  
  Economics Letters
  
  Volume: 172 Pages: 5-7
- DOI
  10.1016/j.econlet.2018.07.046
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-17K01248, KAKENHI-PROJECT-18K01556
[Journal Article] Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment -Empirical Study in the Japanese Stock Market-2018
- Author(s)
  T.Saito, T.Adachi, T.Nakatsuma, A.Takahashi, H.Tsuda and N.Yoshino
- Journal Title
  
  Asia-Pacific Financial Markets
  
  Volume: 25 Issue: 3 Pages: 179-220
- DOI
  10.1007/s10690-018-9245-6
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K01248, KAKENHI-PROJECT-18K01551, KAKENHI-PROJECT-16K03602
[Journal Article] Toward categorical risk measure theory2014
- Author(s)
  Takanori Adachi
- Journal Title
  
  Theory and Applications of Cattegories
  
  Volume: 29 Pages: 389-405
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-26330026
[Patent] リファレンス出力システム、リファレンス出力方法及びリファレンス出力プログラム2018
- Inventor(s)
  足立高徳・谷保明
- Industrial Property Rights Holder
  足立高徳・谷保明
- Industrial Property Rights Type
  特許
- Filing Date
  2018
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] A note on Giry monad2023
- Author(s)
  Takanori Adachi
- Organizer
  The 10th Workshop on Application of Categorical Probability Theory to Finance
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] A note on Giry monad2022
- Author(s)
  足立高徳
- Organizer
  JAFEEデリバティブ分科会セミナー
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] Equilibrium among agents having different subjective filtrations2022
- Author(s)
  足立高徳
- Organizer
  The 8th Workshop on Application of Categorical Probability Theory to Finance
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] Conditional Expectation in Giry monad2022
- Author(s)
  足立高徳
- Organizer
  The 9th Workshop on Application of Categorical Probability Theory to Finance
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] Filtration Engineering2021
- Author(s)
  足立高徳
- Organizer
  The 6th Workshop on Application of Categorical Probability Theory to Finance
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] Discrete signature and its application to finance2021
- Author(s)
  Takanori Adachi
- Organizer
  2021 KAFE-SKKU International Conference on Finance
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] Market equilibrium with subjective filtrations2021
- Author(s)
  足立高徳
- Organizer
  The 7th Workshop on Application of Categorical Probability Theory to Finance
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] アルゴリズム取引の問題点と今後の課題2020
- Author(s)
  足立高徳
- Organizer
  金融レジリアンス情報学
- Invited
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] Generalized Filtrations and Beyond2020
- Author(s)
  足立高徳
- Organizer
  The 5th ACPF
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] 一般化フィルトレーションと二項資産価格モデル2020
- Author(s)
  足立高徳
- Organizer
  2020年度数理経済学研究集会
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] Generalized filtrations and its applications to binomial asset pricing models2020
- Author(s)
  足立高徳
- Organizer
  The 2nd SMU-TMU Joint Workshop on Mathematical Finance and Financial Engineering
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] A binomial asset pricing model in a categorical setting2019
- Author(s)
  足立高徳
- Organizer
  計量経済学ワークショップ
- Invited
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] A Dementia Example of Categorical Probability Theory2019
- Author(s)
  足立高徳
- Organizer
  The 3rd workshop on Application of Categorical Probability to Finance
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] アルゴリズム取引の問題点と今後の課題2019
- Author(s)
  足立高徳
- Organizer
  第16回東京ファイナンス・フォーラム
- Data Source
  KAKENHI-PROJECT-17K01248
[Presentation] A binomial asset pricing model in a categorical setting2019
- Author(s)
  足立高徳
- Organizer
  JAFEE Summer Conference
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] New examples of generalized filtrations2019
- Author(s)
  足立高徳
- Organizer
  The 4th ACPF
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] A binomial asset pricing model in a categorical setting2019
- Author(s)
  足立高徳
- Organizer
  KAFE-JAFEE Joint Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] A binomial asset pricing model in a categorical setting2019
- Author(s)
  足立高徳
- Organizer
  YNU-Nanzan Finance Workshop 2019
- Invited
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] アルゴリズム取引の問題点と今後の課題2019
- Author(s)
  足立高徳
- Organizer
  大和証券セミナー
- Invited
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] アルゴリズム取引の実2019
- Author(s)
  足立高徳
- Organizer
  証券流通市場の機能に関する研究会
- Invited
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] A binomial asset pricing model in a categorical setting2019
- Author(s)
  足立高徳
- Organizer
  The Quantitative Methods in Finance 2019
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] A binomial asset pricing model in a categorical setting2019
- Author(s)
  足立高徳
- Organizer
  第51回JAFEE大会
- Data Source
  KAKENHI-PROJECT-17K01248
[Presentation] A binomial asset pricing model in a categorical setting2019
- Author(s)
  Takanori Adachi
- Organizer
  The Quantitative Methods in Finace 2019
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K01248
[Presentation] 学びとキャリアビルディング -- アルゴリズム取引の解説を交えて --2019
- Author(s)
  足立高徳
- Organizer
  経営システム特別講義
- Invited
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] Binomial asset pricing models in a categorical setting2019
- Author(s)
  Takanori Adachi
- Organizer
  The 1st SMU-TMU Joint Workshop on Mathematical Finance and Financial Engineering
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] アルゴリズム取引の問題点と今後の課題2019
- Author(s)
  足立高徳
- Organizer
  第16回東京ファイナンス・フォーラム
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] A binomial asset pricing model in a categorical setting2019
- Author(s)
  足立高徳
- Organizer
  計量経済学ワークショップ
- Data Source
  KAKENHI-PROJECT-17K01248
[Presentation] A binomial asset pricing model in a categorical setting2019
- Author(s)
  Takanori Adachi
- Organizer
  KAFE-JAFEE Joint Conference
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K01248
[Presentation] A binomial asset pricing model in a categorical setting2019
- Author(s)
  Takanori Adachi
- Organizer
  YNU-Nanzan Finance Workshop 2019
- Data Source
  KAKENHI-PROJECT-17K01248
[Presentation] A test bed example for categorical probability theory2018
- Author(s)
  足立高徳
- Organizer
  The 2nd workshop on Application of Categorical Probability to Finance
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] アルゴリズム取引の実際2018
- Author(s)
  足立高德
- Organizer
  リスク工学研究会
- Invited
- Data Source
  KAKENHI-PROJECT-17K01248
[Presentation] 圏論的確率論のファイナンスへの応用2018
- Author(s)
  足立高徳
- Organizer
  MTECセミナー
- Invited
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] アルゴリズム取引の実際2018
- Author(s)
  足立高徳
- Organizer
  データサイエンス松本キャンプ2018
- Invited
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] Reference Rate Methodologies of Cryptocurrencies2018
- Author(s)
  足立高德
- Organizer
  第4回TMUシンポジウム「ブロックチェーン技術の展開」
- Data Source
  KAKENHI-PROJECT-17K01248
[Presentation] Reference Rate Methodologies of Cryptocurrencies2018
- Author(s)
  足立高徳
- Organizer
  第4回TMUシンポジウム「ブロックチェーン技術の展開」
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] アルゴリズム取引の実際2018
- Author(s)
  足立高德
- Organizer
  データサイエンス松本キャンプ2018
- Invited
- Data Source
  KAKENHI-PROJECT-17K01248
[Presentation] A Category of Probability Spaces and Monetary Value Measures2017
- Author(s)
  Takanori Adachi
- Organizer
  Winter Workshop on OR, Finance and Math
- Place of Presentation
  Jozankei View Hotel, Sapporo（北海道札幌市）
- Year and Date
  2017-02-19
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26330026
[Presentation] Monetary Value Measures over a Super Dynamic Stochastic System2017
- Author(s)
  Takanori Adachi
- Organizer
  Quantitative Methods in Finance 2017 Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K01248
[Presentation] アルゴリズム取引の数学2017
- Author(s)
  足立高徳
- Organizer
  大規模統計モデリングと計算統計IV
- Data Source
  KAKENHI-PROJECT-17K01248
[Presentation] A Category of Probability Spaces and Monetary Value Measures2017
- Author(s)
  Takanori Adachi
- Organizer
  The 5th Asian Quantitative Finance Conferencea
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K01248
[Presentation] A Category of Probability Spaces and Monetary Value Measures2017
- Author(s)
  足立高徳・琉佳勲
- Organizer
  第46回（2016年度冬季）JAFEE大会
- Place of Presentation
  武蔵大学（東京都練馬区）
- Year and Date
  2017-02-17
- Data Source
  KAKENHI-PROJECT-26330026
[Presentation] A Category of Probability Spaces and Monetary Value Measures2017
- Author(s)
  Takanori Adachi
- Organizer
  Second Paris-Asia Conference in Quantitative Finance
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K01248
[Presentation] A Framework for Analyzing Financial Stochastic Jumps based on Belief and Knowledge2016
- Author(s)
  Takanori Adachi
- Organizer
  The 4th Asian Quantitative Finance Conference
- Place of Presentation
  大阪大学中之島センター（大阪府・大阪市）
- Year and Date
  2016-02-22
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26330026
[Presentation] A Framework for Analyzing Financial Stochastic Jumps based on Belief and Knowledge2016
- Author(s)
  Takanori Adachi
- Organizer
  Winter Workshop on Operations Research, Finance and Mathematics 2016
- Place of Presentation
  Sahoro Resort, Hokkaido（北海道・上川郡新得町）
- Year and Date
  2016-02-19
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26330026
[Presentation] Toward categorical risk measure theory2015
- Author(s)
  Takanori Adachi
- Organizer
  The 3rd NUS Workshop on Risk and Regulation
- Place of Presentation
  シンガポール, National University of Singapore
- Year and Date
  2015-01-09
- Invited
- Data Source
  KAKENHI-PROJECT-26330026
[Presentation] Toward categorical risk measure theory2014
- Author(s)
  Takanori Adachi
- Organizer
  The Quantitative Methods in Finance 2014 Conference
- Place of Presentation
  シドニー, Hilton Hotel, SYDNEY
- Year and Date
  2014-12-19
- Data Source
  KAKENHI-PROJECT-26330026

1. Nakagawa Hidetoshi (30361760)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
2. 中島克志 (90721572)

# of Collaborated Projects: 2 results

# of Collaborated Products: 1 results
3. Akahori Jiro (50309100)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. 堀敬一 (50273561)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. Kohatsu・Higa A (80420412)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. 今村悠里 (40633194)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
7. 劉念麟 (90610923)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
8. 琉佳勳 (90827560)

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results
9. TAKADA Hideyuki

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
10. YAMANAKA Suguru

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
11. KENMOTSU Teruo

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

Adachi Takanori 足立 高徳

Research Projects

Research Products

Co-Researchers

圏論的確率論を用いた不確実性の階層の研究とファイナンスへの応用Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

A Study on the Generation Mechanism of Financial Probability Jumps based on a Structural Approach using Epistemic LogicPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Verification of generation mechanism of market liquidity risk with conic finance and Limit-order-book process

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Construction and Applications of risk measure theory based on category theory

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Heat Kernel Approach in Financial Engineering of New Generation

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Book] アルゴリズム取引2018

Author(s)

Total Pages

Publisher

ISBN

Data Source

[Book] アルゴリズム取引2018

Author(s)

Total Pages

Publisher

ISBN

Data Source

[Journal Article] Data Augmentation of High Frequency Financial Data Using Generative Adversarial Network2021

Author(s)

Journal Title

Data Source

[Journal Article] Discrete signature and its application to finance2021

Author(s)

Journal Title

Data Source

[Journal Article] 一般化フィルトレーションと二項資産価格モデル2020

Author(s)

Journal Title

Data Source

[Journal Article] アルゴリズム取引の問題点と今後の課題2019

Author(s)

Journal Title

Data Source

[Journal Article] Market efficiency, liquidity, and multifractality of Bitcoin: A dynamic study2019

Author(s)

Journal Title

DOI

Data Source

[Journal Article] A category of probability spaces2019

Author(s)

Journal Title

NAID

Data Source

[Journal Article] A Category of Probability Spaces2019

Author(s)

Journal Title

NAID

Data Source

[Journal Article] Taylor Effect in Bitcoin Time Series2018

Author(s)

Journal Title

Adachi Takanori 足立高徳

[Patent] リファレンス出力システム、リファレンス出力方法及びリファレンス出力プログラム2018