Yoshikawa Daisuke 吉川大介

… Alternative Names

Daisuke Yoshikawa 吉川大介

Less

Researcher Number	90735424
Other IDs
Affiliation (Current)	2025: 関西大学, 政策創造学部, 教授
Affiliation (based on the past Project Information) *help	2024: 関西大学, 政策創造学部, 教授 2021 – 2022: 関西大学, 政策創造学部, 教授 2020: 関西大学, 政策創造学部, 准教授 2015 – 2019: 北海学園大学, 経営学部, 准教授
Review Section/Research Field	Principal Investigator Basic Section 25010:Social systems engineering-related / Basic Section 07060:Money and finance-related / Money/ Finance Except Principal Investigator Basic Section 07060:Money and finance-related
Keywords	Principal Investigator モデル・リスク / 不確実性 / アノマリー / 市場の非効率性 / 資産運用 / マーケット中立 / 曖昧さ回避 / ペアーズ・トレーディング / ディスポジション効果 / 機械学習 … More / 最適停止問題 / あいまいさ回避 / 派生証券市場 / 効用無差別価格 / 条件付き請求権 / 非完備市場 / 市場の摩擦 … More Except Principal Investigator ファイナンス・アノマリー / 曖昧性下の意思決定 Less

A New Decision-Making Model under Ambiguity to Elucidate Finance Anomalies
- Principal Investigator
  
  岩城秀樹
- Project Period (FY)
  2024 – 2027
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Tokyo University of Science
ディスポジション効果が及ぼす社会的影響についての研究Principal Investigator
- Principal Investigator
  
  吉川大介
- Project Period (FY)
  2024 – 2026
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 25010:Social systems engineering-related
- Research Institution
  Kansai University
Construction of a robust asset management approach less dependent on the business cyclePrincipal Investigator
- Principal Investigator
  
  Yoshikawa Daisuke
- Project Period (FY)
  2018 – 2022
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Kansai University
  Hokkai-Gakuen University
Incomplete market structure with model uncertaintyPrincipal Investigator
- Principal Investigator
  
  Daisuke Yoshikawa
- Project Period (FY)
  2015 – 2017
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Money/ Finance
- Research Institution
  Hokkai-Gakuen University

All 2023 2022 2021 2020 2018 2017 2016

All Journal Article Presentation Book

[Book] データ駆動型ファイナンス2022
- Author(s)
  吉川大介
- Total Pages
  272
- Publisher
  共立出版
- ISBN
  9784320096523
- Data Source
  KAKENHI-PROJECT-18K01694
[Journal Article] 取引コストを伴う最適消費・投資問題の進展について2021
- Author(s)
  山嵜輝, 吉川大介
- Journal Title
  
  イノベーション・マネジメント
  
  Volume: 18 Pages: 141-159
- Data Source
  KAKENHI-PROJECT-18K01694
[Journal Article] The Disposition Effect under the Reference Dependent Smooth Model of Ambiguity2021
- Author(s)
  Iwaki Hideki、Yoshikawa Daisuke
- Journal Title
  
  Asia-Pacific Journal of Risk and Insurance
  
  Volume: 15 Issue: 2 Pages: 107-144
- DOI
  10.1515/apjri-2020-0041
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01694, KAKENHI-PROJECT-20K01761
[Journal Article] Analyzing Equilibrium in Incomplete Markets with Model Uncertainty2017
- Author(s)
  Daisuke Yoshikawa
- Journal Title
  
  International Review of Finance
  
  Volume: 17 Issue: 2 Pages: 235-262
- DOI
  10.1111/irfi.12119
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15K03546
[Journal Article] An entropic approach for pair trading2017
- Author(s)
  Daisuke Yoshikawa
- Journal Title
  
  Entropy
  
  Volume: 19 Issue: 7 Pages: 320-320
- DOI
  10.3390/e19070320
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-15K03546
[Presentation] Model uncertainty for statistical arbitrage2023
- Author(s)
  Daisuke Yoshikawa
- Organizer
  10th International Congress on Industrial and Applied Mathematics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01694
[Presentation] Model uncertainty for statistical arbitrage2023
- Author(s)
  吉川大介
- Organizer
  日本オペレーションズ・リサーチ学会 2023 年春季研究発表会
- Data Source
  KAKENHI-PROJECT-18K01694
[Presentation] 固有値分解とディープラーニングを用いた新しい統計的裁定戦略の構築2023
- Author(s)
  吉川大介
- Organizer
  人工知能学会全国大会（第37回）
- Data Source
  KAKENHI-PROJECT-18K01694
[Presentation] Pairs trading with deep learning2020
- Author(s)
  吉川大介
- Organizer
  人工知能学会
- Data Source
  KAKENHI-PROJECT-18K01694
[Presentation] Pairs trading with deep learning2020
- Author(s)
  吉川　大介
- Organizer
  人工知能学会
- Data Source
  KAKENHI-PROJECT-18K01694
[Presentation] Pairs trading under model uncertainty2018
- Author(s)
  Daisuke Yoshikawa
- Organizer
  Robust Techniques in Quantitative Finance
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01694
[Presentation] Pairs trading under model uncertainty2018
- Author(s)
  Daisuke Yoshikawa
- Organizer
  Stochastic Analysis Group Seminar “Probability, Stochastic and Finance”
- Invited
- Data Source
  KAKENHI-PROJECT-18K01694
[Presentation] A note on market structure with transaction costs2018
- Author(s)
  Daisuke Yoshikawa
- Organizer
  IFABS 2018 Porto Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01694
[Presentation] On the Market of Contingent Claims in Models with Uncertainty2016
- Author(s)
  Daisuke Yoshikawa
- Organizer
  Vienna Congress on Mathematical Finance - VCMF 2016
- Place of Presentation
  Vienna, Austria
- Year and Date
  2016-09-12
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03546

1. 岩城秀樹 (40257647)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results

Yoshikawa Daisuke 吉川 大介

Daisuke Yoshikawa 吉川 大介

Research Projects

Research Products

Co-Researchers

A New Decision-Making Model under Ambiguity to Elucidate Finance Anomalies

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

ディスポジション効果が及ぼす社会的影響についての研究Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Construction of a robust asset management approach less dependent on the business cyclePrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Incomplete market structure with model uncertaintyPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Book] データ駆動型ファイナンス2022

Author(s)

Total Pages

Publisher

ISBN

Data Source

[Journal Article] 取引コストを伴う最適消費・投資問題の進展について2021

Author(s)

Journal Title

Data Source

[Journal Article] The Disposition Effect under the Reference Dependent Smooth Model of Ambiguity2021

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Analyzing Equilibrium in Incomplete Markets with Model Uncertainty2017

Author(s)

Journal Title

DOI

Data Source

[Journal Article] An entropic approach for pair trading2017

Author(s)

Journal Title

DOI

Data Source

[Presentation] Model uncertainty for statistical arbitrage2023

Author(s)

Organizer

Data Source

[Presentation] Model uncertainty for statistical arbitrage2023

Author(s)

Organizer

Data Source

[Presentation] 固有値分解とディープラーニングを用いた新しい統計的裁定戦略の構築2023

Author(s)

Organizer

Data Source

[Presentation] Pairs trading with deep learning2020

Author(s)

Organizer

Data Source

[Presentation] Pairs trading with deep learning2020

Author(s)

Organizer

Data Source

[Presentation] Pairs trading under model uncertainty2018

Author(s)

Organizer

Data Source

[Presentation] Pairs trading under model uncertainty2018

Author(s)

Yoshikawa Daisuke 吉川大介

Daisuke Yoshikawa 吉川大介