[1] Introduction to optimal execution. In Machine Learning Approaches in Financial Analytics, pp.3-50, Springer, Cham (2024). (Maglaras, L.A., Das, S., Tripathy, N., Patnaik, S. (eds))
[2] (with M. Ohnishi) Optimal and equilibrium execution strategies with generalized price impact. Quantitative Finance 20 (2020), 1625-1644.
[3] (with M. Fukasawa and M. Ohnishi) Discrete-time optimal execution under a generalized price impact model with Markovian exogenous orders. International Journal of Theoretical and Applied Finance 24 (2021), no. 5, 2150025.
[4] (with M. Ohnishi) Optimal pair-trade execution with generalized cross-impact. Asia-Pacific Financial Markets 29 (2022), 253-289.
[5] (with Z. Guo and M. Goto ) リアルオプション法を用いた多段階IT投資に関する研究，リアルオプション研究 (Journal of Real Options and Strategy) ，16 (2024), 1-19. (in Japanese. English title: A study on Multi-Stage IT Investment Using Real Options Analysis)
[6] (with M. Ohnishi) Trade Execution games in a Markovian environment, Applied Mathematical Finance, available online.
[1] (with Y. Kitamura, M. Goto and Y. Tian) American pandemic options: premiums and Greeks. Proceedings of Asian Conference of Management Science and Applications 2023 (2024), 290-304.
[2] (with Y. Kudo, M. Goto, M. Williams, N. Noguchi, S. Sasaki and A. Takai) An Option Pricing Framework for Valuation of Football Players: Transfer Offers and Sellouts. Proceedings of Asian Conference of Management Science and Applications 2023 (2024), 412-426.
[3] (with M. Shinji, M. Goto, M. Williams, N. Noguchi, S. Sasaki and A. Takai) Prediction model for Opta Index using football player performance data. Proceedings of Asian Conference of Management Science and Applications 2023 (2024), 427-443.
[4] (with M. Suzuki and M. Goto) Industry entry strategies by friendly M&A: big leap or serial merger. Proceedings of Asian Conference of Management Science and Applications 2023 (2024), 355-372.
[1] (with S. Kuno and M. Ohnishi) Optimal Execution Strategies with Generalized Price Impact Models. Research Institute for Mathematical Sciences (RIMS) Kokyuroku 2078 (2018), 77-83.
[2] (with M. Ohnishi) Equilibrium execution strategies with generalized price impacts. Research Institute for Mathematical Sciences (RIMS) Kokyuroku, 2111 (2019), 84-106.
[3] (with M. Fukasawa and M. Ohnishi) Optimal execution problem with generalized price impact in a discrete-time setting. Research Institute for Mathematical Sciences (RIMS) Kokyuroku 2158 (2020), 66-79.
[4] (with M. Ohnishi) Optimal pair-trade execution with generalized cross-impact. Research Institute for Mathematical Sciences (RIMS) Kokyuroku (2020) 2173, 42-62.
[5] (with M. Fukasawa and M. Ohnishi) Optimal execution under a generalized price impact model with Markovian exogenous orders in a continuous-time setting. Research Institute for Mathematical Sciences (RIMS) Kokyuroku (2021) 2207, 1-22.
[6] (with M. Ohnishi) Execution game in a Markovian environment. Research Institute for Mathematical Sciences (RIMS) Kokyuroku 2237 (2023), 52-74.
[7] (with M. Fukasawa and M. Ohnishi) Continuous-time optimal execution under a transient market impact model in a Markovian environment, Research Institute for Mathematical Sciences (RIMS) Kokyuroku (2025) 2300, 85-114.
大西 匡光, 下清水 慎：“金融市場における価格インパクトを考慮した 取引執行ゲーム”, オペレーションズリサーチ５月号，65(5), 271-278, 2020年5月．
下清水 慎：“とある若手の研究活動 -数理・計量ファイナンスの観点から-”, オペレーションズリサーチ7月号，67(7), 377-381, 2022年7月．
後藤 允，下清水 慎：“経営工学における金融工学”, 日本経営工学会経営システム誌，33(1), 64-68, 2023年7月．