Peer-Reviewed Conference Papers
2025
Ryuji HASHIMOTO, Takehiro TAKAYANAGI, Masahiro SUZUKI, Kiyoshi IZUMI,
"Agent-Based Simulation of a Financial Market with Large Language Models"
26th International Conference on Principles and Practice of Multi-Agent Systems (PRIMA 2025)
Ryuji HASHIMOTO, Yuki TANAKA, Takehiro TAKAYANAGI, Zhe PIAO, Kiyoshi IZUMI,
"Norm Salvaged Embedding: Improving Condition Alignment of Synthetic Time Series Generation in Finance"
6th ACM International Conference on AI in Finance (ICAIF'25)
Ryuji HASHIMOTO, Kiyoshi IZUMI,
"Interpretable Market Simulations via Optimal Transport: Power Law Decomposition and Implications for Market Design"
6th ACM International Conference on AI in Finance (ICAIF'25)
Yuki TANAKA, Ryuji HASHIMOTO, Takehiro TAKAYANAGI, Zhe PIAO, Kiyoshi IZUMI,
"CoFinDiff: Controllable Financial Diffusion Model for Time Series Generation"
34th International Joint Conference on Artificial Intelligence (IJCAI 2025)Â
Journal Articles
2025
Miyuki MATSUMOTO, Ryuji HASHIMOTO, Masahiro SUZUKI, Yuri MURAYAMA, Kiyoshi IZUMI,
"Impact of Information Disparity between Individual Investors on Profits of Meme Stocks using an Artificial Market Simulations Approach"
Journal of Computational Social Science 8(1), 25.
2024
Ryuji HASHIMOTO, Kiyoshi IZUMI, Yuri MURAYAMA, Yudai YAMAMURA, Yuki SHISHIDO,
"CFD Market Maker's Policy Optimization using Artificial Market Simulation and Deep Reinforcement Learning" (In Japanese),
Transactions of the Japanese Society for Artificial Intelligence 39(4), FIN23-F.