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Katsuya Ito

Toyobo (Japan) (per OpenAlex) · ORCID · OpenAlex

20 papers in scope · 19 published · 1 on the econ.EM arXiv · 733 citations · h-index 10 (over the papers listed here)

Papers

(1 of 20)

No-Transaction Band Network: A Neural Network Architecture for Efficient Deep Hedging
published2023 · The Journal of Financial Data Science · 12 citations · first circulated 2021
with Shota Imaki, Kentaro Imajo, Kentaro Minami, Kei Nakagawa
Power laws and symmetries in a minimal model of financial market economy
published2022 · Physical Review Research
with Liu Ziyin, Kentaro Imajo, Kentaro Minami
The relationship between CO2 emissions and income: evidence from Japan
published2021 · Letters in Spatial and Resource Sciences · 2 citations
Deep Portfolio Optimization via Distributional Prediction of Residual Factors
published2021 · Proceedings of the AAAI Conference on Artificial Intelligence · 34 citations · first circulated 2020
with Kentaro Imajo, Kentaro Minami, Kei Nakagawa
Trader-Company Method:Stock Price Prediction Using Metaheuristics
published2020 · The Japanese Society for Artificial Intelligence · 6 citations
with Kentaro Minami, Kentaro Imajo, Kei Nakagawa
Deep Portfolio Optimization of Residual Factors in the Stock Market
published2020 · The Japanese Society for Artificial Intelligence
with Kentaro Imajo, Kentaro Minami, Kei Nakagawa
working paper2020 · arXiv · 3 citations
Direct Estimation of Lead–Lag Relationships Using Multinomial Dynamic Time Warping
published2019 · Asia-Pacific Financial Markets · 11 citations
with Ryuta Sakemoto
Remittances and the Dutch disease: evidence from Georgia
published2019 · Post-Communist Economies · 10 citations
Remittances and the Dutch Disease: Evidence from Panel Data for 18 Developing Countries
published2019 · International Economic Journal · 15 citations
Structural Change Point Detection Using A Large Random Matrix and Sparse Modeling.
published2019 · EDBT/ICDT Workshops
with Akira Kinoshita, Masashi Yoshikawa
Remittances and the Dutch Disease: Evidence from the Republic of Moldova
published2017 · International Economic Journal · 15 citations
Dutch disease and Russia
published2017 · International Economics · 23 citations
CO2 emissions, renewable and non-renewable energy consumption, and economic growth: Evidence from panel data for developing countries
published2017 · International Economics · 526 citations
The impact of oil price shocks on the Iranian economy: New evidence
published2012 · Economics bulletin
The impact of oil price volatility on the macroeconomy in Russia
published2010 · The Annals of Regional Science · 33 citations
The Impact of Oil Price Hike on the Belarusian Economy
published2010 · Transition Studies Review · 3 citations
The Russian Economy and the Oil Price: A Co-integrated VAR Approach
published2009 · Transition Studies Review · 6 citations
Oil price and macroeconomy in Russia
published2008 · Economics bulletin · 16 citations
Oil Prices and the Russian Economy
published2007 · Russian and East European Studies · 18 citations

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.