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Security risks of machine learning systems and taxonomy based on the failure mode approach

Kan, Kazutoshi - 2021

Persistent link: https://www.econbiz.de/10013471138

Security risks of machine learning systems and taxonomy based on the failure mode approach

Kan, Kazutoshi - In: Monetary and economic studies 39 (2021), pp. 55-75

Persistent link: https://www.econbiz.de/10013435508

Seeking the ideal privacy protection : strengths and limitations of differential privacy

Kan, Kazutoshi - 2023

Persistent link: https://www.econbiz.de/10013541472

Cross-country transmission effect of the US monetary shock under global integration

Fukuda, Yoshiyuki; Kimura, Yuki; Sudo, Nao; Ugai, Hiroshi - 2013

Persistent link: https://www.econbiz.de/10010221630

Cross-stock market spillovers through variance risk premiums and equity flows

Hattori, Masazumi; Shim, Ilhyock; Sugihara, Yoshihiko - In: Journal of international money and finance 119 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10013284962

An empirical analysis of equity market expectations in the recent financial turmoil using implied moments and jump diffusion processes

Sugihara, Yoshihiko; Oda, Nobuyuki - 2010

Persistent link: https://www.econbiz.de/10003982619

Optimal execution of multiasset block orders under stochastic liquidity

Makimoto, Naoki; Sugihara, Yoshihiko - 2010

Persistent link: https://www.econbiz.de/10008748180

Volatility contagion across the equity markets of developed and emerging market economies

Hattori, Masazumi; Shim, Ilhyock; Sugihara, Yoshihiko - 2016

Using variance risk premiums (VRPs) nonparametrically calculated from equity markets in selected major developed economies and emerging market economies (EMEs) over 2007 - 2015, we document the correlation of VRPs across the markets and examine whether equity fund flows work as a path through...

Persistent link: https://www.econbiz.de/10011522100

Cross-stock market spillovers through variance risk premiums and equity flows

Hattori, Masazumi; Shim, Ilhyock; Sugihara, Yoshihiko - 2018

Persistent link: https://www.econbiz.de/10011866717

Volatility contagion across the equity markets of developed and emerging market economies

Hattori, Masazumi; Shim, Ilhyock; Sugihara, Yoshihiko - In: Macroeconomic shocks and unconventional monetary policy …, (pp. 99-117). 2019

Persistent link: https://www.econbiz.de/10012135322