no code implementations • 23 May 2022 • Yasushi Ota, Yu Jiang, Daiki Maki
We identify the model coefficients from the measured data and attempt to find arbitrage opportunities in different financial markets using a Bayesian inference approach, which is presented as an IOP solution.
no code implementations • 30 May 2020 • Daiki Maki, Yasushi Ota
This study investigates the impacts of asymmetry on the modeling and forecasting of realized volatility in the Japanese futures and spot stock markets.