Kunou Seiya

クノウセイヤ | Kunou Seiya

Affiliation and department：
Job title： Associate Professor

Research field (3)： Safety engineering , Social systems engineering , Money and finance

Research keywords (5)：アルゴリズム取引 , finance , market microstructure , Financial Engineering , Optimail Execution

Research theme for competitive and other funds (4)：

Papers (12)：

Seiya Kuno. Performance of benchmark execution algorithms and optimal execution strategies under various market conditions. 2023. 2272. 72-80
Seiya Kuno. Execution performance under specific price models. 2023. 2237. 75-83
Seiya Kuno. Limit Order Book Dynamics with Large Execution. 2021. 2207. 23-30
Seiya Kuno. Market impact and its decay. 2020. 2173. 63-72
KUNO Seiya. Round-Trip Trade with TWAP Strategy. 2020. 22. 1. 1-17

ｍore...

MISC (5)：

Lectures and oral presentations (27)：

Optimal execution price for off-exchange trading
(2024)
最適ベンチマークターゲット戦略
(日本オペレーションズ・リサーチ学会春季研究発表会 2024)
Performance of benchmark execution algorithms and optimal execution strategies under various market conditions
(2023)
取引所外取引を考慮した執行問題
(日本金融学会関西部会 2022)
Execution performance under specific price models
(2022)

ｍore...

Education (1)：

Professional career (1)：

Association Membership(s) (3)：

JAPAN SOCIETY OF MONETARY ECONOMICS , THE OPERATIONS RESEARCH SOCIETY OF JAPAN , NIPPON FINANCE ASSOCIATION

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