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J-GLOBAL ID：201801000789529246   Update date: Nov. 08, 2022

Kunou Seiya

クノウ セイヤ | Kunou Seiya
Affiliation and department：
Doshisha University Faculty of Commerce

About Doshisha University Faculty of Commerce


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  (3)：
  • 2019 - 2023 投資家行動に基づく証券市場の制度設計
  • 2017 - 2019 取引所外取引における執行問題と市場の安定化に関する研究
  • 2011 - 2013 不確実性の下における機関投資家の売買執行に関する研究
Papers (10)：
  • 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
  • 久納誠矢. Pricing of guaranteed order execution contracts. 数理解析研究所講究録. 2019. 2111. 114-124
  • Kuno Seiya, Ohnishi Masamitsu, Shimoshimizu Makoto. Optimal Execution Strategies with Generalized Price Impact Models (Decision making theories under uncertainty and its applications : the extensions of mathematics for programming). 2018. 2078. 2078. 77-83
ｍore...
MISC (5)：
Lectures and oral presentations  (24)：
  • 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)
  • Limit Order Book Dynamics with Large Execution
    (2021)
  • Market impact and its decay
    (2020)
  • 金融市場と私たちの暮らし
    (大阪産業大学市民講座 2019)
ｍore...
Education (1)：
  • Osaka University Graduate School of Economics
Professional career (1)：
  • 博士(経済学) (大阪大学)
Association Membership(s) (3)：
JAPAN SOCIETY OF MONETARY ECONOMICS ,  THE OPERATIONS RESEARCH SOCIETY OF JAPAN ,  NIPPON FINANCE ASSOCIATION
※ Researcher’s information displayed in J-GLOBAL is based on the information registered in researchmap. For details, see here.

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