非線形マーケットインパクト：最適執行理論及び高頻度複数気配データによる実証分析

Research Project

Project/Area Number	15K17091
Research Category	Grant-in-Aid for Young Scientists (B)
Allocation Type	Multi-year Fund
Research Field	Money/ Finance
Research Institution	Osaka University
Principal Investigator	加藤恭大阪大学, 基礎工学研究科, 助教 (20632798)
Project Period (FY)	2015-04-01 – 2018-03-31
Project Status	Granted (Fiscal Year 2015)
Budget Amount *help	¥3,250,000 (Direct Cost: ¥2,500,000、Indirect Cost: ¥750,000) Fiscal Year 2017: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000) Fiscal Year 2016: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000) Fiscal Year 2015: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Keywords	統計数学 / 確率論 / 数理ファイナンス