Takashi YAMADA ( ) Associate Professor

Area of expertiseComputational economics
Social simulations

Classes taught

Management, Mathematics as an academic tool, Big data and management strategy, Behavioral and experimental economics

Short biography

I completed the Doctoral Course in General Systems Studies, Department of Multi-Disciplinary Sciences, Graduate School of Arts and Sciences, The University of Tokyo, Komaba. I was in the Department of Computational Intelligence and Systems Science, Interdisciplinary Graduate School of Science and Engineering, Tokyo Institute of Technology before taking up my current position in FY2015. I was a Visiting Researcher at GREQAM and Aix-Marseille Université in FY2013 and GREDEG and Université Côte d'Azur in FY2017 respectively.

Major papers, books, and works

1. Muroi, Y., Yamada, T., "An explicit finite difference approach to the pricing problems of perpetual Bermudan options", Asia Pacific Financial Markets 15(3-4), pp. 229-253, 2008. 2. Muroi, Y. and Yamada, T., "Spectral binomial tree: New algorithms for pricing barrier options", Journal of Computational and Applied Mathematics 249, pp. 107-119, 2013. 3. Yamada, T., "Agent-Based Computational Finance for Regulation and Institutional Design", Journal of the Society of Instrument and Control Engineers 52(7), pp. 635-640, 2013. (in Japanese) 4. Yamada, T., Hanaki, N., "An experiment on Lowest Unique Integer Games", Physica A 463, pp. 88-102, 2016. 5. Yamada, T., "Programmed trading agents and market microstructure in an artificial futures market", In: Aruka, Y. (eds) "Digital Designs for Money, Markets, and Social Dilemmas". Evolutionary Economics and Social Complexity Science, Vol 28. Springer, Singapore, pp. 271-303, 2022. 6. Perodaud, M., Hanaki, N., Yamada, T., "An experimental analysis of gender discrimination in a credence goods market", Journal of Behavioral and Experimental Economics 98, 101853, 2022. 7. Chessa, M., Hanaki, N., Lardon, A., Yamada, T., "The effect of choosing a proposer through a bidding procedure in implementing the Shapley value", Journal of Economic Psychology 93, 102568, 2022.

Degree PhD (science)
E-MAIL tyamada+%40+yamaguchi-u%2Eac%2Ejp

A Message to the Students

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