[1] Ohnishi, M., and Shimoshimizu, M. (2020). Optimal and equilibrium execution strategies with generalized price impact. Quantitative Finance, 20(10), 1625-1644.
[2] Fukasawa, M., Ohnishi, M., and Shimoshimizu, M. (2021). Discrete-time optimal execution under a generalized price impact model with Markovian exogenous orders. International Journal of Theoretical and Applied Finance, 24(05), 2150025.
[3] Ohnishi, M., and Shimoshimizu, M. Optimal pair-trade execution with generalized cross-impact. Asia-Pacific Financial Markets, available online.

[1] 2020 Aug / Best presentation award for young researchers, 53th JAFEE conference (Title: "Optimal execution of pair trading with generalized price impacts" (joint work with Prof. Masamitsu OHNISHI)).
[2] 2022 Mar / Selected as one of the featured papers for 25th anniversary of IJTAF, IJTAF (Title: Discrete-time optimal execution under a generalized price impact model with Markovian exogenous orders (joint work with Prof. Masaaki FUKASAWA and Prof. Masamitsu OHNISHI))

［所属学会］
[1] 日本OR学会（ORSJ）
[2] 日本金融・証券計量・工学学会（JAFEE）
[3] 日本ファイナンス学会（NFA）
[4] 日本統計学会（JSS）