Kei Nakagawa

Kohei Hayashi

Yugo Fujimoto

CoRR, 2024

2023

Development of an Ankle Assistive Robot with Instantly Gait-Adaptive Method.

[BibT_eX]

[DOI]

J. Robotics Mechatronics, June, 2023

Text Mining of Future Dividend Policy Sentences from Annual Securities Reports.

[BibT_eX]

[DOI]

Proceedings of the 14th IIAI International Congress on Advanced Applied Informatics, 2023

Multifactor Model with Deep Learning for Currency Investments.

[BibT_eX]

[DOI]

Shingo Sashida

Proceedings of the 14th IIAI International Congress on Advanced Applied Informatics, 2023

Predicting Financial Asset Returns with Factor and Lead-Lag Relationships: Ridge Regression with Lagged Penalty.

[BibT_eX]

[DOI]

Tatsuki Masuda

Proceedings of the 14th IIAI International Congress on Advanced Applied Informatics, 2023

Fact or Opinion? - Essential Value for Financial Results Briefing.

[BibT_eX]

[DOI]

Yutaka Kuroki

Tomonori Manabe

Proceedings of the 14th IIAI International Congress on Advanced Applied Informatics, 2023

Treasury yield spread prediction with sentiments of Beige Book and macroeconomic data.

[BibT_eX]

[DOI]

Masaki Fujiwara

Yoshiyuki Suimon

Proceedings of the 14th IIAI International Congress on Advanced Applied Informatics, 2023

2022

Robotic ankle control can provide appropriate assistance throughout the gait cycle in healthy adults.

[BibT_eX]

[DOI]

Frontiers Neurorobotics, September, 2022

Development of Automatic Controlled Walking Assistive Device Based on Fatigue and Emotion Detection.

[BibT_eX]

[DOI]

J. Robotics Mechatronics, 2022

Time-series gradient boosting tree for stock price prediction.

[BibT_eX]

[DOI]

Kenichi Yoshida

Int. J. Data Min. Model. Manag., 2022

Investment Strategy via Lead Lag Effect using Economic Causal Chain and SSESTM Model.

[BibT_eX]

[DOI]

Shingo Sashida

Hiroki Sakaji

Proceedings of the 12th International Congress on Advanced Applied Informatics, 2022

Industry Momentum Strategy Based on Text Mining in the Japanese Stock Market.

[BibT_eX]

[DOI]

Yuya Kimura

Proceedings of the 12th International Congress on Advanced Applied Informatics, 2022

Multiple Portfolio Blending Strategy with Thompson Sampling.

[BibT_eX]

[DOI]

Keigo Fujishima

Proceedings of the 12th International Congress on Advanced Applied Informatics, 2022

Enhanced Quantile Portfolio for Multifactor Model with Deep Learning.

[BibT_eX]

[DOI]

Proceedings of the 12th International Congress on Advanced Applied Informatics, 2022

Fractional SDE-Net: Generation of Time Series Data with Long-term Memory.

[BibT_eX]

[DOI]

Kohei Hayashi

Proceedings of the 9th IEEE International Conference on Data Science and Advanced Analytics, 2022

Uncertainty Aware Trader-Company Method: Interpretable Stock Price Prediction Capturing Uncertainty.

[BibT_eX]

[DOI]

Proceedings of the IEEE International Conference on Big Data, 2022

2021

Taming Tail Risk: Regularized Multiple β Worst-Case CVaR Portfolio.

[BibT_eX]

[DOI]

Katsuya Ito

Symmetry, 2021

Entropy Based Student's t-Process Dynamical Model.

[BibT_eX]

[DOI]

Ayumu Nono

Entropy, 2021

Improving Nonparametric Classification via Local Radial Regression with an Application to Stock Prediction.

[BibT_eX]

[DOI]

CoRR, 2021

Controlling False Discovery Rates Using Null Bootstrapping.

[BibT_eX]

[DOI]

CoRR, 2021

Trader-Company Method: A Metaheuristics for Interpretable Stock Price Prediction.

[BibT_eX]

[DOI]

Proceedings of the AAMAS '21: 20th International Conference on Autonomous Agents and Multiagent Systems, 2021

Deep Portfolio Optimization via Distributional Prediction of Residual Factors.

[BibT_eX]

[DOI]

Proceedings of the Thirty-Fifth AAAI Conference on Artificial Intelligence, 2021

2020

Impact of Cryptocurrency Market Capitalization on Open Source Software Participation.

[BibT_eX]

[DOI]

J. Inf. Process., 2020

Policy Gradient with Expected Quadratic Utility Maximization: A New Mean-Variance Approach in Reinforcement Learning.

[BibT_eX]

[DOI]

Masahiro Kato

CoRR, 2020

TPLVM: Portfolio Construction by Student's t-process Latent Variable Model.

[BibT_eX]

[DOI]

CoRR, 2020

Identification of B2B Brand Components and Their Performance's Relevance Using a Business Card Exchange Network.

[BibT_eX]

[DOI]

Tomonori Manabe

Keigo Hidawa

Proceedings of the Knowledge Management and Acquisition for Intelligent Systems, 2020

RM-CVaR: Regularized Multiple β-CVaR Portfolio.

[BibT_eX]

[DOI]

Shuhei Noma

Proceedings of the Twenty-Ninth International Joint Conference on Artificial Intelligence, 2020

What Do Good Integrated Reports Tell Us?: An Empirical Study of Japanese Companies Using Text-Mining.

[BibT_eX]

[DOI]

Proceedings of the 9th International Congress on Advanced Applied Informatics, 2020

RIC-NN: A Robust Transferable Deep Learning Framework for Cross-sectional Investment Strategy.

[BibT_eX]

[DOI]

Junpei Komiyama

Proceedings of the 7th IEEE International Conference on Data Science and Advanced Analytics, 2020

Cross-sectional Stock Price Prediction using Deep Learning for Actual Investment Management.

[BibT_eX]

[DOI]

Proceedings of the ASSE 2020: Asia Service Sciences and Software Engineering Conference, 2020

How Do We Predict Stock Returns in the Cross-Section with Machine Learning?

[BibT_eX]

[DOI]

Proceedings of the AICCC 2020: 2020 3rd Artificial Intelligence and Cloud Computing Conference, 2020

2019

Complex Valued Risk Diversification.

[BibT_eX]

[DOI]

Takanori Kadoya

Entropy, 2019

A Robust Transferable Deep Learning Framework for Cross-sectional Investment Strategy.

[BibT_eX]

[DOI]

Junpei Komiyama

CoRR, 2019

Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying Multi-Factor Model.

[BibT_eX]

[DOI]

CoRR, 2019

Deep Learning for Multi-factor Models in Regional and Global Stock Markets.

[BibT_eX]

[DOI]

Proceedings of the New Frontiers in Artificial Intelligence, 2019

Verification of Lead-Lag Effect in Financial Markets by the Adaptive Elastic Net Regression.

[BibT_eX]

[DOI]

Takanori Kadoya

Proceedings of the 8th International Congress on Advanced Applied Informatics, 2019

Economic Causal Chain and Predictable Stock Returns.

[BibT_eX]

[DOI]

Proceedings of the 8th International Congress on Advanced Applied Informatics, 2019

2018

Deep Factor Model - Explaining Deep Learning Decisions for Forecasting Stock Returns with Layer-Wise Relevance Propagation.

[BibT_eX]

[DOI]

Takumi Uchida

Tomohisa Aoshima

Proceedings of the ECML PKDD 2018 Workshops, 2018

2017

Stock Price Prediction with Fluctuation Patterns Using Indexing Dynamic Time Warping and k^* -Nearest Neighbors.

[BibT_eX]

[DOI]