Shigeru Tachiki

According to our database, Shigeru Tachiki authored at least 2 papers between 2000 and 2003.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2003

A characterization of long-short trading strategies based on cointegration.

Yoshinori Kawasaki, Shigeru Tachiki, Hideo Udaka, Tomoaki Hirano

Proceedings of the 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003

2000

Vector-valued multiple regression model with time varying coefficients and its application to predict excess stock returns.

Yoshinori Kawasaki, Seisho Sato, Shigeru Tachiki

Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering, 2000