Taisei Kaizoji

According to our database1, Taisei Kaizoji authored at least 12 papers between 1999 and 2019.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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PhD thesis 
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Links

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Bibliography

2019
Artificial Neural Networks for Realized Volatility Prediction in Cryptocurrency Time Series.
Proceedings of the Advances in Neural Networks - ISNN 2019, 2019

2018
Computational intelligence methods for data mining of causality extent in the time series.
Int. J. Comput. Sci. Eng., 2018

2016
Analysis of Market Trend Regimes for March 2011 USDJPY Exchange Rate Tick Data.
Proceedings of the Autonomous Agents and Multiagent Systems - AAMAS 2016 Workshops, - Visionary Papers, 2016

2013
Using Neural Networks for Forecasting of Commodity Time Series Trends.
Proceedings of the Databases in Networked Information Systems - 8th International Workshop, 2013

2012
Heteroskedastic Regression and Persistence in Random Walks at Tokyo Stock Exchange.
Proceedings of the Advances in Neural Networks - ISNN 2012, 2012

2008
Symbolic analysis of indicator time series by quantitative sequence alignment.
Comput. Stat. Data Anal., 2008

2006
Stylized Facts in Internal Rates of Return on Stock Index and its Derivative Transactions
CoRR, 2006

On the Symbolic Analysis of Market Indicators with the Dynamic Programming Approach.
Proceedings of the Advances in Neural Networks - ISNN 2006, Third International Symposium on Neural Networks, Chengdu, China, May 28, 2006

2003
Empirical Laws of a Stock Price Index and a Stochastic Model.
Adv. Complex Syst., 2003

2001
Speculative Dynamics in a Heterogeneous-Agent Model.
Proceedings of the Artificial Neural Networks, 2001

1999
A Synergetic Approach to Speculative Price Volatility.
Proceedings of the 1999 ACM Symposium on Applied Computing, 1999

Self-Organization of Financial Crises.
Proceedings of the International Conference on Artificial Intelligence, 1999


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