Applied Informatics in Finance and Economics (AIFE) 2023


Special Session on Applied Informatics in Finance and Economics (AIFE) in IIAI AAI 2023

Whole Program of the IIAI AAI Congress

Please see:

Program Outline

Detailed Program of Our Session

Each oral presentation has 15-20 min for their presentation and 10-5 min for Q&A.

[SCAI-SS1 1] 9:30-12:00, July 9 (Sun): Room B

Session Chair: Hiroki Sakaji (The University of Tokyo), Yoshiyuki Suimon (Nomura Securities Co., Ltd.)

Paper Title & Authors
09:30-09:55 Text Mining of Future Dividend Policy Sentences from Annual Securities Reports
Kaito Takano, Tomoki Okada, Yusuke Shimizu and Kei Nakagawa
09:55-10:20 Treasury yield spread prediction with sentiments of Beige Book and macroeconomic data
Masaki Fujiwara, Yoshiyuki Suimon and Kei Nakagawa
10:20-10:45 Policy Gradient Stock GAN for Realistic Discrete Order Data Generation in Financial Markets
Masanori Hirano, Hiroki Sakaji and Kiyoshi Izumi
Awarded Competitive Paper Award!
10:45-11:10 Fact or Opinion? – Essential Value for Financial Results Briefing
Yutaka Kuroki, Tomonori Manabe and Kei Nakagawa
11:10-11:35 Multifactor Model with Deep Learning for Currency Investments
Shingo Sashida and Kei Nakagawa
11:35-12:00 Frequent Batch Auctions investigated by Agent-Based Model
Takanobu Mizuta and Kiyoshi Izumi

[SCAI-SS1 2] 13:15-14:30, July 9 (Sun): Room B

Session Chair: Kei Nakagawa (Nomura Asset Management Co, Ltd.)

Paper Title & Authors
13:15-13:40 Measuring Japanese Stock Correlation Networks and Application for Investment Strategy
Nozomu Kobayashi and Yoshiyuki Suimon
13:40-14:05 Export Nowcasting with AIS and Foot Traffic Data
Tsubasa Ueda, Takehide Hirose and Kiyoshi Izumi
14:05-14:30 Efficient Learning of Nested Deep Hedging using Multiple Options
Masanori Hirano, Kentaro Imajo, Kentaro Minami and Takuya Shimada

[SCAI-SS1 3] 14:45-15:50, July 9 (Sun): Room B

Session Chair: Masanori Hirano (The University of Tokyo)

Paper Title & Authors
14:45-15:10 Predicting Financial Asset Returns with Factor and Lead-Lag Relationships: Ridge Regression with Lagged Penalty
Tatsuki Masuda and Kei Nakagawa
Awarded Outstanding Paper Award!
15:10-15:35 Topic Classification of Key Audit Matters in Japanese Audit Reports by Zero-shot Text Classification
Nobushige Doi, Yusuke Nobuta and Takeshi Mizuno
15:35-16:00 Summarization of Investment Reports Using Pre-trained Model
Hiroki Sakaji, Ryotaro Kobayashi, Kiyoshi Izumi, Hiroyuki Mitsugi and Wataru Kuramoto
16:00-16:25 1 Normal SCAI Presentaion

[AIFE Drinking Dinner Party (Unofficial)] 18:15-, July 9 (Sun):

Session Chair: Masanori Hirano (The University of Tokyo)

If you're interested in it, please let us know immediately: [email protected]

[SCAI-SS1 Poster] 17:30-, July 10 (Mon): Room A+B

Paper Title & Authors
Using weather-based machine learning approach to estimate retail sales and interpret weather factors
Yoshiyuki Suimon, Hiroto Tanabe and Kiyoshi Izumi
Extraction SDGs-related sentences from SustainabilityReports using BERT and ChatGPT
Masaki Sashida, Izumi Kiyoshi and Hiroki Sakaji