Please see: https://iaiai.org/conference/aai2023/program/
Each oral presentation has 15-20 min for their presentation and 10-5 min for Q&A.
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 |
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 |
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 |
Session Chair: Masanori Hirano (The University of Tokyo)
If you're interested in it, please let us know immediately: [email protected]
| 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 |