2nd Special Session on Applied Informatics in Finance and Economics (AIFE 2024)

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] 14:30-17:00, July 6 (Sat): Room International Conference Center

Session Chair: Hiroki Sakaji (Hokkaido University)

	Paper Title & Authors
14:30-14:55	Automatic generation of patent maps by estimating technical problems and solutions using T5 Yuki Kobori, Hiroyuki Sakai and Kengo Enami
14:55-15:20	Does executive compensation with ESG target improve firm’s ESG performance? -Evidence from Japan Dai Yamawaki, Kaito Takano and Kei Nakagawa
15:20-15:45	Construction of Domain-specified Japanese Large Language Model for Finance through Continual Pre-training Masanori Hirano and Kentaro Imajo Awarded Honorable Paper Award!
15:45-16:10	DDSTM:Dynamic Dual Sparse Topic Model using Spike and Slab priors Tatsuki Masuda, Kei Nakagawa and Takahiro Hoshino
16:10-16:35	Bayesian Analysis of Stochastic Conditional Duration Models with Intraday and Intra- deferred Future Seasonalities in High-frequency Commodity Market Tomoki Toyabe, Makoto Nakakita and Teruo Nakatsuma

[AIFE Drinking Dinner Party (Unofficial)]: 18:15-

Session Chair: Masanori Hirano (Preferred Networks, Inc.)

Place: さかな屋さんの居酒屋　北島商店酒場 (https://maps.app.goo.gl/Y1aruys7raciytEH6)
Fee: 5500 Yen (4000 Yen for students. Student discount is only applied when you register before 28th June.)

[SCAI-SS1 2] 09:45-11:50, July 7 (Sun): Room International Conference Center

Session Chair: Hiroki Sakaji (Hokkaido University) and Masanori Hirano (Preferred Networks, Inc.)

	Paper Title & Authors
09:45-10:10	Analysis of the Temporal Structure in Economic Condition Assessments Masahiro Kato
10:10-10:35	Error Analysis of Option Pricing via Deep PDE Solvers: Empirical Study Rawin Assabumrungrat, Kentaro Minami and Masanori Hirano
10:35-11:00	Analysis of investment behavior of individual investors in the FX market: Influence of FOMC and Beige Book information Moeko Asano, Yoshihiko Ichikawa, Kei Nakagawa and Kaito Takano
11:00-11:25	Optimal execution strategy using Deep Q-Network with heuristics policy Tatsuyoshi Ogawa, Kei Nakagawa and Kokolo Ikeda Awarded Competitive Paper Award!
11:25-11:50	Measuring Semantic Similarity in Japanese Key Audit Matters Nobushige Doi, Yusuke Nobuta and Takeshi Mizuno Awarded Outstanding Paper Award!

[SCAI-SS1 3] 13:15-14:30, July 7 (Sun): Room International Conference Center

Session Chair: Masanori Hirano (Preferred Networks, Inc.)

	Paper Title & Authors
13:15-13:40	Bayesian Portfolio Optimization by Predictive Synthesis Masahiro Kato, Hibiki Kaibuchi, Kentaro Baba and Ryo Inokuchi Awarded Competitive Paper Award!
13:40-14:05	Integrating Textual and Financial Time Series Data for Enhanced Forecasting Shangyang Mou, Qiang Xue, Wenting Zhang, Takuji Kinkyo, Shigeyuki Hamori, Jinhui Chen, Tetsuya Takiguchi and Yasuo Ariki
14:05-14:30	1 Normal SCAI presentation

[Online Session] 09:45-11:50, July 11 (Thu.): Online

	Paper Title & Authors
10:10-10:35	Relationship between qualitative expressions in MD&A and managements' forecast accuracy Yutaka Kuroki, Kei Nakagawa and Kiyoshi Yakabi

Applied Informatics in Finance and Economics (AIFE)

Program