Applied Informatics in Finance and Economics (AIFE)

Program

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

Whole Program of the IIAI AAI Congress

Please see: https://iaiai.org/conference/aai2024/program/

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] 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
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)]: TBD

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

[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
11:25-11:50 Measuring Semantic Similarity in Japanese Key Audit Matters
Nobushige Doi, Yusuke Nobuta and Takeshi Mizuno

[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
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