JSAI Technical Report, Type 2 SIG

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Volume 2023, Issue FIN-030

The 30th SIG-FIN

Displaying 1-18 of 18 articles from this issue

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Does the square-root price impact law belong to the universal scaling laws?

Yuki SATO, Kiyoshi KANAZAWA

Article type: SIG paper
2023 Volume 2023 Issue FIN-030 Pages 01-05
Published: March 04, 2023
Released on J-STAGE: March 04, 2023

DOIhttps://doi.org/10.11517/jsaisigtwo.2023.FIN-030_01

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Directional network behind financial statement data using volatility constrained correlation

Tomoshiro OCHIAI, Jose C., NACHER

Article type: SIG paper
2023 Volume 2023 Issue FIN-030 Pages 06-10
Published: March 04, 2023
Released on J-STAGE: March 04, 2023

DOIhttps://doi.org/10.11517/jsaisigtwo.2023.FIN-030_06

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Analysis of the impact of financial shocks, natural disasters, and pandemics on demand for products and proposal of a simulation method

Kazuhiro KOIKE, Esa YO, Daishi SAGAWA, Kenji TANAKA

Article type: SIG paper
2023 Volume 2023 Issue FIN-030 Pages 11-16
Published: March 04, 2023
Released on J-STAGE: March 04, 2023

DOIhttps://doi.org/10.11517/jsaisigtwo.2023.FIN-030_11

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Does a New Investment Strategy Take Existing Strategies' Return - investigation by Agent-Based Model -

Takanobu MIZUTA

Article type: SIG paper
2023 Volume 2023 Issue FIN-030 Pages 17-23
Published: March 04, 2023
Released on J-STAGE: March 04, 2023

DOIhttps://doi.org/10.11517/jsaisigtwo.2023.FIN-030_17

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Analysis of Power Procurement Strategies of Industrial Consumers Combining Power Generation, Storage, and DR Using Electric Power Market Simulations

Long CHENG, Kiyoshi IZUMI, Masanori HIRANO

Article type: SIG paper
2023 Volume 2023 Issue FIN-030 Pages 24-31
Published: March 04, 2023
Released on J-STAGE: March 04, 2023

DOIhttps://doi.org/10.11517/jsaisigtwo.2023.FIN-030_24

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One-class SVM outputs calibration method for detecting hidden index funds

Haruto YABUUCHI, Tohgoroh MATSUI, Atsuko MUTOH, Kosuke SHIMA, Koichi M ...

Article type: SIG paper
2023 Volume 2023 Issue FIN-030 Pages 32-39
Published: March 04, 2023
Released on J-STAGE: March 04, 2023

DOIhttps://doi.org/10.11517/jsaisigtwo.2023.FIN-030_32

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Automotive Supply Chains Turbulence Index with Foot Traffic Data

Tsubasa UEDA, Kiyoshi IZUMI, Hiroki SAKAJI

Article type: SIG paper
2023 Volume 2023 Issue FIN-030 Pages 40-44
Published: March 04, 2023
Released on J-STAGE: March 04, 2023

DOIhttps://doi.org/10.11517/jsaisigtwo.2023.FIN-030_40

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Reinforcement Learning with Predictive Structures in Portfolio Management Problems

Taiga UMETSU, Kazuhide NAKATA

Article type: SIG paper
2023 Volume 2023 Issue FIN-030 Pages 45-50
Published: March 04, 2023
Released on J-STAGE: March 04, 2023

DOIhttps://doi.org/10.11517/jsaisigtwo.2023.FIN-030_45

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Adversarial Deep Hedging Free from the Assumption of Underliers' Price Process

Masanori HIRANO, Kentaro MINAMI, Kentaro IMAJO

Article type: SIG paper
2023 Volume 2023 Issue FIN-030 Pages 51-57
Published: March 04, 2023
Released on J-STAGE: March 04, 2023

DOIhttps://doi.org/10.11517/jsaisigtwo.2023.FIN-030_51

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Analysis of Investment Strategy Based on Learning to Rank with Transformers

Shosuke SAKAGAWA, Naoki MORI

Article type: SIG paper
2023 Volume 2023 Issue FIN-030 Pages 58-65
Published: March 04, 2023
Released on J-STAGE: March 04, 2023

DOIhttps://doi.org/10.11517/jsaisigtwo.2023.FIN-030_58

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Relationship analysis between corporate value and R&D investment using patent data

Haotian WU, Chenghuan ZHANG, Dongli HAN

Article type: SIG paper
2023 Volume 2023 Issue FIN-030 Pages 66-71
Published: March 04, 2023
Released on J-STAGE: March 04, 2023

DOIhttps://doi.org/10.11517/jsaisigtwo.2023.FIN-030_66

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Analysis of Fed's communication by using textual entailment model of Zero-Shot classification

Tomochika SAWAKI, Yasuhiro NAKAYAMA

Article type: SIG paper
2023 Volume 2023 Issue FIN-030 Pages 72-77
Published: March 04, 2023
Released on J-STAGE: March 04, 2023

DOIhttps://doi.org/10.11517/jsaisigtwo.2023.FIN-030_72

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Generating Interest Rate Trend Indicators from FOMC Statements using Stance Detection

Futoshi IWAMA, Alisa ARNO, Md. Maruf, HOSSAIN, Mikio TAKEUCHI

Article type: SIG paper
2023 Volume 2023 Issue FIN-030 Pages 78-85
Published: March 04, 2023
Released on J-STAGE: March 04, 2023

DOIhttps://doi.org/10.11517/jsaisigtwo.2023.FIN-030_78

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Quantification of Geopolitical risk by text mining

Yuta OJIMA, Kaira SEKIGUCHI, Yoshiyuki NAKATA, Takaaki YOSHINO, Toshia ...

Article type: SIG paper
2023 Volume 2023 Issue FIN-030 Pages 86-93
Published: March 04, 2023
Released on J-STAGE: March 04, 2023

DOIhttps://doi.org/10.11517/jsaisigtwo.2023.FIN-030_86

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Forecasting Financial Indicators using Newspapers and Internet Stock Bulletin Boards

Ren HOSOKAWA, Kentaro UEDA, Hirohiko SUWA, Eiichi UMEHARA, Tatsuo YAMA ...

Article type: SIG paper
2023 Volume 2023 Issue FIN-030 Pages 94-99
Published: March 04, 2023
Released on J-STAGE: March 04, 2023

DOIhttps://doi.org/10.11517/jsaisigtwo.2023.FIN-030_94

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Toward the Construction of a Dataset for Table Structure Analysis for Annual Securities Reports

Kazuma KADOWAKI, Yasutomo KIMURA, Makoto P., KATO, Takahito KONDO, Hok ...

Article type: SIG paper
2023 Volume 2023 Issue FIN-030 Pages 100-105
Published: March 04, 2023
Released on J-STAGE: March 04, 2023

DOIhttps://doi.org/10.11517/jsaisigtwo.2023.FIN-030_100

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Extraction of Textual Evidence for ESG scores

Naoki KANNAN, Yohei SEKI

Article type: SIG paper
2023 Volume 2023 Issue FIN-030 Pages 106-113
Published: March 04, 2023
Released on J-STAGE: March 04, 2023

DOIhttps://doi.org/10.11517/jsaisigtwo.2023.FIN-030_106

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Automatic evaluation of integrated reports with interpretability

Kohei KAWAMURA, Hiroyuki SAKAI, Kengo ENAMI, Kaito TAKANO, Kei NAKAGAW ...

Article type: SIG paper
2023 Volume 2023 Issue FIN-030 Pages 114-119
Published: March 04, 2023
Released on J-STAGE: March 04, 2023

DOIhttps://doi.org/10.11517/jsaisigtwo.2023.FIN-030_114

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