[2H1-OS-8d] OS-8

Wed. May 28, 2025 9:00 AM - 10:40 AM Room H (Room 1003)

オーガナイザ：中川慧（野村アセットマネジメント），平野正徳（Preferred Networks），坂地泰紀（北海道大学），酒井浩之（成蹊大学），水田孝信（スパークス・アセット・マネジメント），星野崇宏（慶應義塾大学）

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9:00 AM - 9:20 AM

[2H1-OS-8d-01] Impact of Qualitative MD&A Disclosures on Earnings Response Coefficients

〇Kiyoshi Yakabi¹, Yutaka Kuroki^2,1,4, Kei Nakagawa^3,1 (1. Osaka Metropolitan University, 2. Sansan, Inc., 3. Nomura Asset Management Co, Ltd., 4. Logmi, inc.)

9:20 AM - 9:40 AM

[2H1-OS-8d-02] Analysis and Explanation of Significant Events Using Asset Price Jumps and Graphs

〇Yoshiyuki Nakata¹, Takaaki Yoshino¹, Toshiaki Sugie¹, Kaira Sekiguchi², Naijia Liu², Yukio Ohsawa² (1. Nissay Asset Management Corporation, 2. Univ. of Tokyo)

9:40 AM - 10:00 AM

[2H1-OS-8d-03] Plug-FIN : Pseudo-Labeling Using Generative Approaches to Find Investment Strategies

〇Katsuya Ito¹, Kei Nakagawa^2,3 (1. INDX & Co., Ltd., 2. Nomura Asset Management Co.,Ltd., 3. Osaka Metropolitan University)

10:00 AM - 10:20 AM

[2H1-OS-8d-04] Examination of profit prediction model for option trading using media data

〇Koshi Yamazaki¹, Ren Hosokawa², Kentaro Ueda², Hirohiko Suwa², Eiichi Umehara³, Tatsuo Yamashita⁴, Kota Tsubouchi⁴, Yuki Ogawa⁵, Hiromitsu Hattori⁶ (1. Ritsumeikan University Graduate School, 2. Nara Institute of Science and Technology, 3. Niigata University of International and Information Studies, 4. Yahoo! Corporation Yahoo! JAPAN Research, 5. Tokyo City University, 6. Ritsumeikan University)

10:20 AM - 10:40 AM

[2H1-OS-8d-05] Volatility estimation using Stein particle filter

〇Yusuke Uchiyama¹, Kei Nakagawa^2,3 (1. MAZIN Inc., 2. Nomura Asset Management Co., Ltd., 3. Osaka Metropolitan University)

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