[2L4-GS-13] AI application: Finance (1)

Wed. Jun 10, 2020 1:50 PM - 3:30 PM Room L (jsai2020online-12)

座長：水野貴之（国立情報学研究所）

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1:50 PM - 2:10 PM

[2L4-GS-13-01] Machine learning of optimal timing in currency forward trading

〇Hiroki Yanagisawa¹, Akira Kijinami¹, Takanari Sugimoto², Ryuta Sakemoto², Tomoya Suzuki¹ (1. Graduate School of Ibaraki University, 2. YJFX, Inc.)

2:10 PM - 2:30 PM

[2L4-GS-13-02] Uncovering Unexploited Fundamental Signals for Stock Selection: A Systematic Data Mining Approach with Bootstrapping

〇Toru Yamada¹, Shingo Goto² (1. Nomura Asset Management, 2. University of Rhode Island)

2:30 PM - 2:50 PM

[2L4-GS-13-03] Construction of a Foreign Exchange Trading Strategy using Genetic Network Programming by Considering the Technical Index Signal Strength

〇Jumpei Uchida¹, Hjime Anada¹ (1. Tokyo City University)

2:50 PM - 3:10 PM

[2L4-GS-13-04] Learning stock trading strategy by fusion of artificial market and deep reinforcement learning

〇Iwao Maeda¹, Hiroyasu Matsushima¹, Hiroki Sakaji¹, Kiyoshi Izumi¹, David deGraw², Atsuo Kato³, Michiharu Kitano³ (1. Univ. of Tokyo, 2. Daiwa Securities Co. Ltd., 3. Daiwa Institute of Research Ltd.)

3:10 PM - 3:30 PM

[2L4-GS-13-05] Cointegration Pairs Trading between Cryptocurrency Markets

〇Naoki Ohwada¹, Tomoya Suzuki¹ (1. Graduate School of Ibaraki University)

Session information