Search Results - "Sakaji, Hiroki"

Constructing and analyzing domain-specific language model for financial text mining by Suzuki, Masahiro, Sakaji, Hiroki, Hirano, Masanori, Izumi, Kiyoshi

“…The application of natural language processing (NLP) to financial fields is advancing with an increase in the number of available financial documents…”
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Financial Causality Extraction Based on Universal Dependencies and Clue Expressions by Sakaji, Hiroki, Izumi, Kiyoshi

“…This paper proposes a method to extract financial causal knowledge from bi-lingual text data. Domain-specific causal knowledge plays an important role in human…”
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Encoding of high-frequency order information and prediction of short-term stock price by deep learning by Tashiro, Daigo, Matsushima, Hiroyasu, Izumi, Kiyoshi, Sakaji, Hiroki

“…Predicting the price trends of stocks based on deep learning and high-frequency data has been studied intensively in recent years. Especially, the limit order…”
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Metadata-Based Clustering and Selection of Metadata Items for Similar Dataset Discovery and Data Combination Tasks by Sakumoto, Takeshi, Hayashi, Teruaki, Sakaji, Hiroki, Nonaka, Hirofumi

“…Data integration, which aims to solve problems and create new services by combining datasets, has attracted considerable attention. The discovery of similar…”
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Constructing Sentiment Signal-Based Asset Allocation Method with Causality Information by Taguchi, Rei, Sakaji, Hiroki, Izumi, Kiyoshi, Murayama, Yuri

“…This study demonstrates whether financial text is useful for the tactical asset allocation method using stocks. This can be achieved using natural language…”
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STBM+: Advanced Stochastic Trading Behavior Model for Financial Markets using Residual Blocks or Transformers by Hirano, Masanori, Izumi, Kiyoshi, Sakaji, Hiroki

“…This study proposes a new model to reverse engineer and predict traders’ behavior for the financial market. This trial is essential to build a more reliable…”
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Enhancing risk analysis with GNN: Edge classification in risk causality from securities reports by Hajime Sasaki, Motomasa Fujii, Hiroki Sakaji, Shigeru Masuyama

“…In the evolving business landscape, the scope of risk factors is extremely wide, making it impossible for all business-related risks to be captured within…”
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Comparing Actual and Simulated HFT Traders' Behavior for Agent Design by Hirano, Masanori, Izumi, Kiyoshi, Matsushima, Hiroyasu, Sakaji, Hiroki

“…Recently financial markets have shown significant risks and levels of volatility. Understanding the sources of these risks require simulation models capable of…”
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Extraction and classification of risk-related sentences from securities reports by Fujii, Motomasa, Sakaji, Hiroki, Masuyama, Shigeru, Sasaki, Hajime

“…With the drastically changing business environment, it is difficult even for experts to properly extract and classify risk statements from securities reports,…”
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Contextual Sentiment Neural Network for Document Sentiment Analysis by Ito, Tomoki, Tsubouchi, Kota, Sakaji, Hiroki, Yamashita, Tatsuo, Izumi, Kiyoshi

“…Although deep neural networks are excellent for text sentiment analysis, their applications in real-world practice are occasionally limited owing to their…”
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Forecasting Stock Price Trends by Analyzing Economic Reports With Analyst Profiles by Suzuki, Masahiro, Sakaji, Hiroki, Izumi, Kiyoshi, Ishikawa, Yasushi

“…This article proposes a methodology to forecast the movements of analysts' estimated net income and stock prices using analyst profiles. Our methodology is…”
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Forecasting Net Income Estimate and Stock Price Using Text Mining from Economic Reports by Suzuki, Masahiro, Sakaji, Hiroki, Izumi, Kiyoshi, Matsushima, Hiroyasu, Ishikawa, Yasushi

“…This paper proposes and analyzes a methodology of forecasting movements of the analysts’ net income estimates and those of stock prices. We achieve this by…”
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Constructing Equity Investment Strategies Using Analyst Reports and Regime Switching Models by Taguchi, Rei, Watanabe, Hikaru, Sakaji, Hiroki, Izumi, Kiyoshi, Hiramatsu, Kenji

“…This study demonstrates whether analysts' sentiments toward individual stocks are useful for stock investment strategies. This is achieved by using natural…”
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Data Combination for Problem-Solving: A Case of an Open Data Exchange Platform by Hayashi, Teruaki, Sakaji, Hiroki, Matsushima, Hiroyasu, Fukami, Yoshiaki, Shimizu, Takumi, Ohsawa, Yukio

“…In recent years, rather than enclosing data within a single organization, exchanging and combining data from different domains has become an emerging practice…”
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Related Stocks Selection with Data Collaboration Using Text Mining by Hirano, Masanori, Sakaji, Hiroki, Kimura, Shoko, Izumi, Kiyoshi, Matsushima, Hiroyasu, Nagao, Shintaro, Kato, Atsuo

“…We propose an extended scheme for selecting related stocks for themed mutual funds. This scheme was designed to support fund managers who are building themed…”
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Chain bankruptcy size in inter-bank networks: the effects of asset price volatility and the network structure by Hamawaki, Ryo, Izumi, Kiyoshi, Sakaji, Hiroki, Shimada, Takashi, Matsushima, Hiroyasu

“…One bankruptcy of a certain bank can make another bank go bankrupt. This phenomenon is called chain bankruptcy. Chain bankruptcy is a kind of “systemic risk,”…”
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Web-based system for Japanese local political documents by Ototake, Hokuto, Sakaji, Hiroki, Takamaru, Keiichi, Kobayashi, Akio, Uchida, Yuzu, Kimura, Yasutomo

“…Purpose This paper aims to propose a Web-based system for visualizing local politics in Japan. Although many local governments in Japan provide public access…”
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Discovery of rare causal knowledge from financial statement summaries by Sakaji, Hiroki, Murono, Risa, Sakai, Hiroyuki, Bennett, Jason, Izumi, Kiyoshi

“…What would happen if temperatures were subdued and result in a cool summer? One can easily imagine that air conditioner, ice cream or beer sales would be…”
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Extraction of sentences concerning business performance forecast and economic forecast from summaries of financial statements by deep learning by Kitamori, Shiori, Sakai, Hiroyuki, Sakaji, Hiroki

“…The proportion of individual investors in security markets has been rising at a rapid rate in Japan in recent times. As a result, the need for technology to…”
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Discovering new applications: Cross-domain exploration of patent documents using causal extraction and similarity analysis by Wang, Meiyun, Sakaji, Hiroki, Higashitani, Hiroaki, Iwadare, Mitsuhiro, Izumi, Kiyoshi

“…Determining a technology’s potential applications is crucial in assessing its level of innovation and evaluating its commercial viability. However, patent…”
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