アクセス

〒316-8511
茨城県日立市中成沢町4-12-1
茨城大学工学部へのルートはこちらをご覧下さい.

お問い合わせ

研究室
・E2棟809号室
(学生の部屋) 
・E2棟807号室
(コンピュータルーム)

鈴木の居室
・E2棟808号室

研究内容

主要論文

非線形物理学

Tomoya Suzuki, Tohru Ikeguchi, Masuo Suzuki:``A Model of Complex Behavior of Interbank Exchange Markets,'' Physica A, Vol.337, pp.196-218, 2004. [PDF]

Tomoya Suzuki, Tohru Ikeguchi, Masuo Suzuki:``Effect of Data Windows on the Models of Surrogate Data,'' Physical Review E, Vol.71, 056708, 2005. [PDF]

Tomoya Suzuki, Tohru Ikeguchi, Masuo Suzuki:``Evaluating nonlinearity and validity of nonlinear modeling for complex time series,'' Physical Review E, Vol.76, No.4, 046202, 2007. [PDF]

Tomoya Suzuki, Yuta Ueoka, Haruki Sato:``Estimating Structure of Multivariate Systems with Genetic Algorithms for Nonlinear Prediction,'' Physical Review E, Vol.80, No.6, 066208, 2009. [PDF]

Tomoya Suzuki:``Appropriate Time Scales for Nonlinear Analyses of Deterministic Jump Systems,'' Physical Review E, Vol.83, No.6, 066203, 2011. [html]

Tomoya Suzuki, Kazuya Nakata:
``Risk Reduction for Nonlinear Prediction and its Application to the Surrogate Data Test,'' Physica D, Vol.266, No.1, pp.1-82, 2014. [html]

テクニカル分析

山田雅章, 鈴木智也:``Bipower Variation を用いた新しいテクニカル指標,'' Technical Analysts Journal, Vol.1, pp.1-9, 優秀賞, 2014. [image]

鈴木智也, 林大賀:``決定論的非線形予測に基づいた時空間テクニカル分析,'' 電子情報通信学会論文誌A, Vol.J98-A, No.2, pp.237-246, 2015. [PDF]

小泉洋八, 鈴木智也:``金融市場のジャンプに対する反応を利用したテクニカル売買戦略,'' Technical Analysts Journal, Vol.2, pp.1-11, 優秀賞, 2015. [image]

鈴木智也, 成松優:``突発的な裁定機会を利用した共和分ペアトレーディング,'' Technical Analysts Journal, Vol.2, pp.12-22, 2015. [image]

Tomoya Suzuki, Yushi Ohkura:``Financial Technical Indicator Based on Chaotic Bagging Predictors for Adaptive Stock Selection in Japanese and American Markets,'' Physica A, Vol.442, pp.50-66, 2016. [html]

Tomoya Suzuki:``Consensus Ratio and Two-steps Selection to Detect Profitable Stocks: Modern Technical Analysis Using Machine Learning Approach,'' International Federation of Technical Analysts (IFTA) Journal, pp.4-14, 2017.

株式ポートフォリオ

猪瀬悟史, 鈴木智也:``ポートフォリオ構築問題における非線形時系列予測モデルの活用,'' 電子情報通信学会論文誌A, Vol.J96-A, No.7, pp.410-422, 2013. [html]

Inose Satoshi, Tomoya Suzuki, Kazuo Yamanaka:``Nonlinear Portfolio Model and its Rebalance Strategy,'' Nonlinear Theory and Its Applications, IEICE,Vol.4,No.4,pp.351-364, 2013. [html]

Kai Morimoto, Masahiro Saito, Satoshi Inose, Atsushi Kannari, Tomoya Suzuki:``Application of the Principal Components Analysis to the Nonlinear Portfolio Model,'' Journal of Signal Processing, Vol.18, No.4, pp.177-180, 2014. [PDF]

Tomoya Suzuki, Kiyoharu Tanaka:``Mean-Variance Portfolio Model Modified by Nonlinear Bagging Predictors,'' Journal of Signal Processing, Vol.18, No.6, pp.283-290, 2014. [PDF]

柳澤和輝, 鈴木智也: ``非線形ポートフォリオモデルにおける主成分分析の活用,'' 電子情報通信学会論文誌A, 査読中.