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.

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

研究業績

原著論文

  1. 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.
  2. 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.
  3. Hiroyuki Gotou, Tomoya Suzuki:
    ``Biased Reactions to Abnormal Stock Prices Detected by Autoencoder,'' Journal of Signal Processing, Vol.20, No.4, pp.157-160, 2016. [html]
  4. 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]
  5. 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, 佳作, 2015.[html]
  6. 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.[html]
  7. Megumi Yokouchi, Tomoya Suzuki:
    ``Minimizing Prediction Risk for Adaptive Optimization of Embedding Parameters for Noisy and Short Data,''
    Journal of Signal Processing, Vol.19, No.4, pp.123-126, 2015. [html]
  8. Kazuki Yanagisawa, Tomoya Suzuki:
    ``Enhancing Predictive Power and Risk-reduction Efficiency of the Portfolio Models Based on Principal Component Analysis,''
    Journal of Signal Processing, Vol.19, No.4, pp.119-122, 2015. [html]
  9. Tomoya Suzuki, Hajime Onuma:
    ``Nonlinear Time-varying AR-ARCH Model Based on Chaos Prediction Model and its Statistical Significance Tests,''
    Journal of Communication and Computer, Vol.12, pp.79-84, 2015. [html]
  10. Tomoya Suzuki, Kuniaki Ohkura, Masayuki Okazawa:
    ``Small-world Properties Evaluated by Exchanging Network topology''
    International Journal of Modern Physics C, Vol.26, No.11, 1550122/1-18, 2015. [html]
  11. 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]
  12. 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]
  13. 山田雅章, 鈴木智也:
    ``Bipower Variation を用いた新しいテクニカル指標,''
    テクニカルアナリストジャーナル, Vol.1, pp.1-9, 優秀賞, 2014. [PDF]
  14. 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]
  15. Tomoya Suzuki, Kazuya Nakata:
    ``Risk Reduction for Nonlinear Prediction and its Application to the Surrogate Data Test,''
    Physica D, Vol.266, No.1, pp.1-12, 2014. [html]
  16. 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]
  17. 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]
  18. Tomoya Suzuki:
    ``Dynamical Combinatorial Optimization for Predicting Multivariate Complex Systems,''
    Journal of Signal Processing, Vol.16, No.6, pp.537-546, 2012. [PDF]
  19. 大塚陽介, 鈴木智也:
    ``決定論的ジャンプ過程のシステム同定と長期予測に適したサンプリング手法の検討,''
    情報処理学会論文誌 数理モデル化と応用, Vol.5, No.1, pp.30-39, 2012. [PDF]
  20. Tomoya Suzuki:
    ``Appropriate Time Scales for Nonlinear Analyses of Deterministic Jump Systems,''
    Physical Review E, Vol.83, No.6, 066203, 2011. [html]
  21. Yuta Ueoka, Tomoya Suzuki, Seiichi Yamamoto:
    ``Analysis on the Efficiency of Statistical Measures to Identify Network Structure of Chaos Coupled Systems,''
    International Journal of Modern Physics C, Vol.21, No.8, pp.1065-1079, 2010. [html]
  22. 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]
  23. 鈴木智也, 太田真喜:
    ``時系列データの天底予測のための非線形予測法,''
    情報処理学会論文誌 数理モデル化と応用, Vol.2, No.1, pp.123-132, 2009. [PDF]
  24. 鈴木智也, 池田真一:
    ``複雑システムにおけるネットワーク中心性が予測精度に与える影響,''
    情報処理学会論文誌 数理モデル化と応用, Vol.3, 2009. [PDF]
  25. 鈴木智也:
    ``情報伝達に基づいた有向重み付き複雑ネットワーク解析,''
    情報処理学会論文誌 数理モデル化と応用, Vol.2, No.1, pp.70-79, 2009. [PDF]
  26. 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]
  27. Tomoya Suzuki, Tohru Ikeguchi, Masuo Suzuki:
    ``Algorithms for Generating Surrogate Data for Sparsely Quantized Time Series,''
    Physica D, Vol.231, pp.108-115, 2007. [PDF]
  28. Daisuke Haraki, Tomoya Suzuki, Hiroki Hashiguchi, Tohru Ikeguchi:
    ``Bootstrap Nonlinear Prediction,''
    Physical Review E, Vol.75, 056212, 2007. [PDF]
  29. Tomoya Suzuki, Tohru Ikeguchi, Masuo Suzuki:
    ``Application of Chaos Game Representation to Nonlinear Time Series Analysis,''
    Fractals, Vol.14, No.1, pp.27-35, 2006. [PDF] 論文誌表紙にも本論文内容が掲載.
  30. Tomoya Suzuki, Tohru Ikeguchi, Masuo Suzuki:
    ``Effect of Data Windows on the Models of Surrogate Data,''
    Physical Review E, Vol.71, 056708, 2005. [PDF]
  31. Tomoya Suzuki, Tohru Ikeguchi, Masuo Suzuki:
    ``A Model of Complex Behavior of Interbank Exchange Markets,''
    Physica A, Vol.337, pp.196-218, 2004. [PDF]
  32. Tomoya Suzuki, Tohru Ikeguchi, Masuo Suzuki:
    ``On Evaluation Noise Levels for Quantized Observed Data,''
    International Journal of Modern Physics C, Vol.14, No.10, pp.1363-1383, 2003. [PDF]
  33. Tomoya Suzuki, Tohru Ikeguchi, Masuo Suzuki:
    ``Multivariable Nonlinear Analysis of Foreign Exchange Rates,''
    Physica A, Vol.323, pp.591-600, 2003. [PDF]