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

国際会議

招待講演

  1. Tomoya Suzuki:
    ``Collective Artificial Intelligence for Mechanical Technical Analysis,''
    The IFTA Annual Conference, Milan, October 2017
  2. Tomoya Suzuki:
    ``Ensemble Neural Networks for Identifying Market Patterns and their Confidence,''
    The IFTA Annual Conference, Tokyo, October 2015.
  3. Tomoya Suzuki:
    ``Spatiotemporal Technical Analyses based on Deterministic Prediction Theory,''
    The IFTA Annual Conference, San Francisco, October 2013.


査読あり

  1. Tomoya Onizawa, Takehiro Suzuki, Tomoya Suzuki: 
    ``Predictability of Financial Market Indexes by Deep Neural Network,''
    Proceedings of 2017 International Symposium on Nonlinear Theory and its Applications, Japan, December 2017.
  2. Hiroyuki Gotou, Tomoya Suzuki: 
    ``Biased Reactions to Abnormal Stock Prices Detected by Autoencoder,''
    Proceedings of 2016 International Symposium on Nonlinear Theory and its Applications, Japan, November 2016.
  3. Kazuki Yanagisawa, Tomoya Suzuki: 
    ``Principal Component Stock Portfolio Based on Nonlinear Prediction,''
    Proceedings of 2016 International Symposium on Nonlinear Theory and its Applications, Japan, November 2016.
  4. Tokimaru Tsuruta, Tomoya Suzuki: 
    ``Technical Trading Strategy Using Reactions to Stock Price Jumps,''
    Proceedings of 2016 International Symposium on Nonlinear Theory and its Applications, Japan, November 2016.
  5. Kazuki Yanagisawa, Tomoya Suzuki: 
    ``Evidence of Enhancing Nonlinear Predictability of Stock Price Movements by the Principal Component Analysis,''
    Proceedings of International Symposium on Nonlinear Circuits and Signal Processing, pp.xx-xx, USA, March 2016. [PDF]
  6. Hiroyuki Gotou, Tomoya Suzuki:
    ``Detection of Abnormal Stock Prices with Autoencoder,''
    Proceedings of International Symposium on Nonlinear Circuits and Signal Processing, pp.xx-xx, USA, March 2016. [PDF]
  7. Tokimaru Tsuruta, Hiroya Koizumi, Tomoya Suzuki:
    ``Technical Trading Strategy Using the Reaction to Price Jumps in American Stock Market,''
    Proceedings of International Symposium on Nonlinear Circuits and Signal Processing, pp.xx-xx, USA, March 2016. [PDF]
  8. Inose Satoshi, Tomoya Suzuki:
    ``Nonlinear AR-DCC Portfolio Model Considering Liquidity of Imperfect Markets,''
    Proceedings of International Symposium on Nonlinear Circuits and Signal Processing, pp.512-515, Malaysia, March 2015. [PDF]
  9. Hajime Onuma, Tomoya Suzuki:
    ``Nonlinear Time-varying AR-ARCH Model Based on Chaos Prediction Model,''
    Proceedings of International Symposium on Nonlinear Circuits and Signal Processing, pp.310-313, Malaysia, March 2015. [PDF]
  10. Megumi Yokouchi, Tomoya Suzuki:
    ``Adaptive Optimization of Embedding Parameters by Minimizing Prediction Risk,''
    Proceedings of International Symposium on Nonlinear Circuits and Signal Processing, pp.110-113, Malaysia, March 2015. [PDF] Student Paper Award 受賞
  11. Hiroya Koizumi, Tomoya Suzuki:
    ``Technical Trading Strategy Using the Reaction to Financial Market Jumps,''
    Proceedings of International Symposium on Nonlinear Circuits and Signal Processing, pp.579-582, Malaysia, March 2015. [PDF]
  12. Kazuki Yanagisawa, Tomoya Suzuki:
    ``Improving Predictive Power and Risk Reduction of the Portfolio Models Based on Principal Component Analysis,''
    Proceedings of International Symposium on Nonlinear Circuits and Signal Processing, pp.525-528, Malaysia, March 2015. [PDF] Student Paper Award 受賞
  13. Satoshi Inose, Tomoya Suzuki, Kazuo Yamanaka:
    ``Long and Short Strategy Based on the Nonlinear DCC Portfolio Model,''
    Proceedings of International Symposium on Nonlinear Circuits and Signal Processing, pp.277-280, USA, March 2014. [PDF]
  14. Hirotake Wachi, Satoshi Inose, Tomoya Suzuki:
    ``Application of the Nonlinear Portfolio Model to Foreign Exchange Trading,''
    Proceedings of International Symposium on Nonlinear Circuits and Signal Processing, pp.225-228, USA, March 2014. [PDF]
  15. Thanh Vu Tat, Satoshi Inose, Tomoya Suzuki:
    ``Automated Trading System Using the Nonlinear Portfolio Model Implemented by Matlab and MetaTrader,''
    Proceedings of International Symposium on Nonlinear Circuits and Signal Processing, pp.229-232, USA, March 2014. [PDF]
  16. Kai Morimoto, Masahiro Saito, Satoshi Inose, Atsushi Kannari, Tomoya Suzuki:
    ``Application of the Principal Components Analysis to the Nonlinear Portfolio Model,''
    Proceedings of International Symposium on Nonlinear Circuits and Signal Processing, pp.505-508, USA, March 2014. [PDF] Student Paper Award 受賞
  17. Haruaki Sakaki, Tomoya Suzuki:
    ``Combinatorial Optimization of Financial Technical Indicators Based on Bayesian Network,''
    Proceedings of 2014 International Symposium on Nonlinear Theory and its Applications, pp.14-18, Switzerland, September 2014. [PDF]
  18. Inose Satoshi, Tomoya Suzuki, Kazuo Yamanaka:
    ``Stock Portfolio Optimization Based on Nonlinear Prediction and DCC-GARCH Model,''
    Proceedings of 2014 International Symposium on Nonlinear Theory and its Applications, pp.14-18, Switzerland, September 2014. [PDF]
  19. Inose Satoshi, Tomoya Suzuki, Kazuo Yamanaka:
    ``Tradeoff between Commission and Frequency of Rebalancing the Nonlinear Portfolio Model,''
    Proceedings of International Symposium on Nonlinear Circuits and Signal Processing, pp.661-664, USA, March 2013. [PDF]
  20. Yushi Ohkura, Tomoya Suzuki:
    ``Nonlinear Technical Analysis Using Spatial Historical Data,''
    Proceedings of International Symposium on Nonlinear Circuits and Signal Processing, pp.349-352, USA, March 2013. [PDF]
  21. Yusaku Hirano, Taiga Hayashi, Tomoya Suzuki:
    ``Modified Bollinger Bands Based on Nonlinear Theory for Arbitrage Trading Strategies,''
    Proceedings of International Symposium on Nonlinear Circuits and Signal Processing, pp.669-672, USA, March 2013. [PDF]
  22. Inose Satoshi, Tomoya Suzuki:
    ``Stock Portfolio Management with Nonlinear Time Series Prediction,''
    Proceedings of International Symposium on Nonlinear Circuits and Signal Processing, pp.744-747, USA, March 2012. [PDF]
  23. Yousuke Otsuka, Tomoya Suzuki:
    ``Data Sampling Strategies for Long-Term Predictions of Deterministic Jump Systems,''
    Proceedings of International Symposium on Nonlinear Circuits and Signal Processing, pp.88-91, USA, March 2012. [PDF]
  24. Kazuya Nakata, Tomoya Suzuki:
    ``Evaluating the Risk of Nonlinear Prediction with the Bagging Algorithm,''
    Proceedings of International Symposium on Nonlinear Circuits and Signal Processing, pp.748-791, USA, March 2012. [PDF]
  25. Inose Satoshi, Tomoya Suzuki, Kazuo Yamanaka:
    ``Stock Portfolio Management Based on Nonlinear Prediction Model,'' Proceedings of 2012 International Symposium on Nonlinear Theory and its Applications, pp.523-526, Spain, October 2012. [PDF]
  26. Kiyoharu Tanaka, Tomoya Suzuki:
    ``Dynamical Portfolio Theory by Nonlinear Bagging Predictors,''
    Proceedings of 2012 International Symposium on Nonlinear Theory and its Applications, pp.527-530, Spain, October 2012. [PDF]
  27. Taiga Hayashi, Tomoya Suzuki:
    ``New Bollinger Bands for Nonlinear Technical Analysis of Pairs Trading,''
    Proceedings of 2012 International Symposium on Nonlinear Theory and its Applications, pp.531-534, Spain, October 2012. [PDF]
  28. Tomoya Suzuki, Yuta Ueoka, Haruki Sato:
    ``Combinatorial Optimization for Multivariate Nonlinear Prediction,''
    Proceedings of International Symposium on Nonlinear Circuits and Signal Processing, pp.77-80, USA, March 2009. [PDF]
  29. Shougo Kaneko, Tomoya Suzuki:
    ``Dynamical Optimization for Nonlinear Prediction,''
    Proceedings of International Symposium on Nonlinear Circuits and Signal Processing, pp.546-549, USA, March 2009. [PDF]
  30. Yuta Ueoka, Tomoya Suzuki, Seiichi Yamamoto:
    ``Available Partial Information to Estimate the Whole Structure of Complex Systems,''
    Proceedings of International Symposium on Nonlinear Circuits and Signal Processing, pp.558-561, March 2009. [PDF]
  31. Yuta Ueoka, Tomoya Suzuki, Tohru Ikeguchi, Yoshihiko Horio:
    ``Estimating Network Structure of Chaos Coupled Systems,''
    Proceedings of 2008 International IEEE Workshop on Nonlinear Dynamics of Electronic Systems, pp.95-96, Russia, July 2008.
  32. Tomoya Suzuki:
    ``Characterizing Cluster Coefficient in Directed and Weighted Complex Networks on the Baisis of Information Flow,''
    Proceedings of 2008 International IEEE Workshop on Nonlinear Dynamics of Electronic Systems, pp.93-94, Russia, July 2008.
  33. Yuta Ueoka, Tomoya Suzuki, Tohru Ikeguchi, Yoshihiko Horio:
    ``Efficiency of Statistical Measures to Estimate Network Structure of Chaos Coupled Systems,''
    Proceedings of 2008 International Symposium on Nonlinear Theory and its Applications, pp.1-4, Hungaly, September 2008. [PDF] Student Paper Award (Silver Prize) 受賞
  34. Daisuke Haraki, Tomoya Suzuki, Tohru Ikeguchi:
    ``Bootstrap Prediction Intervals for Nonlinear Time-Series,''
    Proceedings of 7th International Conference on Intelligent Data Engineering and Automated Learning, Spain, September, 2006. [PDF]
  35. Kenichi Aikawa, Tomoya Suzuki, Tohru Ikeguchi:
    ``Nonlinear Analysis of the Pollen Scattering Data,''
    Proceedings of International Symposium on Nonlinear Circuits and Signal Processing, pp.427-430, USA, March 2005. [PDF]
  36. Tomoya Suzuki, Tohru Ikeguchi: ``Transition from Random to Small-World Neural Networks by STDP Learning Rule,''
    Proceedings of International Symposium on Nonlinear Circuits and Signal Processing, pp.17-20, USA, March 2005. [PDF]
  37. Daisuke Haraki, Tomoya Suzuki, Tohru Ikeguchi:
    ``Bootstrap Estimates for Nonlinear Predictors,''
    Proceedings of International Symposium on Nonlinear Theory and its Applications, Belgium, October 2005. [PDF]
  38. Tomoya Suzuki, Tohru Ikeguchi and Masuo Suzuki:
    ``A Measure for Nonlinear Predictability and Information Criteria,''
    Proceedings of International Symposium on Nonlinear Circuits and Signal Processing, USA, March 2004. [PDF] Student Paper Award 受賞
  39. Tomoya Suzuki, Tohru Ikeguchi and Masuo Suzuki:
    ``A Measure for Nonlinear Predictability of Real-Life Chaos,''
    Abstract Booklet of the 8-th Experimental Chaos Conference, p.112, Italy, June 2004.
  40. Tohru Ikeguchi, Hosoda Kento, Tomoya Suzuki, Mikio Hasegawa:
    ``Deterministic Nonlinearity of Temporal Structures in Internet Traffic Time Series,''
    Abstract Booklet of the 8-th Experimental Chaos Conference, p.75, Italy, June 2004.
  41. Tomoya Suzuki, Tohru Ikeguchi, Masuo Suzuki:
    ``A Novel Model for Foreign Exchange Markets,''
    Proceedings of the Second Nikkei Econophysics Research Workshop and Symposium, Japan, November 2002. [PDF]
  42. Tomoya Suzuki, Tohru Ikeguchi, Masuo Suzuki:
    ``Nonlinear Analysis on Interspike Interval Time Series from Foreign Exchange Rates,''
    Proceedings of 2001 International Symposium on Nonlinear Theory and its Applications, Vol.1, pp.287-290, Japan, October 2001. [PDF]

査読なし

  1. Tohru Ikegchi, Tomoya Suzuki, Ryosuke Hosaka, H. Kato:
    ``Synchronization in STDP neural network and its network structure,''
    Internal Symposium on Complexity Modeling and its Application 2006, Japan, 2006.
  2. Daisuke Haraki, Tomoya Suzuki, Hiroki Hashiguchi, Tohru Ikeguchi:
    ``Nonlinear Prediction Interval Estimation by the Bootstrap Method,''
    Internal Symposium on Complexity Modeling and its Application 2006, Japan, 2006. [PDF]
  3. Tohru Ashizawa, Daisuke Haraki, Tomoya Suzuki, Tohru Ikeguchi:
    ``Estimating Network Structures from Multi-dimensional time series,''
    Internal Symposium on Complexity Modeling and its Application 2006, Japan, 2006. [PDF]