I'm Dr. Tomoya Suzuki.
—้–ุ ’q–็ Professor of Ibaraki University,
Master of Financial Technical Analysis (MFTA).

My office: College of Engineering, Department of Intelligent Systems Engineering.
My laboratory: Complex Data Science Lab. at E2-809 and E2-807.
My room: E2-808.
My email: tomoya.suzuki.lab[at]vc.ibaraki.ac.jp

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Research subject: Nonlinear time series analysis and its applications for complex systems
Keywords: Financial Technical Analysis, Machine learning, Optimization, Nonlinear time-series analysis, Algorithm trading, etc.
Affiliation society: the Nippon Technical Analysts Association (NTAA); the Securities Analysis Association of Japan (SAAJ)
the Institute of Electronics, Information and Communication Engineers Information and Systems Society (IEICE);
the Information Processing Society of Japan (IPSJ)
List of my achievement: Research, Education Seminar


Profile:
2002-2005 Doctor of Science: Department of Physics, Tokyo University of Science
2005-2006 Assistant: Department of Electrical and Electronic Engineering, Tokyo Denki University
2006-2009 Lecture: Department of Information Systems Design, Doshisha University
2009-2016 Associate Professor: Department of Intelligent Systems Engineering, Ibaraki University
2016- Professor: Department of Intelligent Systems Engineering, Ibaraki University


Social Activities:
2014- Councilor of Nippon Technical Analysts Association (NTAA)
2017.10- Chief Quants Researcher of Daiwa Asset Management Co. Ltd.
2019.10- Innovation Advisor of Ibaraki Prefecture
2019.10- Director of International Federation of Technical Analysts (IFTA)


Membership of Academic Societies:
The Institute of Electronics, Information and Communication Engineers (IEICE)
The Japanese Society for Artificial Intelligence
Nippon Technical Analysts Association (NTAA)
The Securities Analysts Association of Japan (SAAJ)


Selected Publications:
[1] Tomoya Suzuki, Tohru Ikeguchi, Masuo Suzuki:
``A Model of Complex Behavior of Interbank Exchange Markets,'' Physica A, Vol.337, pp.196-218, 2004. [PDF]
[2] Tomoya Suzuki, Tohru Ikeguchi, Masuo Suzuki:
``Effect of Data Windows on the Models of Surrogate Data,'' Physical Review E, Vol.71, 056708, 2005. [PDF]
[3] 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]
[4] 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]
[5] Tomoya Suzuki:
``Appropriate Time Scales for Nonlinear Analyses of Deterministic Jump Systems,'' Physical Review E, Vol.83, No.6, 066203, 2011. [html]
[6] 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]


Publication of Technical Analysis:
[1] Yamada Masaaki, Tomoya Suzuki:
``New Technical Indicator by Using the Bipower Variation,'' Technical Analysts Journal, Vol.1, pp.1-9, Best paper award, 2014. [image]
[2] Tomoya Suzuki, Taiga Hayashi:
``Spatiotemporal Technical Analysis Based on Deterministic Nonlinear Prediction,'' IEICE Transactions A, Vol.J98-A, No.2, pp.237-246, 2015. [PDF]
[3] Koizumi Hiroya, Tomoya Suzuki:
``Technical Investment Strategy by Using the Reaction of Market Jumps,'' Technical Analysts Journal, Vol.2, pp.1-11, Best paper award, 2015. [image]
[4] Tomoya Suzuki, Masaru Narimatsu:
``Cointegrated Pairs Trading by Using Sudden Arbitrage Opportunities,'' Technical Analysts Journal, Vol.2, pp.12-22, 2015. [image]
[5] 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]
[It might be the first paper of Technical Analysis in Physics.]


Publication of Portfolio Theory:
[1] Satoshi Inose, Tomoya Suzuki:
``Portfolio Selection Based on Nonlinear Time Series Prediction,'' IEICE Transactions ACVol.J96-A No.7 pp.410-422, 2013. [html]
[2] 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]
[3] 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]
[4] 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]


Address:
Department of Intelligent Systems Engineering,
College of Engineering, Ibaraki University,
4-12-1 Nakanarisawa-cho, Hitachi, Ibaraki 316-8511, Japan
E-mail: tomoya.suzuki.lab(a)vc.ibaraki.ac.jp