Members

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■Teacher
鈴木 智也 Tomoya Suzuki（Professor）
tomoya.suzuki.lab＠vc.ibaraki.ac.jp
Master of Financial Technical Analysis (MFTA)

Main research: Nonlinear Financial Engineering, Nonlinear Technical Analysis
Doctor thesis: Structure Analysis of Economical Multivariable System on the Basis of Nonlinear Dynamical Theory [PDF]
Master thesis: Nonlinear Modeling of Interbank Exchange Markets Using the Information of Dealing Timing and Spreads [PDF]


■Doctor Course
Looking for applicants.


■Mater Course
Hiroyuki Goto（M2） 16nm921n@vc.ibaraki.ac.jp
Research topic: Detection of Abnormal Stock Prices with Autoencoder

Hiroaki Tsutsunuki（M2） 16nm928r@vc.ibaraki.ac.jp
Research topic: Evidence-based technical analysis
Bachelor thesis: Eye Movement Simulation based Sclap Potential Analysis (@Shumiya Lab.)


Zhang Ming Xin（M2） 16nm925l@vc.ibaraki.ac.jp
Research topic: Real financial data analysis of J-REIT


Tokimayu Tsuruta（M2） 16nm929h@vc.ibaraki.ac.jp
Research topic: Technical Trading Strategy Using the Reaction to American Market Jumps

Kazuya Onizawa（M1） 17nm909h@vc.ibaraki.ac.jp
Research topic: Predictability of Financial Indexes by Deep Neural Network


Teppei Onuki（M1） 17nm910l@vc.ibaraki.ac.jp
Research topic: Combinatorial Optimization of Financial Technical Indicators by Stochastic Graphical Model


Hiromichi Sakurai（M1） 17nm920a@vc.ibaraki.ac.jp
Research topic: Forecasting the Numbers of Visitors at Festivals


Takehiro Suzuki（M1） 17nm926l@vc.ibaraki.ac.jp
Research topic: Predictability of Financial Indexes by Deep Naive Bayes　Model


Zhang Ze（M1） 17nm932f@vc.ibaraki.ac.jp
Research topic: Automatic Summarization of Review Documents by Deep Learning


Yang Xuze（M1） 17nm943n@vc.ibaraki.ac.jp
Research topic: Automatic Modification of Deteriorated Characters by Deep Learning


■Research Student
Gao Di gaodi@outlook.jp
Research topic: FinTech for High Performance Investment Model


■Bachelor Course
Yuuma Hayami（B4） 14t7032h@vc.ibaraki.ac.jp
Research topic:


Katsuhiro Miyoshi（B4） 14t7040n@vc.ibaraki.ac.jp
Research topic:


Wadou Yano（B4） 14t6048x@vc.ibaraki.ac.jp
Research topic:


Risa Yamasita（B4） 14t6049r@vc.ibaraki.ac.jp
Research topic:


Graduate Members

[2016]
Go Siyou（Master）
Improvement of Train-passenger Forecast by Machine Learning Algorithms
Hiroya Koizumi（Master）
The Technical Trading Strategy Using the Reaction to Financial Market Jumps
Kazuki Yanagisawa（Master）
Reconsideration of Risk Defined by the Nonlinear Principal Component Portfolio Model
Feng Xiaoki（Research Student）
Analysis of financial data of Chinese markets

[2015]
Haruaki sakaki（Master）
Financial Technical Analysis Based on the Bayesian Network
Tei Nyosyo（Master）
Comparison of machine learning methods for store sales forecast
Hirotake Wachi（Master）
Predictability of Foreign Exchange Rates Examined by Surrogate Data Method
Park Byungjoo（Bachelor）
Influence of Price Jumps in Financial Markets on Learning Prediction Models
Le Nguyen Xuan Quynh（Bachelor）
Effect of Using Foreign Exchange Rates for the Stock Prediction Model Based on Chaos Theory

[2014]
Satoshi Inose（Doctor）
Hajime Onuma（Master）
Megumi Yokouchi（Master）
Kuniaki Ohkura（Bachelor）
Daiki Kobayasi（Bachelor）
Naoto Nagayama（Bachelor）
Masaru Narimatsu（Bachelor）

[2013]
Ohkura Yuushi（Master）
Applying Spatiotemporal Technical Analysis by Bagging Algorithm to the RSI
Kiyoharu Tanaka（Master）
Mean-Variance Portfolio Selection based on Deterministic Prediction Model
Taiga Hayashi（Master）
Spatiotemporal Technical Analysis for Bollinger bands in Pairs Trading
Yusaku Hirano（Master）
Application of Spatiotemporal Technical Analyses and Optimization of Model Parameters for Several Financial Markets
VU TAT THANH（Bachelor）
Automated Trading System Implemented by Matlab and MetaTrader
Masahiro Saito（Bachelor）
Application of Nonlinear Time Series Prediction to Make Investment Portfolios
Kai Morimoto（Bachelor）
Nonlinear Portfolio Model Based on Principal Component Analysis

[2012]
Takao Ishigaki（Master）
Yosuke Ohtsuka（Master）
Masayuki Okazawa（Master）
Kazuya Nakata（Master）
Shota Mizuno（Master）
Hiroyuki Abe（Bachelor）
Yuya Yatsumonji（Bachelor）
Eiji Miyagawa（Bachelor）

[2010]
Yuta Ueoka(Master)
Katsumi Tanaka（Bachelor）

[2009]
Yusuke Sasahara（Bachelor）
Shuichi Tashiro（Bachelor）
Takao Watahiki（Bachelor）

[2008]
Shuji Oda（Bachelor）
Syogo kaneko（Bachelor）
Haruki Sato（Bachelor）
Yusuke Ueno（Bachelor）
Hiroshi Segi（Bachelor）
Takashi Mii（Bachelor）
Kazuki Noda（Bachelor）
Daisuke Inoue（Bachelor）

[2007]
Ayumi Kawanami（Bachelor）
Huyuko Kawanami（Bachelor）
Ayuko Ikegami（Bachelor）
Masanobu Nakamura（Bachelor）
Hiroyuki Teranishi（Bachelor）
Hidenobu Hayashi（Bachelor）
Masaki Ohta（Bachelor）
Shinichi Ikeda（Bachelor）
Masahide Tanaka（Bachelor）