研究業績

国際会議

招待講演

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

査読あり

Nozomu Orita, Takashi Suzuki, Tomoya Suzuki:
``Machine learning of economic sensitive industries for domestic equity management,''
Proc. of RISP International Workshop on NCSP, 4 pages, 2024.
Eisuke Sawahata, Yoshitsugu Hanawa, Hiromitsu Kawamata, Tomoya Suzuki:
``Multi-objective optimization support tool for global equity management,''
Proc. of RISP International Workshop on NCSP, 4 pages, 2024.
Ziyi Dai, Tomoya Suzuki:
``Visualization of Searching System of Thematic Equity Funds,''
Proc. of RISP International Workshop on NCSP, 4 pages, 2024.
Zijie Luo, Ziyi Dai, Wataru Kuramoto, Tomoya Suzuki:
``Composition of Thematic Equity Funds by Searching Multi and Unknown Words,''
Proc. of RISP International Workshop on NCSP, 2AM2-2-3, 4 pages, 2023.
Kazuki Amagai, Riku Tanaka, Tomoya Suzuki:
``Long-Term Modeling of Financial Machine Learning with Multiple Time Scales,''
Proc. of RISP International Workshop on NCSP, 2AM2-2-2, 4 pages, 2023.
Hiroki Bessho, Takanari Sugimoto, Tomoya Suzuki:
``Forex Trading Strategy That Might Be Executed Due to the Popularity of Gotobi Anomaly,''
Proc. of RISP International Workshop on NCSP, 2AM2-2-1, 4 pages, 2023.
Takuma Nakamichi, Ryouhei Yoshida, Riku Tanaka, Tomoya Suzuki:
``Visualization of Nonlinear Relationship Hidden in Money Flows of Japanese Mutual Funds,''
Proc. of Nonlinear Science Workshop, NLSW-52, 1 page, 2021.
Yuuki Tsukahara, Riku Tanaka, Tomoya Suzukii:
``Nonlinear Modeling for Equity Valuation by Machine Learning,''
Proc. of Nonlinear Science Workshop, NLSW-53, 1 page, 2021.
Masahiro Miyoshi, Wenkai Shi, Yui Hosoki, Junichi Eguchi, Minoru Sasaki, Tomoya Suzuki:
``Auto-extraction of Influential Keywords Included in Financial News Headlines,''
Proc. of RISP International Workshop on NCSP, 5AM2-3-1, 4 pages, 2019.
Kazuto Yano, Takehiro Suzuki, Tomoya Suzuki:
``Prediction of Foreign Exchange Best Rates by Using Collective Knowledge of Counterparty Banks,''
Proc. of RISP International Workshop on NCSP, 5AM2-3-4, 4 pages, 2019.
Risa Yamashita, Hiromichi Sakurai, Yuma Hayami, Eriko Hasegawa, Rikizou Shimoyama, Ryosuke Fukunishi, Hiroki Mayuzumi, Tomoya Suzuki:
``Prediction of Contract Prices at Auto Auction with Time Series Models,''
Proc. of RISP International Workshop on NCSP, 5PM1-3-1, 4 pages, 2019.
Yuuma Hayami, Hiromichi Sakurai, Daiki Kudou, Eriko Hasegawa, Rikizou Shimoyama, Ryosuke Fukunishi, Hiroki Mayuzumi, Tomoya Suzuki:
``Direct Prediction of individual Contract Prices at Auto Auction with Deep Neural Network,''
Proc. of RISP International Workshop on NCSP, 5PM1-3-4, 4 pages, 2019.
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.
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.
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.
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.
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]
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]
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]
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]
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]
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
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]
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
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]
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]
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]
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
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]
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]
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]
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]
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]
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]
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]
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]
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]
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]
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]
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]
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]
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]
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.
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.
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
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]
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]
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]
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]
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
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.
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.
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]
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

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.
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]
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]