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All achievements

1. Tomoya Suzuki, Tohru Ikeguchi, Masuo Suzuki:
   ``Multivariable Nonlinear Analysis of Foreign Exchange Rates,''
   Physica A, Vol.323, pp.591-600, 2003. [PDF]
2. 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]
3. Tomoya Suzuki, Tohru Ikeguchi, Masuo Suzuki:
   ``A Model of Complex Behavior of Interbank Exchange Markets,''
   Physica A, Vol.337, pp.196-218, 2004. [PDF]
4. Tomoya Suzuki, Tohru Ikeguchi, Masuo Suzuki:
   ``Effect of Data Windows on the Models of Surrogate Data,''
   Physical Review E, Vol.71, 056708, 2005. [PDF]
5. 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] It makes the cover of the journal.
6. Daisuke Haraki, Tomoya Suzuki, Hiroki Hashiguchi, Tohru Ikeguchi:
   ``Bootstrap Nonlinear Prediction,''
   Physical Review E, Vol.75, 056212, 2007. [PDF]
7. 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]
8. 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]
9. Tomoya Suzuki:
   ``Analysis for Directed and Weighted Complex Networks on the Basis of Information Flow,''
   IPSJ Journal, Vol.2, No.1, pp.70-79, 2009. [PDF]
10. Tomoya Suzuki， Shinichi Ikeda:
    ``The Influence of Network Centralities on Prediction Accuracy of Complex Network Systems,''
    IPSJ Journal, Vol.3, 2009. [PDF]
11. Tomoya Suzuki， Masaki Ohta:
    ``Nonlinear Prediction for Top and Bottom Values of Time Series,''
    IPSJ Journal, Vol.2, No.1, pp.123-132, 2009. [PDF]
12. 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]
13. 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]
14. Tomoya Suzuki:
    ``Appropriate Time Scales for Nonlinear Analyses of Deterministic Jump Systems,''
    Physical Review E, Vol.83, No.6, 066203, 2011. [html]
15. Ohtsuka Yosuke, Tomoya Suzuki:
    ``Data Sampling Strategies for Nonlinear Analyses and Predictions of Deterministic Jump Systems,''
    IPSJ Journal, Vol.5, No.1, pp.30-39, 2012. [PDF]
16. Tomoya Suzuki:
    ``Dynamical Combinatorial Optimization for Predicting Multivariate Complex Systems,''
    Journal of Signal Processing, Vol.16, No.6, pp.537-546, 2012. [PDF]
17. Satoshi Inose, Tomoya Suzuki:
    ``Portfolio Selection Based on Nonlinear Time Sereis Prediction,''
    IEIEC Journal，Vol.J96-A No.7 pp.410-422, 2013. [html]
18. 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]
19. 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]
20. 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]
21. Masaaki Yamada, Tomoya Suzuki:
    ``New Technical Indicator by the Bipower Variation,''
    Technical Analysts Journal, Vol.1, pp.1-9, 2014． [PDF]
22. 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]
23. Tomoya Suzuki, Taiga Hayashi:
    ``Financial Technical Analysis Based on Deterministic Nonlinear Prediction,''
    IEIEC Journal， Vol.J98-A, No.2, pp.XX-XX, 2015. [PDF]
24. Tomoya Suzuki, Kuniaki Ohkura, Masayuki Okazawa:
    ``Small-world Properties Evaluated by Exchanging Network topology''
    International Journal of Modern Physics C, Conditionally Accepted.
25. Tomoya Suzuki, Yushi Ohkura:
    ``Modern Technical Analysis based on Nonlinear Bagging Predictors,''
    Physica A, under review．

1. Tomoya Suzuki, Tohru Ikeguchi, Masuo Suzuki:
   ``Multivariable Modeling of Complex Behavior of Foreign Exchange Market,''
   in ``Toward Control of Economic Change: Application of Econophysics,''
   ed. H. Takayasu, Springer-Verlag, pp.235-240, 2003. [PDF]　
2. Daisuke Haraki, Tomoya Suzuki, Tohru Ikeguchi:
   ``Bootstrap Prediction Intervals for Nonlinear Time Series,''
   in Intelligent Data Engineering and Automated Learning (IDEAL2006), ed. E. Corchado, et al., Springer-Verlag, Lecture Notes in Computer Science, Vol.4224, pp.155-162, 2006. [PDF]

1. Tomoya Suzuki, Tohru Ikeguchi:
   ``Self-organizing small-world structure of neural networks by STDP learning rule,''
   The Science and Engineering Review of Doshisha University, Vol.49, No.4, pp.14-18, 2009.[PDF]
2. Tomoya Suzuki:
   ``Spatiotemporal Technical Analysis,''
   Technical Analyst Journal, Vol.1, pp.63-78, 2014．

Reviewed Proceedings

1. 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]
2. 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]
3. 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
4. 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.
5. 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.
6. 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]
7. 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]
8. 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]
9. 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]
10. 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.
11. 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. [Invited Speaker]
12. 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)
13. 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]
14. 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]
15. 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]
16. 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]
17. 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]
18. 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]
19. 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]
20. 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]
21. 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]
22. 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]
23. 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]
24. 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]
25. 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]
26. 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]
27. 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]
28. 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
29. 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]
30. 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]
31. 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.xxx-xxx, Malaysia, March 2015 (Accepted). [PDF]
32. 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.xxx-xxx, Malaysia, March 2015 (Accepted). [PDF]
33. Megumi Yokouchi, Tomoya Suzuki:
    ``Adaptive Optimization of Embedding Parameters by Minimizing Prediction Risk,''
    Proceedings of International Symposium on Nonlinear Circuits and Signal Processing, pp.xxx-xxx, Malaysia, March 2015 (Accepted). [PDF]
34. 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.xxx-xxx, Malaysia, March 2015 (Accepted). [PDF]
35. 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.xxx-xxx, Malaysia, March 2015 (Accepted). [PDF]

Speeches

36. Tomoya Suzuki, Tohru Ikeguchi, Yoshihiko Horio:
    ``Estimating Structure of Complex Networks from Time Series,''
    Internal Symposium on Complexity Modeling and its Application 2005, Japan, 2005. [PDF]
37. Daisuke Haraki, Tomoya Suzuki, Tohru Ikeguchi:
    ``Local Linear Prediction with the Bootstrap Resampling,''
    Internal Symposium on Complexity Modeling and its Application 2005, Japan, 2005. [PDF]
38. 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]
39. 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]
40. 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.
41. Tomoya Suzuki:
    ``Spatiotemporal Technical Analyses based on Deterministic Prediction Theory,''
    The IFTA 2013 Annual Conference, San Francisco, October 2013.[Invited Speaker]