Bitcoin technical trading with artificial neural network M Nakano, A Takahashi, S Takahashi Physica A: Statistical Mechanics and its Applications 510, 587-609, 2018 | 184 | 2018 |
Generalized exponential moving average (EMA) model with particle filtering and anomaly detection M Nakano, A Takahashi, S Takahashi Expert Systems with Applications 73, 187-200, 2017 | 85 | 2017 |
Fuzzy logic-based portfolio selection with particle filtering and anomaly detection M Nakano, A Takahashi, S Takahashi Knowledge-Based Systems 131, 113-124, 2017 | 40 | 2017 |
Creating investment scheme with state space modeling M Nakano, A Takahashi, S Takahashi Expert Systems with Applications 81, 53-66, 2017 | 16 | 2017 |
State–space approach to adaptive fuzzy modeling for financial investment M Nakano, A Takahashi, S Takahashi Applied Soft Computing 82, 105590, 2019 | 11 | 2019 |
On the effect of Bank of Japan’s outright purchase on the JGB yield curve M Nakano, A Takahashi, S Takahashi, T Tokioka Asia-Pacific Financial Markets 25, 47-70, 2018 | 11 | 2018 |
A new investment method with AutoEncoder: Applications to crypto currencies M Nakano, A Takahashi Expert Systems with Applications 162, 113730, 2020 | 10 | 2020 |
Robust technical trading with fuzzy knowledge-based systems M Nakano, A Takahashi, S Takahashi Available at SSRN 2996303, 2017 | 8 | 2017 |
Enhancing Sentiment Analysis based Investment by Large Language Models in Japanese Stock Market M Nakano, T Yamaoka Available at SSRN 4511658, 2023 | 2 | 2023 |
" Optimal Portfolio with Particle Filtering"(in Japanese) M Nakano, S Sato, A Takahashi, S Takahashi CIRJE J-Series, 2016 | 2 | 2016 |
Mean-Variance Portfolio with Generalized EMA and Anomaly Detector M Nakano, A Takahashi, S Takahashi Available at SSRN 2858154, 2016 | | 2016 |
A Return Prediction-based Investment with Particle Filtering and Anomaly Detection M Nakano, A Takahashi, S Takahashi CARF F-Series, 2016 | | 2016 |
" On the effect of Bank of Japan's outright purchase on the JGB yield curve"(in Japanese) This paper examines an impact of Bank of Japan (BOJ)'s outright purchase on the JGB … T Tokioka, M Nakano, A Takahashi, S Takahashi CIRJE J-Series, 0 | | |