关注
Masaya Abe
Masaya Abe
Nomura Asset Management Co., Ltd.
在 nomura-am.co.jp 的电子邮件经过验证
标题
引用次数
引用次数
年份
Deep learning for forecasting stock returns in the cross-section
M Abe, H Nakayama
Advances in Knowledge Discovery and Data Mining: 22nd Pacific-Asia …, 2018
1512018
Deep recurrent factor model: interpretable non-linear and time-varying multi-factor model
K Nakagawa, T Ito, M Abe, K Izumi
In AAAI-19 Workshop on Network Interpretability for Deep Learning, 2019
342019
Cross-sectional stock price prediction using deep learning for actual investment management
M Abe, K Nakagawa
Proceedings of the 2020 Asia Service Sciences and Software Engineering …, 2020
252020
Ric-nn: A robust transferable deep learning framework for cross-sectional investment strategy
K Nakagawa, M Abe, J Komiyama
2020 IEEE 7th International Conference on Data Science and Advanced …, 2020
242020
RM-CVaR: Regularized Multiple -CVaR Portfolio
K Nakagawa, S Noma, M Abe
Proceedings of the 29th IJCAI Special Track on AI in FinTech., 2020
192020
Deep learning for multi-factor models in regional and global stock markets
M Abe, K Nakagawa
New Frontiers in Artificial Intelligence: JSAI-isAI International Workshops …, 2020
62020
How do we predict stock returns in the cross-section with machine learning?
M Abe, K Nakagawa
Proceedings of the 2020 3rd Artificial Intelligence and Cloud Computing …, 2020
32020
A New Initial Distribution for Quantum Generative Adversarial Networks to Load Probability Distributions
Y Sano, R Koga, M Abe, K Nakagawa
arXiv preprint arXiv:2306.12303, 2023
12023
Enhanced quantile portfolio for multifactor model with deep learning
M Abe, K Nakagawa
2022 12th International Congress on Advanced Applied Informatics (IIAI-AAI …, 2022
12022
Doubly Robust Mean-CVaR Portfolio
K Nakagawa, M Abe, S Kuroki
arXiv preprint arXiv:2309.11693, 2023
2023
Controlling False Discovery Rates under Cross-Sectional Correlations
J Komiyama, M Abe, K Nakagawa, K McAlinn
arXiv preprint arXiv:2102.07826, 2021
2021
Deep Learning for Multi-factor Models in Global Stock Markets
MAK Nakagawa
International Workshop: Artificial Intelligence of and for Business (AI …, 2019
2019
グローバル株式市場における深層学習を用いたマルチファクター運用の実証分析
阿部真也中川慧
人工知能学会全国大会第33回全国大会(2019), 2019
2019
A sampling technique of the D-Wave to implement Restricted Boltzmann Machine for forecasting stock relative attractiveness (Challenging Collaborations with T-QARD)
Masaya Abe, Masayuki Ohzeki, Masamichi Miyama
Qubits Europe 2019, https://www.dwavesys.com/media/20jlrutg/24_qubits2019327 …, 2019
2019
深層学習を用いたマルチファクター運用の実証分析
阿部真也中川慧
第21回人工知 能学会 金融情報学研究会(SIG-FIN)予稿集, https://sigfin.org/021-03/, 2018
2018
A new initial distribution for qGAN to load probability distributions
Y Sano, R Koga, M Abe, K Nakagawa
IEICE Technical Report; IEICE Tech. Rep., 0
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