Trends and directions of financial technology (Fintech) in society and environment: A bibliometric study

A Nasir, K Shaukat, K Iqbal Khan, I A. Hameed… - Applied Sciences, 2021 - mdpi.com
The contemporary innovations in financial technology (fintech) serve society with an
environmentally friendly atmosphere. Fintech covers an enormous range of activities from …

Multifactor Model with Deep Learning for Currency Investments

S Sashida, K Nakagawa - 2023 14th IIAI International …, 2023 - ieeexplore.ieee.org
In this study, we tackle multivariate currencies return prediction for the major 5 currencies
against the US dollar with a deep learning based multi-factor model. There are two …

Enhanced quantile portfolio for multifactor model with deep learning

M Abe, K Nakagawa - 2022 12th International Congress on …, 2022 - ieeexplore.ieee.org
Stock return predictability is an important research theme as it reflects our economic and
social organization, and significant efforts are made to explain the dynamism therein …

Distributed identification of heterogeneous treatment effects

S Zhang, X Feng - Computational Statistics, 2022 - Springer
In many areas including precise medical treatments and financial investments, analysis of
heterogeneous treatment effects has become important. In this paper, we focus on …

Stock Prediction with Adaptive-Factors Temporal Convolutional Attention-Based Network

R Qi, W Pan - International Conference on Computing and Data …, 2021 - Springer
The stock prediction has been a hot and challenging research theme for a long time. With
the rise of deep learning, the application of deep learning methods to financial time series …

局所的説明を考慮した深層マルチファクター戦略のための大域的サロゲートモデル

藤本悠吾, 中川慧 - 人工知能学会全国大会論文集第37 回(2023), 2023 - jstage.jst.go.jp
抄録 株価を予測する大量のファクターを同時に扱うため, 深層学習を用いた深層マルチファクター
モデルが提案, 応用されてきた. しかし, 一般に深層学習の出力結果の解釈は困難であり …