no code implementations • 22 Feb 2024 • Takehiro Takayanagi, Masahiro Suzuki, Ryotaro Kobayashi, Hiroki Sakaji, Kiyoshi Izumi
Causality is fundamental in human cognition and has drawn attention in diverse research fields.
1 code implementation • 19 Sep 2023 • Masanori Hirano, Ryosuke Takata, Kiyoshi Izumi
This paper presents a new artificial market simulation platform, PAMS: Platform for Artificial Market Simulations.
no code implementations • 28 Apr 2022 • Masanori Hirano, Hiroki Sakaji, Kiyoshi Izumi
In some previous works, GANs for financial markets generated fake orders in continuous spaces because of GAN architectures' learning limitations.
no code implementations • 20 Jan 2019 • Kei Nakagawa, Tomoki Ito, Masaya Abe, Kiyoshi Izumi
Specifically, we extend the linear multi-factor model to be non-linear and time-varying with LSTM.
no code implementations • ICLR 2018 • Zhouhao Wang, Enda Liu, Hiroki Sakaji, Tomoki Ito, Kiyoshi Izumi, Kota Tsubouchi, Tatsuo Yamashita
Every second, innumerable text data, including all kinds news, reports, messages, reviews, comments, and twits have been generated on the Internet, which is written not only in English but also in other languages such as Chinese, Japanese, French and so on.