Search Results for author: Kiyoshi Izumi

Found 9 papers, 1 papers with code

PAMS: Platform for Artificial Market Simulations

1 code implementation19 Sep 2023 Masanori Hirano, Ryosuke Takata, Kiyoshi Izumi

This paper presents a new artificial market simulation platform, PAMS: Platform for Artificial Market Simulations.

Policy Gradient Stock GAN for Realistic Discrete Order Data Generation in Financial Markets

no code implementations28 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.

Generative Adversarial Network

Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying Multi-Factor Model

no code implementations20 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.

Management

Estimation of cross-lingual news similarities using text-mining methods

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.

text similarity

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