News

2022

  • [Journal] Masahiro Suzuki, Hiroki Sakaji, Kiyoshi Izumi, Yasushi Ishikawa, Forecasting Stock Price Trends by Analyzing Economic Reports With Analyst Profiles, Frontiers in Artificial Intelligence in Finance (ISSN 2624-8212) June, 2022

  • [Journal] Rei Taguchi, Hikaru Watanabe, Hiroki Sakaji, Kiyoshi Izumi, Kenji Hiramatsu, Constructing Equity Investment Strategies using Analyst Reports and Regime Switching Models, Frontiers in Artificial Intelligence in Finance (ISSN 2624-8212) April, 2022

  • [Conference] Masanori Hirano, Hiroki Sakaji, Kiyoshi Izumi, Concept and Practice of Artificial Market Data Mining Platform, The 2022 IEEE Computational Intelligence for Financial Engineering and Economics (CIFEr 2022), May, 2022 [Accepted]

  • [Conference] Masanori Hirano, Hiroki Sakaji, Kiyoshi Izumi, Implementation of Actual Data for Artificial Market Simulation, The 21st International Conference on Autonomous Agents and Multiagent Systems (AAMAS 2022), May, 2022 [Accepted]

  • [Conference] Naoto Minakawa, Kiyoshi Izumi, Hiroki Sakaji, Hitomi Sano, Graph Representation Learning of Banking Transaction Network with Edge Weight-Enhanced Attention and Textual Information, The 2nd Workshop on Financial Technology on the Web (Fin-Web 2022), April, 2022 [Accepted]

  • [Journal] Masanori Hirano, Kiyoshi Izumi, Hiroki Sakaji, STBM+: Advanced Stochastic Trading Behavior Model for Financial Markets using Residual Blocks or Transformers, New Generation Computing, Springer, November, 2021

  • [Conference] Hiroki Sakaji, Teruaki Hayashi, Yoshiaki Fukami, Takumi Shimizu, Hiroyasu Matsushima, Kiyoshi Izumi, Retrieving of Data Similarity using Metadata on a Data Analysis Competition Platform, The 4th International Workshop on Cross-disciplinary Data Exchange and Collaboration In conjunction with 2021 IEEE International Conference on Big Data (CDEC2021), December, 2021.

  • [Conference] Rei Taguchi, Hikaru Watanabe, Masanori Hirano, Masahiro Suzuki, Hiroki Sakaji, Kiyoshi Izumi, Kenji Hiramatsu, "Market Trend Analysis Using Polarity Index Generated from Analyst Reports," The 4th International Workshop on Cross-disciplinary Data Exchange and Collaboration In conjunction with 2021 IEEE International Conference on Big Data (CDEC2021), December, 2021.

  • [Conference] Kiyoshi Izumi, Hitomi Sano, Hiroki Sakaji, Economic Causal-Chain Search and Economic Indicator Prediction using Textual Data, The 3rd Financial Narrative Processing Workshop (FNP 2021), September, 2021

  • [Journal] Masanori Hirano, Kiyoshi Izumi, Hiroyasu Matsushima, Hiroki Sakaji, Comparing Actual and Simulated HFT Traders' Behavior for Agent Design, Journal of Artificial Societies and Social Simulation, University of Surry, June, 2021

  • [Oral Presentation] Masanori Hirano, Kiyoshi Izumi, Hiroki Sakaji, STBM+: Advanced Stochastic Trading Behavior Model for Financial Markets based on Residual Blocks or Transformers, The 35th Annual Conference of the Japanese Society for Artificial Intelligence (JSAI), June, 2021

  • [Conference] Masanori Hirano, Hiroyasu Matsushima, Kiyoshi Izumi, Hiroki Sakaji, STBM: Stochastic Trading Behavior Model for Financial Markets, Selected Papers from the Annual Conference of Japanese Society of Artificial Intelligence (JSAI 2020), Advances in Artificial Intelligence, Vol. 1357, pp. 157-165, Springer, July, 2021.

  • [Conference] Masanori Hirano, Hiroyasu Matsushima, Kiyoshi Izumi, Implementation of Real Data for Financial Market Simulation using Clustering, Deep Learning, and Artificial Financial Market, The 23rd International Conference on Principles and Practice of Multi-Agent Systems (PRIMA 2020), November, 2020

  • [Conference] Masanori Hirano, Hiroyasu Matsushima, Kiyoshi Izumi, Taisei Mukai, Simulation of Unintentional Collusion Caused by Auto Pricing in Supply Chain Markets, The 23rd International Conference on Principles and Practice of Multi-Agent Systems (PRIMA 2020), November, 2020

  • [Conference] Yoshiyuki Suimon, Kiyoshi Izumi, Takashi Shimada, Hiroki Sakaji, Hiroyasu Matsushima, Estimating Manufacturing Activity via Machine Learning Analysis of High-frequency Electricity Demand Patterns, 2020 International Conference on Business Management of Technology (BMOT), September, 2020

  • [Journal] Masahiro Suzuki, Hiroki Sakaji, Kiyoshi Izumi, Hiroyasu Matsushima, Yasushi Ishikawa, Forecasting Net Income Estimate and Stock Price Using Text Mining from Economic Reports, Information (ISSN 2078-2489), MDPI, May, 2020

  • [Journal] Masanori Hirano, Kiyoshi Izumi, Takashi Shimada, Hiroyasu Matsushima, Hiroki Sakaji, Impact Analysis of Financial Regulation on Multi Assets Markets using Artificial Market Simulations, Journal of Risk and Financial Management, MDPI, April, 2020

  • [Conference] Tomoki Ito, Kota Tsubouchi, Hiroki Sakaji, Tatsuo Yamashita and Kiyoshi Izumi, SSNN: Sentiment Shift Neural Network, SIAM International Conference on Data Mining (SDM), Ohio, USA, May, 2020. (to appear) (acceptance rate = 24.0% (75/312))

  • [Conference] Kiyoshi Izumi, Shintaro Suda and Hiroki Sakaji, Economic News Impact Analysis Using Causal-Chain Search from Textural Data, The AAAI-20 Workshop on Knowledge Discovery from Unstructured Data in Financial Services, New York, USA, February, 2020.

  • [Conference] Tomoki Ito, Kota Tsubouchi, Hiroki Sakaji, Tatsuo Yamashita and Kiyoshi Izumi, Word-level Contextual Sentiment Analysis with Interpretability, the Thirty-Fourth AAAI Conference on Artificial Intelligence (AAAI-20), February 7-12, 2020, New York, US. (20.6% acceptance rate)

  • [News release] Information Services International-Dentsu, Ltd., and the Izumi Laboratory, School of Engineering, The University of Tokyo, have built a cloud-based simulation environment for the artificial market using agent-based modeling in collaboration with Microsoft Japan Co., Ltd., Cloudera, Inc., and Simudyne Ltd. (detail)

  • [Conference] Hiroki Sakaji, Yasutomo Kimura, Izumi Kiyoshi, and Hiroyasu Matsushima, Extraction of Volitional Utterances from Japanese Local Political Corpus, the 2nd International Workshop on Cross-disciplinary Data Exchange and Collaboration (CDEC 2019), November 8th, 2019 in conjunction with IEEE ICDM 2019, Beijing, China

  • [Conference] Yuta Niki, Hiroki Sakaji, Kiyoshi Izumi, and Hiroyasu Matsushima, Causal Sentence Extraction from Multilingual Texts Using End-to-End LSTM Models, the 2nd International Workshop on Cross-disciplinary Data Exchange and Collaboration (CDEC 2019), November 8th, 2019 in conjunction with IEEE ICDM 2019, Beijing, China

  • [Conference] Masahiro Suzuki, Toshiya Katagi, Hiroki Sakaji, Kiyoshi Izumi, and Yasushi Ishikawa,Stock Price Analysis Using Combination of Analyst Reports and Several Documents, the 2nd International Workshop on Cross-disciplinary Data Exchange and Collaboration (CDEC 2019), November 8th, 2019 in conjunction with IEEE ICDM 2019, Beijing, China

  • [Conference] Masanori Hirano, Kiyoshi Izumi, Hiroyasu Matshushima and Hiroki Sakaji, Comparison of Behaviors of Actual and Simulated HFT Traders for Agent Design, the 22nd International Conference on Principles and Practice of Multi-Agent Systems (PRIMA 2019), Torino, Italy, October 28th-31st, 2019 (26% acceptance rate of full paper)

  • [Conference] Tomoki Ito, Kota Tsubouchi, Hiroki Sakaji, Kiyoshi Izumi, and Tatsuo Yamashita, CSNN: Contextual Sentiment Neural Network, IEEE International Conference on Data Mining (ICDM 2019), November 8-11, 2019, Beijing.(18.5% acceptance rate.)

  • our team won 1st prizes at Supply Chain Management League (Standard & Collusion Track) of Tenth International Automated Negotiating Agents Competition 2019 (ANAC 2019) in conjunction with International Joint Conferences on Artificial Intelligence 2019 (IJCAI 2019). (15 Aug 2019) (detail)

  • we gave presentations at The First Workshop on Financial Technology and Natural Language Processing (FinNLP) and a Shared Task for Sentence Boundary Detection in PDF Noisy Text in the Financial Domain (FinSBD) in conjunction with International Joint Conferences on Artificial Intelligence 2019 (IJCAI 2019). (12 Aug 2019)

    • Best Paper Award at FinNLP!! (detail)

  • we gave a poster presentation at 5th International Conference on Computational Social Science (IC2S2). (17 July 2019)

  • we gave presentations at 7th International Conference on Smart Computing and Artificial Intelligence (SCAI 2019). (11 July 2019)

  • [Conference] Masanori Hirano, Hiroki Sakaji, Kiyoshi Izumi, Concept and Practice of Artificial Market Data Mining Platform, The 2022 IEEE Computational Intelligence for Financial Engineering and Economics (CIFEr 2022), May, 2022 [Accepted]

  • [Conference] Masanori Hirano, Hiroki Sakaji, Kiyoshi Izumi, Implementation of Actual Data for Artificial Market Simulation, The 21st International Conference on Autonomous Agents and Multiagent Systems (AAMAS 2022), May, 2022 [Accepted]

  • [Conference] Naoto Minakawa, Kiyoshi Izumi, Hiroki Sakaji, Hitomi Sano, Graph Representation Learning of Banking Transaction Network with Edge Weight-Enhanced Attention and Textual Information, The 2nd Workshop on Financial Technology on the Web (Fin-Web 2022), April, 2022 [Accepted]

  • Naoto Minakawa (D1), Kiyoshi Izumi, Hiroki Sakaji and Hitomi Sano won the best paper award at The 2nd Workshop on Financial Technology on the Web (Fin-Web 2022), held as the workshop of ACM the Web Conference 2022 (WWW’22) on 4/25/2022.　(Title: "Graph Representation Learning of Banking Transaction Network with Edge Weight-Enhanced Attention and Textual Information”)

2021

  • [Journal] Masanori Hirano, Kiyoshi Izumi, Hiroki Sakaji, STBM+: Advanced Stochastic Trading Behavior Model for Financial Markets using Residual Blocks or Transformers, New Generation Computing, Springer, November, 2021

  • [Conference] Hiroki Sakaji, Teruaki Hayashi, Yoshiaki Fukami, Takumi Shimizu, Hiroyasu Matsushima, Kiyoshi Izumi, Retrieving of Data Similarity using Metadata on a Data Analysis Competition Platform, The 4th International Workshop on Cross-disciplinary Data Exchange and Collaboration In conjunction with 2021 IEEE International Conference on Big Data (CDEC2021), December, 2021.

  • [Conference] Rei Taguchi, Hikaru Watanabe, Masanori Hirano, Masahiro Suzuki, Hiroki Sakaji, Kiyoshi Izumi, Kenji Hiramatsu, "Market Trend Analysis Using Polarity Index Generated from Analyst Reports," The 4th International Workshop on Cross-disciplinary Data Exchange and Collaboration In conjunction with 2021 IEEE International Conference on Big Data (CDEC2021), December, 2021.

  • [Conference] Kiyoshi Izumi, Hitomi Sano, Hiroki Sakaji, Economic Causal-Chain Search and Economic Indicator Prediction using Textual Data, The 3rd Financial Narrative Processing Workshop (FNP 2021), September, 2021

  • [Journal] Masanori Hirano, Kiyoshi Izumi, Hiroyasu Matsushima, Hiroki Sakaji, Comparing Actual and Simulated HFT Traders' Behavior for Agent Design, Journal of Artificial Societies and Social Simulation, University of Surry, June, 2021

  • [Conference] Masanori Hirano, Kiyoshi Izumi, Hiroki Sakaji, STBM+: Advanced Stochastic Trading Behavior Model for Financial Markets based on Residual Blocks or Transformers, The 35th Annual Conference of the Japanese Society for Artificial Intelligence (JSAI), June, 2021

2020

  • [Conference] Masanori Hirano, Hiroyasu Matsushima, Kiyoshi Izumi, Hiroki Sakaji, STBM: Stochastic Trading Behavior Model for Financial Markets, Selected Papers from the Annual Conference of Japanese Society of Artificial Intelligence (JSAI 2020), Advances in Artificial Intelligence, Vol. 1357, pp. 157-165, Springer, July, 2021.

  • [Conference] Masanori Hirano, Hiroyasu Matsushima, Kiyoshi Izumi, Implementation of Real Data for Financial Market Simulation using Clustering, Deep Learning, and Artificial Financial Market, The 23rd International Conference on Principles and Practice of Multi-Agent Systems (PRIMA 2020), November, 2020

  • [Conference] Masanori Hirano, Hiroyasu Matsushima, Kiyoshi Izumi, Taisei Mukai, Simulation of Unintentional Collusion Caused by Auto Pricing in Supply Chain Markets, The 23rd International Conference on Principles and Practice of Multi-Agent Systems (PRIMA 2020), November, 2020

  • [Conference] Yoshiyuki Suimon, Kiyoshi Izumi, Takashi Shimada, Hiroki Sakaji, Hiroyasu Matsushima, Estimating Manufacturing Activity via Machine Learning Analysis of High-frequency Electricity Demand Patterns, 2020 International Conference on Business Management of Technology (BMOT), September, 2020

  • [Journal] Masahiro Suzuki, Hiroki Sakaji, Kiyoshi Izumi, Hiroyasu Matsushima, Yasushi Ishikawa, Forecasting Net Income Estimate and Stock Price Using Text Mining from Economic Reports, Information (ISSN 2078-2489), MDPI, May, 2020

  • [Journal] Masanori Hirano, Kiyoshi Izumi, Takashi Shimada, Hiroyasu Matsushima, Hiroki Sakaji, Impact Analysis of Financial Regulation on Multi Assets Markets using Artificial Market Simulations, Journal of Risk and Financial Management, MDPI, April, 2020

  • [Conference] Tomoki Ito, Kota Tsubouchi, Hiroki Sakaji, Tatsuo Yamashita and Kiyoshi Izumi, SSNN: Sentiment Shift Neural Network, SIAM International Conference on Data Mining (SDM), Ohio, USA, May, 2020. (to appear) (acceptance rate = 24.0% (75/312))

  • [Conference] Tomoki Ito, Kota Tsubouchi, Hiroki Sakaji, Tatsuo Yamashita and Kiyoshi Izumi, Word-level Contextual Sentiment Analysis with Interpretability, the Thirty-Fourth AAAI Conference on Artificial Intelligence (AAAI-20), February 7-12, 2020, New York, US. (20.6% acceptance rate)

2019


2018