Education

・2012    Kyoto University: B.A. in Economics (Financial Engineering)

・2015    University of Tsukuba: M.A in Business Administration (Financial Engineering)

・2020    University of Tsukuba: Ph.D in Business Administration (Machine Learning and Financial Engineering)

Employment

・2012-2014    Nissay Asset Management Corporation

Risk management

• 1. Quantitative and qualitative monitoring of mutual and pension funds (including legal compliance)

  2. Development of fund performance and risk measurement tools with Visual Basic and R

  3. Development of fund performance based on GIPS standards with Visual Basic and R

  4. Counterparty risk management

Quants fund management and development of Quants strategy

• 1. Development of an alpha model of Japanese stocks

  2. Index fund management

 ・2014-2018    Sumitomo Mitsui Asset Management

Quants fund management and development of Quants strategy

• 1. Managing quantitative funds in Japanese Long-Short, Global Equity/REIT index funds

  2. Development of Quants fund strategy (Japanese L/S, Global Smart Beta)

  3. Development of portfolio optimization solver and alpha model

  4. Managing asset allocation funds

 ・2018-Present    Nomura Asset Management  

Development Quants strategy

1. Development of Quants fund strategy (Japanese A.I based stock investment model, Short-term stock prediction model and Quants global macro strategy)

2. Research and development with machine learning and A.I. 

Awards

・2015 Technical Analyst Journal Paper Award (first runner-up)

・2016 Technical Analyst Journal Paper Award

・2018 Japan Academic Society for Financial Planning Paper Award (first runner-up)

・2019 Japanese Society for Artificial Intelligence (JSAI) Incentive Award 

・2020 University of Tsukuba Graduate School of Business Science Award  

・2020 University of Tsukuba President Award

・2021 Japanese Society for Artificial Intelligence (JSAI) Incentive Award 

・2022 IIAI AAI Outstanding Paper Award

・2022 IIAI AAI Honorable Paper Award

・2023  The 29th Annual Conference of the Association for Natural Language Processing (NLP2023) Committee Special Award

・2023 Japanese Society for Artificial Intelligence (JSAI) Incentive Award 

・2023 Japanese Society for Artificial Intelligence (JSAI) Special Interest Group on Financial Informatics(SigFin) Best paper award 

・2023 IIAI AAI Outstanding Paper Award

・2024 Japanese Society for Artificial Intelligence (JSAI) Incentive Award 

・2024 IIAI AAI Competitive Paper Award

Qualifications and Skills

Qualifications:

・The Official Skill Test in Book-keeping 1 grade(Nissho Boki 1st)

・Chartered Member of the Security Analysts Association of Japan(CMA)

・Certified Member of the Nippon Technical Analysts Association of Japan(CMTA)

・Passed Japanese Certified Public Accountants(JCPA) Examination course

・Programming: R, python, VBA, SAS, MATLAB, SQL and C++ 

Skills:

・Knowledge of Probabilities (including Stochastic Process)/Statistics/Machine Learning

・Knowledge of Financial Engineering and Mathematical Finance

Research Interests

The major research themes are 1. financial engineering (investment theory/time series analysis) and 2. application of machine learning/data mining to investment strategies.

In addition to writing academic papers, I also apply practical applications.

The theme of the research is to improve the finance by machine learning and, on the contrary, to develop the machine learning by the method of finance.

Teaching

University of Tsukuba (2020-2021)

Tokyo Institute of Technology (2019-)

The University of Tokyo (2020-2021)

Tokyo Metropolitan University (2021-)

Waseda University (2019-)

Keio University (2021)

Reviewer & PC Member

Expert Systems with Applications, Complexity, Financial Research Letters, Applied Economics Letters, Asia Pacific Financial Markets, Cybernetics and Systems, Transactions of the Japanese Society for Artificial Intelligence, Risks, Mathematics, Symmetry, Algorithms, Sustainability, Sensors, Journal of Risk and Finacial Management, Electronics, Risk Magazine, ECML PKDD, IJCNN, IAAI AAI