Shinji KAKINAKA
Shinji KAKINAKA
Researcher, Data Science Dept., Nomura Securities Co., Ltd.
Email: kakinaka.shinji.d74 [at] kyoto-u.jp Email (work): shinji.kakinaka[at] nomura.com
Researcher, Data Science Dept., Nomura Securities Co., Ltd.
Email: kakinaka.shinji.d74 [at] kyoto-u.jp Email (work): shinji.kakinaka[at] nomura.com
Ph.D. Department of Applied Mathematics and Physics, Graduate School of Informatics, Kyoto University, Japan, 2023.
B.S. Department of Informatics and Mathematical Science, Faculty of Engineering, Kyoto University, Japan, 2018.
Complex systems, Quantitative finance, Empirical finance, Nonlinear dynamics, Cryptocurrency markets, Portfolio theory, Machine learning.
P.I. Zitis, S. Kakinaka, K. Umeno, M.P. Hanias, S.G. Stavrinides, S.M. Potirakis, "The Impact of COVID-19 on Cryptocurrency and Forex Markets Efficiency". Entropy (2024), To be appeared.
S. Kakinaka, T. Hayakawa, D. Kato, K. Umeno, "Fractal portfolio strategies: Does scale preference of investors matter?". Applied Economics Letters (2023), To be appeared. (pdf, website)
P.I. Zitis, S. Kakinaka, K. Umeno, M.P. Hanias, S.G. Stavrinides, S.M. Potirakis, "Investigating Dynamical Complexity and Fractal Characteristics of Bitcoin/US dollar and Euro/US dollar Exchange Rates Around the COVID-19 Outbreak". Entropy (2023), 25, 214 (pdf, website)
S. Kakinaka, K. Umeno, "Asymmetric volatility dynamics in cryptocurrency markets on multi-time scales."
Research in International Business and Finance (2022), 62, 101754 (pdf, website)
S. Kakinaka, K. Umeno, "Cryptocurrency market efficiency in short- and long-term horizons during COVID-19: An asymmetric multifractal analysis approach." Finance Research Letters (2022), 46, 102319 (pdf, website)
S. Kakinaka, K. Umeno, "Exploring asymmetric multifractal cross-correlations of price-volatility and asymmetric volatility dynamics in cryptocurrency markets." Physica A (2021), 581, 126237 (pdf, website)
S. Kakinaka, K. Umeno, "Flexible Two-point Selection Approach for Characteristic Function-based Parameter Estimation of Stable Laws."
Chaos (2020), 30, 073128 (pdf, website)
S. Kakinaka, K. Umeno, "Characterizing Cryptocurrency Market with Lévy’s Stable Distributions".
Journal of the Physical Society of Japan (2020), 89, 024802 (pdf, website)
ICT innovation, Kyoto University (Poster, Webinar). (2023.02)
The Japan Society for Industrial and Applied Mathematics (JSIAM), Hokkaido University, Webinar. (2022.09)
Econophysics Colloquium 2022, Webinar. (2022.08)
The Japanese Association of Financial Econometrics and Engineering (JAFEE), Webinar. (2021.08)
ICT innovation, Kyoto University (Poster, Webinar). (2021.02)
The Japan Society for Industrial and Applied Mathematics (JSIAM), Ehime University, Webinar. (2020.09)
The Japanese Association of Financial Econometrics and Engineering (JAFEE), Webinar. (2020.08)
The Japan Society for Industrial and Applied Mathematics (JSIAM), The university of Tokyo. (2019.09)
Seminar, The Institute of Statistics Mathematics (ISM), Tokyo. (2019.03)
Fluctuation and Noise Letters (1)
North American Journal of Economics and Finance (1)
International Review of Financial Analysis (1)
Annals of Operation Research (1)
Financial Innovation (1)
Journal of Economics and Finance (1)
Bloomberg Investment Contest- Finalist, Tokyo. (2019.11)
IMF-JICA Macroeconomist Training Program, Tokyo. (2019.01)
Kyoto University Young Scholars Overseas Visit Program (John Mung Program), University of Oxford, Oxford, UK. (2016.08-09)
Research Assistant (RA) for portfolio analysis, Joint research with Mizuho Information & Research Institute, Inc. (2020.08-present)
Teaching Assistant (TA) for English Communication, Kyoto University CO-OP (2020.04-present)
Research Assistant (OA) for analysis of financial asset fluctuation behaviors, Joint research with GCI Asset Management Inc. (2019.04-present)
Office Assistant (OA) for analysis of TV commercial related studies under supervision of Professor Ken Umeno, Kyoto University, Kyoto. (2018.04-08)
Mitsubishi-UFJ Trust Investment Technology Institute (MTEC). Mitsubishi-UFJ Financial Group, Tokyo. -Quantitative Analysis (2018.08-09)
Nomura Securities. -Data Scientist (2021.11-12)
Research Fellowship for Young Scientists, Japan Society for the Promotion of Science (JSPS) DC2 (2021.04)