国立情報学研究所 金融スマートデータ研究センター

研究成果

発表論文

  • Fei Cheng, Yusuke Miyao. Classifying Temporal Relations by Bidirectional LSTM over Dependency Paths. The 55th annual meeting of the Association for Computational Linguistics (ACL), Vancouver, Canada, July 31 - August 2, 2017.
  • Takayuki Mizuno. A method to estimate company performance using global inter-firm relationships. 13th Econophysics Colloquium, Warsaw, Poland, July 5-7, 2017.
  • Kenta Yamada, Takayuki Mizuno. Relationships between market impact characteristics and order book properties. WEHIA 2017 (The 22nd annual Workshop on the Economic Science with Heterogeneous Interacting Agents), Milan, Italy, June 12-14, 2017.

学会などでの発表

  • 山田健太, 水野貴之, ティックデータを用いた取引コスト推計, CIGS「経済・社会への分野横断的研究会」, 東京都千代田区, 2017/9/26