Research Center for Financial Smart Data, National Institute of Informatics

Achievements

International Publications

  • 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.
  • Fei Cheng, Yusuke Miyao. Inducing Temporal Relations from the Time Anchor Annotation. The 16th Annual Conference of the North American Chapter of the Association for Computational Linguistics: Human Language Technologies (NAACL-HLT). New Orleans, United States, June 1-6, 2018.

Presentations

  • 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
  • Kenta Yamada, Takayuki Mizuno. Relationships between market impact characteristics and order book properties. IEEE Big Data 2017 Workshops (2nd International Workshop on Application of Big Data for Computational Social Science), Boston, USA, December 11, 2017.
  • Takayuki Mizuno, Kenta Yamada. Nowcasting firm's financial standing using global inter-firm relationships. The 11th International Conference on Computational and Financial Econometrics (CFE 2017), London, UK, December 16-18, 2017.
  • Kenta Yamada, Takayuki Mizuno. Estimation of market impact cost using high frequency execution and order book data. The 11th International Conference on Computational and Financial Econometrics (CFE 2017), London, UK, December 16-18, 2017.
  • Fei Cheng, 宮尾祐介. 時刻アノテーションから導出した時間順序関係による時間情報解析. 言語処理学会第24回年次大会(NLP2018), 岡山, 2018年3月12日-16日
  • Jason Bennett, 野原崇史, Fei Cheng, 石田隆, 宮尾祐介. 経済記事からの不祥事報道検知. 言語処理学会第24回年次大会(NLP2018), 岡山, 2018年3月12日-16日
  • 山田健太, 水野貴之, Estimation of daily market impact using limit order book information,日本経済学会2019年度春季大会, 東京都, 2019年6月8日-9日
  • Fei Cheng, Yusuke Miyao. Predicting Event Time by Classifying Sub-Level Temporal Relations Induced from a Unified Representation of Time Anchors. arXiv preprint. August, 2020.