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All Technical Committee Conferences (Searched in: All Years)
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Search Results: Conference Papers |
Conference Papers (Available on Advance Programs) (Sort by: Date Descending) |
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Committee |
Date Time |
Place |
Paper Title / Authors |
Abstract |
Paper # |
NLP |
2014-01-21 10:40 |
Hokkaido |
Niseko Park Hotel |
Long-short Strategy Based on the Nonlinear Portfolio Model with the DCC Model Satoshi Inose, Tomoya Suzuki, Kazuo Yamanaka (Ibaraki Univ.) NLP2013-131 |
The nonlinear portfolio model which we proposed in the previous studies (S.Inose, 2013) estimates future return rates by... [more] |
NLP2013-131 pp.13-18 |
NLP |
2014-01-21 11:00 |
Hokkaido |
Niseko Park Hotel |
Automated Forex Trading System Using the Nonlinear Portfolio Model Hirotake Wachi, Vu Tat Thanh, Satoshi Inose (Ibaraki Univ.), Atsushi Kannari (MS&AD), Tomoya Suzuki (Ibaraki Univ.) NLP2013-132 |
In our previous studies (S.Inose, 2013) the nonlinear portfolio model was proposed and its usefulness was confirmed in s... [more] |
NLP2013-132 pp.19-24 |
CAS, NLP |
2011-10-20 10:25 |
Shizuoka |
Shizuoka Univ. |
Stock Portfolio Management with Nonlinear Timeseries Prediction Satoshi Inose, Tomoya Suzuki (Ibaraki Univ.) CAS2011-34 NLP2011-61 |
Markowitz’s portfolio selection estimates a future return by the mean value of historical price movements,
and estimate... [more] |
CAS2011-34 NLP2011-61 pp.7-12 |
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