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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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