金融時系列解析
をテンプレートにして作成
開始行:
[[関連論文サーベイ]]
#contents
*書籍 [#gffb2517]
**データ・マイニング [#tdb4c4a3]
- [[Perception-based Data Mining and Decision Making in E...
- [[Data Mining in Finance: Advances in Relational and Hy...
**時系列解析 [#e1dc6054]
- Rによる時系列分析入門 08 ([[Amazon.co.jp:http://www.ama...
- 時系列解析入門 05 ([[Amazon.co.jp:http://www.amazon.co....
*サーベイ論文 [#f37ef8b1]
**フィナンシャル・データ・マイニング [#x290a1d6]
- Nicolas Navet, [[Shu-Heng Chen:http://www.aiecon.org/st...
- Dongsong Zhang, Lina Zhou: [[Discovering golden nuggets...
- [[Weigend, Andreas S.:http://weigend.com/]]: [[Data Min...
**時系列データ・マイニング [#ze36a745]
- Tao Li, Chang-Shing Perng, Sheng Ma: [[Guest editorial:...
- [[有村 博紀:http://www-ikn.ist.hokudai.ac.jp/~arim/]]: ...
- [[John F. Roddick:http://csem.flinders.edu.au/people/pa...
**市場予測 [#ld069303]
- Anthony S. Tay, Kenneth F. Wallis: [[Density forecastin...
- Monica Adya, Fred Collopy: [[How effective are neural n...
**ニューラル・ネットワーク (NN) [#v1467bfe]
- B. Vanstone and C.N.W. Tan: [[A Survey of the Applicati...
- Abu-Mostafa, Y.S.; Atiya, A.F.; Magdon-Ismail, M.; Whit...
**その他,不明 [#df51d9dd]
- Roy Rada: [[Expert systems and evolutionary computing f...
Volume 34, Issue 4, Pages 2232-2240 (2008)
- Marco P. Tucci: [[Guest Editorial: Special Issue on Sto...
*解説・チュートリアル [#f8689122]
**フィナンシャル・データ・マイニング [#oac92fdb]
- [[Hui Wang:http://www.dam.brown.edu/people/huiwang/]], ...
- Folke Rauscher: [[Data in Mining in Finance—An Ov...
**時系列データ・マイニング [#kd264e59]
- [[櫻井 保志:http://www.kecl.ntt.co.jp/csl/sirg/people/y...
- [[有村 博紀:http://www-ikn.ist.hokudai.ac.jp/~arim/]], ...
- [[Alberto Lerner:http://www.cs.nyu.edu/~lerner/]], [[De...
**取引戦略学習 [#yc2697a6]
***強化学習 [#d4f8fb74]
- [[松井 藤五郎:http://xn--p8ja5bwe1i.jp]], 後藤卓: 強化...
- [[松井 藤五郎:http://xn--p8ja5bwe1i.jp]]: カブロボへの...
***GA (Genetic Algorithms) [#g9258053]
- Adrian E. Drake, Robert E. Marks: [[Genetic Algorithms ...
***GP (Genetic Programming) [#a8aa3978]
- Colin Frayn: [[Genetic Programming in Finance.:http://w...
- [[Shu-Heng Chen:http://www.aiecon.org/staff/shc/E_Vita....
***ニューラル・ネットワーク (NN) [#r9374ae3]
- Defu Zhang, Qingshan Jiang, Xin Li: Application of Neur...
**オプション・プライシング [#l56dd4c6]
***強化学習 [#b25dc09f]
- Benjamin Van Roy: [[Temporal-Difference Learning and Ap...
*特集 [#r45ceaec]
- 寺野隆雄, 松井藤五郎, 和泉潔 (Eds.): 特集「ファイナンス...
- Tao Li, Chang-Shing Perng, Sheng Ma (Eds.): [[Special ...
- Diem Ho, Jacques Janssen (Eds.): [[Special Issue: Stoch...
- Marco P. Tucci: [[Special Issue: Stochastic Optimizatio...
- Hui Wang and Andreas S. Weigend (Eds.): [[Special Issue...
- Abu-Mostafa, Y.S.; Atiya, A.F.; Magdon-Ismail, M.; Whit...
- Allan Timmermann (Ed.): [[Special Issue: Density Foreca...
- Elmar Steurer (Ed.): [[Special Issue: Machine Learning ...
- Apostolos Paul Refenes and Halbert White (Eds.): [[Spec...
*論文 [#z17773f3]
**フィナンシャル・データ・マイニング [#h3dec1d4]
- Phichhang Ou, Hengshan Wang: [[Prediction of Stock Mark...
- Yaqiong Pan: [[Evaluation of Foreign Exchange Risk Base...
- Michail Vlachos, Kun-Lung Wu, Shyh-Kwei Chen, Philip S....
- Chin-Sheng Chen, Joaquim Filipe, Isabel Seruca, Jos...
- Longbing Cao, Chengqi Zhang: [[F-trade: An agent-mining...
- Véronique Plihon, Fei Wu, Georges Gardarin: [[A Fi...
- Gholamreza Nakhaeizadeh: From Data Mining in Finance to...
- Robert Dornau: [[Shock around the clock—On the ca...
**時系列データ・マイニング [#m8111c13]
- Jessica Lin, Eamonn Keogh, Li Wei, Stefano Lonardi: [[E...
**取引戦略学習 [#b5e06340]
***強化学習 [#le7925b6]
- Tohgoroh Matsui, Takashi Goto, Kiyoshi Izumi: [[Acquiri...
- 間普 真吾, 平澤 宏太郎, 古月 敬之 (早稲田大学): 強化学...
- Francesco Bertoluzzo, Marco Corazza: [[Making Financial...
- Jae Won Lee, Jonghun Park, Jangmin O, Jongwoo Lee, Euys...
- Yuriy Nevmyvaka, Yi Feng, Michael Kearns: [[Reinforceme...
- Jangmin O, Jongwoo Lee, Jae Won Lee, Byoung-Tak Zhang: ...
- Alexander A. Sherstov, Peter Stone: [[Three Automated S...
- Hryshko, A.; Downs, T.: [[A system for electricity trad...
- Bates, R.G.; Dempster, M.A.H.; Romahi, Y.S.: [[Evolutio...
- Gold, C.: [[FX trading via recurrent reinforcement lear...
- Jae Won LEE, Sung-Dong KIM, Jongwoo LEE, Jinseok CHAE: ...
- M. A. H. Dempster, Y. S. Romahi: [[Intraday FX Trading:...
- Pen-Yang Liao, Jiah-Shing Chen: [[Dynamic trading strat...
- Moody, J. and Saffell, M.: [[Learning to trade via dire...
- Dempster, M.A.H., Payne, T.W., Romahi, Y., and Thompson...
-John Moody and Matthew Saffell: [[Reinforcement Learning...
- John Moody, Lizhong Wu, Yuansong Liao, Matthew Saffell:...
''口頭発表など''
- 松井 藤五郎 (東京理科大学), 後藤 卓 (三菱東京UFJ銀行), ...
- 松井 藤五郎 (東京理科大学), 後藤 卓 (三菱東京UFJ銀行), ...
- 謝 孟春, 児玉 吉晃 (和歌山工業高等専門学校): [[株式取引...
- 児玉 吉晃, 謝 孟春 (和歌山工業高等専門学校): [[強化学習...
- 松井 藤五郎, 大和田 勇人 (東京理科大学): 強化学習を用い...
- 吉本 昌弘, 藤森 成一, 佐々木 将士 (東海大学): [[AHPを導...
- 松井 藤五郎, 大和田 勇人 (東京理科大学): 強化学習を用い...
- 松井 藤五郎, 大和田 勇人 (東京理科大学): 強化学習を用い...
- 松井 藤五郎, 大和田 勇人 (東京理科大学): 株式取引エージ...
***動的計画法 [#a24e1ae0]
- Jiarui Han, Tze Leung Lai, Viktor Spivakovsky: [[Approx...
- Gerald Tesauro, Jonathan L. Bredin: [[Strategic sequent...
- Hiromitsu Hattori, Makoto Yokoo, Yuko Sakurai, Toramats...
***GA (Genetic Algorithms) [#qffcdc09]
- Hochan Kima and Sungmin Hurb: [[Effect of foreign excha...
- Longbing Cao, Dan Luo, Chengqi Zhang: [[Fuzzy Genetic A...
- Serge Hayward: [[Genetically Optimized Artificial Neura...
- Hryshko, A.; Downs, T.: [[A system for electricity trad...
- C. Lawrenz, F. Westerhoff: [[Modeling Exchange Rate Beh...
- Hryshko, A.; Downs, T.: [[An implementation of genetic ...
- M. A. H. Dempster, Y. S. Romahi: [[Intraday FX Trading:...
- Risto Karjalainen: [[Evolving technical trading rules f...
Franklin Allen and Risto Karjalainen: [[Using genetic alg...
- Shin, Kyung-shik; Kim, Kyoung-jae; Han, Ingoo: [[Financ...
''口頭発表など''
- 平林 明憲, 伊庭 斉志 (東京大学): 遺伝的アルゴリズムによ...
- 平林 明憲, 伊庭 斉志 (東京大学): 遺伝的アルゴリズムによ...
***GP (Genetic Programming) [#cbaaa3a4]
- Yan Chen, Shingo Mabu, Kaoru Shimada, and Kotaro Hirasa...
- Martinez-Jaramillo, S.; Tsang, E.P.K.: [[An Heterogeneo...
- [[Shu-Heng Chen:http://www.aiecon.org/staff/shc/E_Vita....
- Ping-Chen Lin, Jiah-Shing Chen: [[FuzzyTree crossover f...
- Jean-Yves Potvin, Patrick Sorianoa, and Maxime Vall...
- Dempster, M.A.H., Payne, T.W., Romahi, Y., and Thompson...
- Christopher Neelya, Paul Wellera and Rob Dittmar: [[Is ...
***ニューラル・ネットワーク (NN) [#z274f919]
- Francesco Bertoluzzo, Marco Corazza: [[Making Financial...
- Serge Hayward: [[Genetically Optimized Artificial Neura...
- Gold, C.: [[FX trading via recurrent reinforcement lear...
- Risto Karjalainen: [[Evolving technical trading rules f...
- Tino, P., Schittenkopf, C., and Dorffner, G.: [[Fin...
***学習クラシファイアー・システム (LCS) [#m04e5531]
- Benjamin Penyang Liao: Learning Classifier System for P...
- Christopher Stone and Larry Bull: [[Foreign Exchange Tr...
-Luca Beltrametti, Riccardo Fiorentini, Luigi Marengo, an...
***サポート・ベクター・マシン (SVM),サポート・ベクター回...
- Giovanni Montana and Francesco Parrella: [[Learning to ...
**市場予測 [#t8844058]
***GA (Genetic Algorithms) [#ya767bae]
- Lixin Yu, Yan-Qing Zhang: [[Evolutionary fuzzy neural n...
- Dhar, V. and Chou, D.: [[A comparison of nonlinear met...
- Vasant Dhar, Dashin Chou, Foster Provost: [[Discovering...
- [[Shu-Heng Chen:http://www.aiecon.org/staff/shc/E_Vita....
- [[Shu-Heng Chen:http://www.aiecon.org/staff/shc/E_Vita....
- [[Shu-Heng Chen:http://www.aiecon.org/staff/shc/E_Vita....
- [[Shu-Heng Chen:http://www.aiecon.org/staff/shc/E_Vita....
- [[Shu-Heng Chen:http://www.aiecon.org/staff/shc/E_Vita....
- [[Shu-Heng Chen:http://www.aiecon.org/staff/shc/E_Vita....
- [[Shu-Heng Chen:http://www.aiecon.org/staff/shc/E_Vita....
- [[Shu-Heng Chen:http://www.aiecon.org/staff/shc/E_Vita....
***GP (Genetic Programming) [#gcaf94b6]
- Wo-Chiang Lee: [[Forecasting high-frequency financial d...
- [[Shu-Heng Chen:http://www.aiecon.org/staff/shc/E_Vita....
- Iba, H.; Nikolaev, N.: [[Genetic programming polynomial...
- [[Shu-Heng Chen:http://www.aiecon.org/staff/shc/E_Vita....
***ニューラル・ネットワーク (NN) [#x02d3418]
- Altaf Hossain, Faisal Zaman, M. Nasser, M. Mufakhkharul...
- Wo-Chiang Lee: [[Forecasting high-frequency financial d...
- Shuxiang Xu, Ming Zhang: [[A New Adaptive Neural Networ...
- Z. Zhu, H. He, J. A. Starzyk, C. Tseng: [[Self-organizi...
- Vincent C.S. Lee and Hsiao Tshung Wong: [[A multivariat...
- Yan-Qing Zhang, Xuhui Wan: [[Statistical fuzzy interval...
- Kyoung-jae Kim: [[Artificial neural networks with evolu...
- Serge Hayward: [[Quantitative Forecasting and Modeling ...
- Sarunas Raudys, Indre Zliobaite: [[Prediction of Commod...
- Lixin Yu, Yan-Qing Zhang: [[Evolutionary fuzzy neural n...
- Serge Hayward: [[Evolutionary Artificial Neural Network...
- White, H. and Racine, J.: [[Statistical inference, the ...
- Xiaohong Chen, Racine, J., and Swanson, N.R.: [[Semipar...
- Medeiros, M.C., Veiga, A., and Pedreira, C.E.: [[Modeli...
- Refenes, A.-P.N. and Holt, W.T.: [[Forecasting volatil...
- Dhar, V. and Chou, D.: [[A comparison of nonlinear met...
- James W. Taylor: [[A quantile regression neural network...
- Christian Schittenkopf, Georg Dorffner, Engelbert J. Do...
- Ulrich Anders, Olaf Korn, Christian Schmitt: [[Improvin...
- Ramazan Gençay, Thanasis Stengos: [[Moving average...
- Marie Cottrell, Bernard Girard, Patrick Rousset: [[Fore...
- Arnfried Ossen, Stefan M. Rüger: [[Weight space an...
***強化学習 [#af914bb5]
- Li, H.; Dagli, C.H.; Enke, D.: [[Forecasting series-bas...
***隠れマルコフ・モデル (HMM) [#rd8e3465]
- Andreas S. Weigend, Shanming Shi: [[Predicting daily pr...
***決定木 [#w74aa45f]
- Lay-Ki Soon and Sang Ho Lee: [[Explorative Data Mining ...
***焼きなまし法 (Simulated Annealing, SA) [#y73199d7]
- Ingber, L. and Mondescu, R.P.: [[Optimization of tradin...
***EMアルゴリズム [#q00ce07e]
- Abu-Mostafa, Y.S.: [[Financial model calibration using ...
***サポート・ベクター・マシン (SVM) [#g61ba966]
- Altaf Hossain, Faisal Zaman, M. Nasser, M. Mufakhkharul...
- Van Gestel, T., Suykens, J.A.K., Baestaens, D.-E., ...
***ノンパラメトリック [#n91ab489]
- Lay-Ki Soon, Sang Ho Lee: [[An empirical study of simil...
- Michael P. Clements, Jeremy Smith: [[Evaluating the for...
- Clive W. J. Granger, Chor-Yiu Sin: [[Modelling the abso...
- Stefan Mittnik, Marc S. Paolella: [[Conditional density...
- Jan G. De Gooijer, Dawit Zerom: [[Kernel-based multiste...
Vol. 19, No. 4, pp. 335-353 (2000).
- Back, Andrew D.; Weigend, Andreas S.: [[A First Applica...
***その他・不明 [#xa765624]
- Depei Bao: [[A generalized model for financial time ser...
- Hans-Martin Krolzig, Juan Toro: [[Multiperiod forecasti...
- Edward Tsang, Paul Yung, Jin Li: [[EDDIE-Automation, a ...
- Francis E. H. Tay and Lixiang Shen: [[Economic and fina...
- Bai-Ling Zhang, Coggins, R., Jabri, M.A., Dersch, D., a...
- Dhar, V. and Chou, D.: [[A comparison of nonlinear met...
- Elizaveta Krylova: Time delay reconstruction of embedde...
-Frances B. Shin, David H. Kil: [[Classification Cramer-R...
**オプション・プライシング [#m082b450]
***ニューラル・ネットワーク (NN) [#v20c2a78]
- Tsitsiklis, J.N. and Van Roy, B.: [[Regression methods ...
- Magdon-Ismail, M.: [[The equivalent martingale measure:...
- Schittenkopf, C. and Dorffner, G.: [[Risk-neutral densi...
- Gencay, R. and Min Qi: [[Pricing and hedging derivative...
- Zimmermann, H.G., Neuneier, R., and Grothmann, R.: [[Mu...
***GP (Genetic Programming) [#r061a2b7]
-Keber, C. and Schuster, M.G.: [[Evolutionary computation...
**不正検出 [#s7130fc0]
-Siddhartha Bhattacharyya, Sanjeev Jha, Kurian Tharakunne...
-Suvasini Panigrahi, Amlan Kundu, Shamik Sural, and A.K....
-Efstathios Kirkos, Charalambos Spathis, Yannis Manolopou...
**その他 [#m039da41]
***ニューラル・ネットワーク [#na2a4a4a]
- Zan Huang, Hsinchun Chen, Chia-Jung Hsu, Wun-Hwa Chen, ...
- Monica Lam: [[Neural network techniques for financial p...
- Carlos Serrano-Cinca: [[From financial information to s...
**不明・未分類 [#ae1f058b]
- Chung-Tsen Tsao: [[Ranking stocks using the fuzzy multi...
- Jo Ting, Tak-chung Fu, Fu-lai Chung: [[Mining of Stock ...
- Kumar Mehta, Siddhartha Bhattacharyya: [[Adequacy of tr...
- F. Murtagh, J. L. Starck, O. Renaud: [[On neuro-wavelet...
- Andy Pasley, Jim Austin: [[Distribution forecasting of ...
- William Leigh, Naval Modani, Ross Hightower: [[A comput...
*情報源 [#l767864d]
- 情報論的学習理論と機械学習の「朱鷺の杜Wiki」: [[時系列:...
- 情報論的学習理論と機械学習の「朱鷺の杜Wiki」: [[データ...
終了行:
[[関連論文サーベイ]]
#contents
*書籍 [#gffb2517]
**データ・マイニング [#tdb4c4a3]
- [[Perception-based Data Mining and Decision Making in E...
- [[Data Mining in Finance: Advances in Relational and Hy...
**時系列解析 [#e1dc6054]
- Rによる時系列分析入門 08 ([[Amazon.co.jp:http://www.ama...
- 時系列解析入門 05 ([[Amazon.co.jp:http://www.amazon.co....
*サーベイ論文 [#f37ef8b1]
**フィナンシャル・データ・マイニング [#x290a1d6]
- Nicolas Navet, [[Shu-Heng Chen:http://www.aiecon.org/st...
- Dongsong Zhang, Lina Zhou: [[Discovering golden nuggets...
- [[Weigend, Andreas S.:http://weigend.com/]]: [[Data Min...
**時系列データ・マイニング [#ze36a745]
- Tao Li, Chang-Shing Perng, Sheng Ma: [[Guest editorial:...
- [[有村 博紀:http://www-ikn.ist.hokudai.ac.jp/~arim/]]: ...
- [[John F. Roddick:http://csem.flinders.edu.au/people/pa...
**市場予測 [#ld069303]
- Anthony S. Tay, Kenneth F. Wallis: [[Density forecastin...
- Monica Adya, Fred Collopy: [[How effective are neural n...
**ニューラル・ネットワーク (NN) [#v1467bfe]
- B. Vanstone and C.N.W. Tan: [[A Survey of the Applicati...
- Abu-Mostafa, Y.S.; Atiya, A.F.; Magdon-Ismail, M.; Whit...
**その他,不明 [#df51d9dd]
- Roy Rada: [[Expert systems and evolutionary computing f...
Volume 34, Issue 4, Pages 2232-2240 (2008)
- Marco P. Tucci: [[Guest Editorial: Special Issue on Sto...
*解説・チュートリアル [#f8689122]
**フィナンシャル・データ・マイニング [#oac92fdb]
- [[Hui Wang:http://www.dam.brown.edu/people/huiwang/]], ...
- Folke Rauscher: [[Data in Mining in Finance—An Ov...
**時系列データ・マイニング [#kd264e59]
- [[櫻井 保志:http://www.kecl.ntt.co.jp/csl/sirg/people/y...
- [[有村 博紀:http://www-ikn.ist.hokudai.ac.jp/~arim/]], ...
- [[Alberto Lerner:http://www.cs.nyu.edu/~lerner/]], [[De...
**取引戦略学習 [#yc2697a6]
***強化学習 [#d4f8fb74]
- [[松井 藤五郎:http://xn--p8ja5bwe1i.jp]], 後藤卓: 強化...
- [[松井 藤五郎:http://xn--p8ja5bwe1i.jp]]: カブロボへの...
***GA (Genetic Algorithms) [#g9258053]
- Adrian E. Drake, Robert E. Marks: [[Genetic Algorithms ...
***GP (Genetic Programming) [#a8aa3978]
- Colin Frayn: [[Genetic Programming in Finance.:http://w...
- [[Shu-Heng Chen:http://www.aiecon.org/staff/shc/E_Vita....
***ニューラル・ネットワーク (NN) [#r9374ae3]
- Defu Zhang, Qingshan Jiang, Xin Li: Application of Neur...
**オプション・プライシング [#l56dd4c6]
***強化学習 [#b25dc09f]
- Benjamin Van Roy: [[Temporal-Difference Learning and Ap...
*特集 [#r45ceaec]
- 寺野隆雄, 松井藤五郎, 和泉潔 (Eds.): 特集「ファイナンス...
- Tao Li, Chang-Shing Perng, Sheng Ma (Eds.): [[Special ...
- Diem Ho, Jacques Janssen (Eds.): [[Special Issue: Stoch...
- Marco P. Tucci: [[Special Issue: Stochastic Optimizatio...
- Hui Wang and Andreas S. Weigend (Eds.): [[Special Issue...
- Abu-Mostafa, Y.S.; Atiya, A.F.; Magdon-Ismail, M.; Whit...
- Allan Timmermann (Ed.): [[Special Issue: Density Foreca...
- Elmar Steurer (Ed.): [[Special Issue: Machine Learning ...
- Apostolos Paul Refenes and Halbert White (Eds.): [[Spec...
*論文 [#z17773f3]
**フィナンシャル・データ・マイニング [#h3dec1d4]
- Phichhang Ou, Hengshan Wang: [[Prediction of Stock Mark...
- Yaqiong Pan: [[Evaluation of Foreign Exchange Risk Base...
- Michail Vlachos, Kun-Lung Wu, Shyh-Kwei Chen, Philip S....
- Chin-Sheng Chen, Joaquim Filipe, Isabel Seruca, Jos...
- Longbing Cao, Chengqi Zhang: [[F-trade: An agent-mining...
- Véronique Plihon, Fei Wu, Georges Gardarin: [[A Fi...
- Gholamreza Nakhaeizadeh: From Data Mining in Finance to...
- Robert Dornau: [[Shock around the clock—On the ca...
**時系列データ・マイニング [#m8111c13]
- Jessica Lin, Eamonn Keogh, Li Wei, Stefano Lonardi: [[E...
**取引戦略学習 [#b5e06340]
***強化学習 [#le7925b6]
- Tohgoroh Matsui, Takashi Goto, Kiyoshi Izumi: [[Acquiri...
- 間普 真吾, 平澤 宏太郎, 古月 敬之 (早稲田大学): 強化学...
- Francesco Bertoluzzo, Marco Corazza: [[Making Financial...
- Jae Won Lee, Jonghun Park, Jangmin O, Jongwoo Lee, Euys...
- Yuriy Nevmyvaka, Yi Feng, Michael Kearns: [[Reinforceme...
- Jangmin O, Jongwoo Lee, Jae Won Lee, Byoung-Tak Zhang: ...
- Alexander A. Sherstov, Peter Stone: [[Three Automated S...
- Hryshko, A.; Downs, T.: [[A system for electricity trad...
- Bates, R.G.; Dempster, M.A.H.; Romahi, Y.S.: [[Evolutio...
- Gold, C.: [[FX trading via recurrent reinforcement lear...
- Jae Won LEE, Sung-Dong KIM, Jongwoo LEE, Jinseok CHAE: ...
- M. A. H. Dempster, Y. S. Romahi: [[Intraday FX Trading:...
- Pen-Yang Liao, Jiah-Shing Chen: [[Dynamic trading strat...
- Moody, J. and Saffell, M.: [[Learning to trade via dire...
- Dempster, M.A.H., Payne, T.W., Romahi, Y., and Thompson...
-John Moody and Matthew Saffell: [[Reinforcement Learning...
- John Moody, Lizhong Wu, Yuansong Liao, Matthew Saffell:...
''口頭発表など''
- 松井 藤五郎 (東京理科大学), 後藤 卓 (三菱東京UFJ銀行), ...
- 松井 藤五郎 (東京理科大学), 後藤 卓 (三菱東京UFJ銀行), ...
- 謝 孟春, 児玉 吉晃 (和歌山工業高等専門学校): [[株式取引...
- 児玉 吉晃, 謝 孟春 (和歌山工業高等専門学校): [[強化学習...
- 松井 藤五郎, 大和田 勇人 (東京理科大学): 強化学習を用い...
- 吉本 昌弘, 藤森 成一, 佐々木 将士 (東海大学): [[AHPを導...
- 松井 藤五郎, 大和田 勇人 (東京理科大学): 強化学習を用い...
- 松井 藤五郎, 大和田 勇人 (東京理科大学): 強化学習を用い...
- 松井 藤五郎, 大和田 勇人 (東京理科大学): 株式取引エージ...
***動的計画法 [#a24e1ae0]
- Jiarui Han, Tze Leung Lai, Viktor Spivakovsky: [[Approx...
- Gerald Tesauro, Jonathan L. Bredin: [[Strategic sequent...
- Hiromitsu Hattori, Makoto Yokoo, Yuko Sakurai, Toramats...
***GA (Genetic Algorithms) [#qffcdc09]
- Hochan Kima and Sungmin Hurb: [[Effect of foreign excha...
- Longbing Cao, Dan Luo, Chengqi Zhang: [[Fuzzy Genetic A...
- Serge Hayward: [[Genetically Optimized Artificial Neura...
- Hryshko, A.; Downs, T.: [[A system for electricity trad...
- C. Lawrenz, F. Westerhoff: [[Modeling Exchange Rate Beh...
- Hryshko, A.; Downs, T.: [[An implementation of genetic ...
- M. A. H. Dempster, Y. S. Romahi: [[Intraday FX Trading:...
- Risto Karjalainen: [[Evolving technical trading rules f...
Franklin Allen and Risto Karjalainen: [[Using genetic alg...
- Shin, Kyung-shik; Kim, Kyoung-jae; Han, Ingoo: [[Financ...
''口頭発表など''
- 平林 明憲, 伊庭 斉志 (東京大学): 遺伝的アルゴリズムによ...
- 平林 明憲, 伊庭 斉志 (東京大学): 遺伝的アルゴリズムによ...
***GP (Genetic Programming) [#cbaaa3a4]
- Yan Chen, Shingo Mabu, Kaoru Shimada, and Kotaro Hirasa...
- Martinez-Jaramillo, S.; Tsang, E.P.K.: [[An Heterogeneo...
- [[Shu-Heng Chen:http://www.aiecon.org/staff/shc/E_Vita....
- Ping-Chen Lin, Jiah-Shing Chen: [[FuzzyTree crossover f...
- Jean-Yves Potvin, Patrick Sorianoa, and Maxime Vall...
- Dempster, M.A.H., Payne, T.W., Romahi, Y., and Thompson...
- Christopher Neelya, Paul Wellera and Rob Dittmar: [[Is ...
***ニューラル・ネットワーク (NN) [#z274f919]
- Francesco Bertoluzzo, Marco Corazza: [[Making Financial...
- Serge Hayward: [[Genetically Optimized Artificial Neura...
- Gold, C.: [[FX trading via recurrent reinforcement lear...
- Risto Karjalainen: [[Evolving technical trading rules f...
- Tino, P., Schittenkopf, C., and Dorffner, G.: [[Fin...
***学習クラシファイアー・システム (LCS) [#m04e5531]
- Benjamin Penyang Liao: Learning Classifier System for P...
- Christopher Stone and Larry Bull: [[Foreign Exchange Tr...
-Luca Beltrametti, Riccardo Fiorentini, Luigi Marengo, an...
***サポート・ベクター・マシン (SVM),サポート・ベクター回...
- Giovanni Montana and Francesco Parrella: [[Learning to ...
**市場予測 [#t8844058]
***GA (Genetic Algorithms) [#ya767bae]
- Lixin Yu, Yan-Qing Zhang: [[Evolutionary fuzzy neural n...
- Dhar, V. and Chou, D.: [[A comparison of nonlinear met...
- Vasant Dhar, Dashin Chou, Foster Provost: [[Discovering...
- [[Shu-Heng Chen:http://www.aiecon.org/staff/shc/E_Vita....
- [[Shu-Heng Chen:http://www.aiecon.org/staff/shc/E_Vita....
- [[Shu-Heng Chen:http://www.aiecon.org/staff/shc/E_Vita....
- [[Shu-Heng Chen:http://www.aiecon.org/staff/shc/E_Vita....
- [[Shu-Heng Chen:http://www.aiecon.org/staff/shc/E_Vita....
- [[Shu-Heng Chen:http://www.aiecon.org/staff/shc/E_Vita....
- [[Shu-Heng Chen:http://www.aiecon.org/staff/shc/E_Vita....
- [[Shu-Heng Chen:http://www.aiecon.org/staff/shc/E_Vita....
***GP (Genetic Programming) [#gcaf94b6]
- Wo-Chiang Lee: [[Forecasting high-frequency financial d...
- [[Shu-Heng Chen:http://www.aiecon.org/staff/shc/E_Vita....
- Iba, H.; Nikolaev, N.: [[Genetic programming polynomial...
- [[Shu-Heng Chen:http://www.aiecon.org/staff/shc/E_Vita....
***ニューラル・ネットワーク (NN) [#x02d3418]
- Altaf Hossain, Faisal Zaman, M. Nasser, M. Mufakhkharul...
- Wo-Chiang Lee: [[Forecasting high-frequency financial d...
- Shuxiang Xu, Ming Zhang: [[A New Adaptive Neural Networ...
- Z. Zhu, H. He, J. A. Starzyk, C. Tseng: [[Self-organizi...
- Vincent C.S. Lee and Hsiao Tshung Wong: [[A multivariat...
- Yan-Qing Zhang, Xuhui Wan: [[Statistical fuzzy interval...
- Kyoung-jae Kim: [[Artificial neural networks with evolu...
- Serge Hayward: [[Quantitative Forecasting and Modeling ...
- Sarunas Raudys, Indre Zliobaite: [[Prediction of Commod...
- Lixin Yu, Yan-Qing Zhang: [[Evolutionary fuzzy neural n...
- Serge Hayward: [[Evolutionary Artificial Neural Network...
- White, H. and Racine, J.: [[Statistical inference, the ...
- Xiaohong Chen, Racine, J., and Swanson, N.R.: [[Semipar...
- Medeiros, M.C., Veiga, A., and Pedreira, C.E.: [[Modeli...
- Refenes, A.-P.N. and Holt, W.T.: [[Forecasting volatil...
- Dhar, V. and Chou, D.: [[A comparison of nonlinear met...
- James W. Taylor: [[A quantile regression neural network...
- Christian Schittenkopf, Georg Dorffner, Engelbert J. Do...
- Ulrich Anders, Olaf Korn, Christian Schmitt: [[Improvin...
- Ramazan Gençay, Thanasis Stengos: [[Moving average...
- Marie Cottrell, Bernard Girard, Patrick Rousset: [[Fore...
- Arnfried Ossen, Stefan M. Rüger: [[Weight space an...
***強化学習 [#af914bb5]
- Li, H.; Dagli, C.H.; Enke, D.: [[Forecasting series-bas...
***隠れマルコフ・モデル (HMM) [#rd8e3465]
- Andreas S. Weigend, Shanming Shi: [[Predicting daily pr...
***決定木 [#w74aa45f]
- Lay-Ki Soon and Sang Ho Lee: [[Explorative Data Mining ...
***焼きなまし法 (Simulated Annealing, SA) [#y73199d7]
- Ingber, L. and Mondescu, R.P.: [[Optimization of tradin...
***EMアルゴリズム [#q00ce07e]
- Abu-Mostafa, Y.S.: [[Financial model calibration using ...
***サポート・ベクター・マシン (SVM) [#g61ba966]
- Altaf Hossain, Faisal Zaman, M. Nasser, M. Mufakhkharul...
- Van Gestel, T., Suykens, J.A.K., Baestaens, D.-E., ...
***ノンパラメトリック [#n91ab489]
- Lay-Ki Soon, Sang Ho Lee: [[An empirical study of simil...
- Michael P. Clements, Jeremy Smith: [[Evaluating the for...
- Clive W. J. Granger, Chor-Yiu Sin: [[Modelling the abso...
- Stefan Mittnik, Marc S. Paolella: [[Conditional density...
- Jan G. De Gooijer, Dawit Zerom: [[Kernel-based multiste...
Vol. 19, No. 4, pp. 335-353 (2000).
- Back, Andrew D.; Weigend, Andreas S.: [[A First Applica...
***その他・不明 [#xa765624]
- Depei Bao: [[A generalized model for financial time ser...
- Hans-Martin Krolzig, Juan Toro: [[Multiperiod forecasti...
- Edward Tsang, Paul Yung, Jin Li: [[EDDIE-Automation, a ...
- Francis E. H. Tay and Lixiang Shen: [[Economic and fina...
- Bai-Ling Zhang, Coggins, R., Jabri, M.A., Dersch, D., a...
- Dhar, V. and Chou, D.: [[A comparison of nonlinear met...
- Elizaveta Krylova: Time delay reconstruction of embedde...
-Frances B. Shin, David H. Kil: [[Classification Cramer-R...
**オプション・プライシング [#m082b450]
***ニューラル・ネットワーク (NN) [#v20c2a78]
- Tsitsiklis, J.N. and Van Roy, B.: [[Regression methods ...
- Magdon-Ismail, M.: [[The equivalent martingale measure:...
- Schittenkopf, C. and Dorffner, G.: [[Risk-neutral densi...
- Gencay, R. and Min Qi: [[Pricing and hedging derivative...
- Zimmermann, H.G., Neuneier, R., and Grothmann, R.: [[Mu...
***GP (Genetic Programming) [#r061a2b7]
-Keber, C. and Schuster, M.G.: [[Evolutionary computation...
**不正検出 [#s7130fc0]
-Siddhartha Bhattacharyya, Sanjeev Jha, Kurian Tharakunne...
-Suvasini Panigrahi, Amlan Kundu, Shamik Sural, and A.K....
-Efstathios Kirkos, Charalambos Spathis, Yannis Manolopou...
**その他 [#m039da41]
***ニューラル・ネットワーク [#na2a4a4a]
- Zan Huang, Hsinchun Chen, Chia-Jung Hsu, Wun-Hwa Chen, ...
- Monica Lam: [[Neural network techniques for financial p...
- Carlos Serrano-Cinca: [[From financial information to s...
**不明・未分類 [#ae1f058b]
- Chung-Tsen Tsao: [[Ranking stocks using the fuzzy multi...
- Jo Ting, Tak-chung Fu, Fu-lai Chung: [[Mining of Stock ...
- Kumar Mehta, Siddhartha Bhattacharyya: [[Adequacy of tr...
- F. Murtagh, J. L. Starck, O. Renaud: [[On neuro-wavelet...
- Andy Pasley, Jim Austin: [[Distribution forecasting of ...
- William Leigh, Naval Modani, Ross Hightower: [[A comput...
*情報源 [#l767864d]
- 情報論的学習理論と機械学習の「朱鷺の杜Wiki」: [[時系列:...
- 情報論的学習理論と機械学習の「朱鷺の杜Wiki」: [[データ...
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