Details of a Researcher - Takahashi, Hiroshi

Papers - Takahashi, Hiroshi

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Text analysis on the stock market in the automotive industry through fake news generated by GPT-2

Nishi, Y and Suge, A and Takahashi, H

Proceedings of the Artificial Intelligence of and for Business 2019

大規模言語生成モデルによる分類精度の向上 LSTM による TOPIX Core30 企業の分類分析

横幹連合コンファレンス予稿集第 10 回横幹連合コンファレンス 2019

日本の労働分配率の低下を防ぐための政策提言の可能性について

高橋大志

2019

Single Work

Empirical analysis of the relationship between the characteristics of company executives observed through facial emotions and their companies - Analysis of Nikkei 225 firms -

SAISHO Atsutaka, SUGE Aiko, TAKAHASHI Hiroshi

JSAI Technical Report, Type 2 SIG (The Japanese Society for Artificial Intelligence) 2018 ( BI-010 ) 10 2018.09

Company executives play an important role in corporate activities. In this research, we focus onthe characteristics of the top executive of each company, who make the important decisions. We attemptto measure the facial emotional score of these executives from the photographs published on their firm'sannual report. In addition, we create a narcissism index from the number of times these executives appearon their reports. Finally, we analyze how these emotional scores or narcissism indexes relate with theircompany's performance and behavior.

Measurement of Synergy Effect between business and Relevance in M&A

MATSUMOTO Yusuke, SUGE Aiko, TAKAHASHI Hiroshi

JSAI Technical Report, Type 2 SIG (The Japanese Society for Artificial Intelligence) 2018 ( BI-010 ) 03 2018.09

As business environment changes rapidly, companies must respond to the change. As one ofcountermeasures against big change, divestment by M&A is becoming one of the options. In this paper, weclassify the industries by using FCM in order to reflect the trend in industrial classification that businessstructure changes drastically, we analyze what kind of companies divest business. As a result of analyzingduring 15 years from 2002 to 2016, we found that companies with higher debt ratio would divest thebusiness. Analyzing the effectiveness of industrial classification by fuzzy c means is one of our future works.

Building a Financial Polarity Dictionary for News Analytics Using Stock Price Information on Chinese Stock Markets

QU Xueyin, SUGE Aiko, TAKAHASHI Hiroshi

JSAI Technical Report, Type 2 SIG (The Japanese Society for Artificial Intelligence) 2018 ( BI-010 ) 09 2018.09

The paper proposes a method of building a sentiment dictionary using news and stock prices inChina markets by textual analysis in finance. In order to obtain the amount of word polarities, weassociated the frequencies of the news' one-hot wordlist to the abnormal change rate of stock prices onthe publish date which is calculated by the method of the event study. We conducted the support vectorregression (SVR) and build a sentiment dictionary with polarity data from learners. Furthermore, weattempt to predict the news polarities by using the sentiment dictionary.

A Formal Description Model for Buniness Case and Simulaiton Log from Agent-based Model

KIKUCHI Takamasa, KUNIGAMI Masaaki, TAKAHASHI Hiroshi, TORIYAMA Masahiro, TERANO Takao

JSAI Technical Report, Type 2 SIG (The Japanese Society for Artificial Intelligence) 2018 ( BI-010 ) 08 2018.09

組織におけるビジネス構造の転換を伴う経営意思決定を形式的かつ比較可能に表現するモデルとして，「経営意思決定記述モデル」(MDDM)が提案されている．当該モデルは，実際のビジネスケースやエージェントモデルのシミュレーション・ログを一定の共通形式で表現できる可能性が指摘されている．本稿では，企業組織の外部環境に対する認識の伝播を扱った実際のビジネスケースをMDDMを用いて記述した．更に，エージェント・ベースの組織シミュレーションモデルを構築し，シミュレーション・ログから生成された仮想ケースを同様に記述した．その上で，リアルなケースとバーチャルなケースの双方が相互比較可能であることを示した．

Research of High-end Barbecue Beef Restaurants Based on Consumer Purchase Data by Machine Learning

SHIN Kiyotaka, SUGE Aiko, YAMASHITA Yasuo, TAKAHASHI Hiroshi

JSAI Technical Report, Type 2 SIG (The Japanese Society for Artificial Intelligence) 2018 ( BI-010 ) 05 2018.09

This research aims to improve the services of the food-service industry so it can lead to bettermanagement.The labor productivity of the food-service industry in Japan is very low, has long suffered fromlack of personnel and continues to struggle maintaining talent. Therefore, as a measure to solve this problem, weanalyzed the POS data of a luxury barbeque shop with a high customer unit price, making a hypothesis that theimprovement per customer price per customer is effective.And clarifying the purchasing behavior of eachproduct target using Machine Learming.

The Analysis of Trading Martkets through Agent-based Modeling: Information disparity and markets

LI Shengyang, SUGE Aiko, TAKAHASHI Hiroshi

JSAI Technical Report, Type 2 SIG (The Japanese Society for Artificial Intelligence) 2018 ( BI-008 ) 06 2018.01

近年、情報に対する関心が高まっている。個人が情報を獲得・処理するには様々な技術が必要とされる。このような中、近年、技術を有する主体と、有せず情報処理ができない主体との格差が広がる可能性がある。本研究では、取引市場を対象とし、主体が保有している情報の格差が、個々の主体及び市場全体に及ぼす影響についてエージェント・ベース・モデルを通じ分析する。本研究では、情報の保有が特に有益となる可能性のある相対取引に焦点を当て分析を試みる。具体的には、sugarscapeのモデルを用い、個人（エージェント）の情報格差を移動行動と取引条件に反映する。今後の課題として、金融市場への応用とよりエージェント学習の高度化を検討する。

Study on equity portfolio screening through machine learning

HAN Yuancao, SUGE Aiko, TAKAHASHI Hiroshi

JSAI Technical Report, Type 2 SIG (The Japanese Society for Artificial Intelligence) 2018 ( BI-008 ) 10 2018.01

近年、機械学習のアルゴリズムが発達し、様々な分野において応用がなされている。資産運用分野においても、企業の業績予測、倒産予測などをはじめとし、数多くの応用事例が報告されている。このような中、本研究では、株式ポートフォリオ構築時における個別銘柄のスクリーニングへの応用を試みる。具体的には、月ごとにTOPIXなどのインデックスに含まれる株式の中からポートフォリオに保有しない銘柄を機械学習を用いて分類し、優れたポートフォリオの構築を目的とする。本分析では、複数の機械学習手法を用いて、ポートフォリオ構築し、それらポートフォリオの収益性について分析を行う。

Analysis of Relation Between Office Rent and Evaluation of Locatiion Using Space Syntax Theory -A case study of the Kanda Station-

OTA Akira, TAKAHASHI Hiroshi, KANEDA Toshiyuki

JSAI Technical Report, Type 2 SIG (The Japanese Society for Artificial Intelligence) 2018 ( BI-008 ) 02 2018.01

The location is important for the real estate management business, but it is difficult to be quantified. As a case study of the Kanda station, the correlation analysis of office rent was examined with building and location measures. The location measures include visibility and integration value by space syntax theory other than the distance from station as candidate factor variables. These measures represent visible area and street network integration. The result showed positive correlation between office rent and visibility, integration value can be seen.

スペース・シンタックス指標を用いた賃料要因分析に関する研究─ 渋谷駅周辺を対象とした建物用途別分析による比較─

TAKAHASHI Hiroshi

日本不動産学会誌 31 2018

Research paper (scientific journal), Joint Work

高頻度データを通じたニュースと株式市場の関連性の分析 (特集ビッグデータと金融の未来)

菅愛子, 高橋大志

証券アナリストジャーナル= Securities analysts journal 2018

Research paper (scientific journal), Joint Work

Simulation of the effect of financial regulation on the stability of financial systems and financial institution behavior

Kikuchi T., Kunigami M., Yamada T., Takahashi H., Terano T.

Smart Innovation, Systems and Technologies (Smart Innovation, Systems and Technologies) 96 341 - 353 2018

Research paper (international conference proceedings), Joint Work, ISSN 9783319920306

© Springer International Publishing AG, part of Springer Nature 2019. This study focuses on the influence of financial institutions’ behavior under financial regulation on financial systems. For this purpose, the authors propose simulation models of systemic risks expressing financial regulation and the financing and investment behavior of financial institutions. Using this model, scenario analysis is performed based on cases generated from a combination of various regulations. We then approach the issue of the trade-off between the stability of the financial system and a decline in liquidity. Our numerical experiment shows that the liquidity of marketable assets could be reduced by imposing a BS restriction.

Access to Document (DOI)

Agent-based simulation of financial institution investment strategy under easing monetary policy for operative collapses

Kikuchi T., Kunigami M., Yamada T., Takahashi H., Terano T.

Journal of Advanced Computational Intelligence and Intelligent Informatics (Journal of Advanced Computational Intelligence and Intelligent Informatics) 22 ( 7 ) 1026 - 1036 2018

Joint Work, ISSN 13430130

© 2018 Fuji Technology Press. All rights reserved. Europe and Japan have both adopted negative interest rate policies as part of their monetary easing measures. However, despite the benefits that are claimed to be associated with increased lending demand, significant concerns exist regarding an increased burden on private financial institutions as a result of the application to their excess reserves. In this paper, we focus on the risks associated with increased investment of surplus funds for the operation of financial institutions. We propose an agent-based model for interlocking specific bankruptcy based on changes in financial situations as a result of market price fluctuations involving assets held by financial institutions. To extend the proposed model to handle macro market shocks, we describe decision making regarding funds that are surplus to the operation of financial institutions. Additionally, we analyze the impact of price declines involving marketable assets on financial systems.

Do news articles have an impact on trading? - Korean market studies with high frequency data

Yoon S., Suge A., Takahashi H.

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)) 10838 LNAI 129 - 139 2018

Joint Work, ISSN 9783319937939

© 2018, Springer International Publishing AG, part of Springer Nature. News is an important source of information for investment decision-making. Many studies analyzing listed companies in the US & Japan have been reported. However, the number of studies focusing on Korean stock markets is limited. This study analyzes the influence of news articles on Korean stock markets with high frequency trading data. Especially, we focus on analyses of the relationship between news articles and financial markets. Furthermore, we also analyze differences in market reactions according to language (English or Korean) of news articles and present three case studies.

Access to Document (DOI)

高頻度データを通じたニュースと株式市場の関連性の分析

Aiko SUGE,Hiroshi TAKAHASHI

証券アナリストジャーナル 56 ( 12 ) 15 - 24 2018

Research paper (scientific journal), Joint Work

公募増資時のJ-REIT投資口価格に分配金変動が与える影響に関する分析

太田明，高橋大志

証券アナリストジャーナル 56 ( 9 ) 56 - 65 2018

Single Work, Accepted

スペース・シンタックス指標を用いた賃料要因分析に関する研究－渋谷駅周辺を対象とした建物用途別分析による比較－

TAKAHASHI Hiroshi

日本不動産学会誌 31 2018

Research paper (scientific journal), Joint Work

Do News Articles Have an Impact on Trading? - Korean Market Studies with High Frequency Data- (to appear)

Sungjae Yoon, Aiko Suge, Hiroshi Takahashi

(Springer) 129 - 139 2018

Research paper (international conference proceedings), Joint Work, Accepted

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