12F Chiyoda First Bldg. East
3-8-1 Nishi-Kanda
Chiyoda-ku, Tokyo 101-0065
Japan
GCI Asset Management, Inc.
ChatGPT, sentiment analysis, text mining, alpha creation, risk-adjusted returns, natural language processing, Japanese stock market
Mean-Variance portfolio, anomaly detection, particle filtering, state space models, exponential moving averages
knowledge-based system, fuzzy logic, technical trading, market phase, Japanese stock market
Yield Curve, QQE, Bank of Japan, Scenario Analysis, State Space Model, Kalman Filter
AutoEncoder, Cryptocurrency, Delta hedging, Artificial neural network
Bitcoin, Artificial Neural Network, Deep Learning, High Frequency Data, Technical Trading
fuzzy system, adaptive learning, state space model, particle filtering, financial portfolio
expert system, fuzzy logic, performance measure, mean-variance portfolio, particle filtering, anomaly detection
state space models, particle filtering, financial investment, risk-return profile, risk-adjusted returns, alpha
return prediction, particle filtering, anomaly detection, exponential moving averages, stochastic volatility, state space models
