Kiyoshi Izumi

University of Tokyo - School of Engineering

Tokyo

Japan

SCHOLARLY PAPERS

4

DOWNLOADS

314

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Disagreement Among FOMC Members and Asset Prices

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 30 Posted: 25 Jan 2018 Last Revised: 18 Apr 2018
Shintaro Suda, Ryo Ito and Kiyoshi Izumi
Mitsubishi UFJ Trust Investment Technology Institute Co., Ltd., University of Tokyo - School of Engineering and University of Tokyo - School of Engineering
Downloads 160 (337,329)

Abstract:

Loading...

forward guidance, disagreement, text mining

2.

Can Forward Guidance Influence Market Expectations? - Text Mining Approach

30th Australasian Finance and Banking Conference 2017
Number of pages: 34 Posted: 18 Aug 2017
Shintaro Suda, Ryo Ito and Kiyoshi Izumi
Mitsubishi UFJ Trust Investment Technology Institute Co., Ltd., University of Tokyo - School of Engineering and University of Tokyo - School of Engineering
Downloads 89 (520,775)

Abstract:

Loading...

Forward Guidance, Expectation Formation, Text Mining

3.

PAMS: Platform for Artificial Market Simulations

Number of pages: 7 Posted: 13 Oct 2023
Masanori Hirano, Ryosuke TAKATA and Kiyoshi Izumi
Preferred Networks, Inc., University of Tokyo - Graduate School of Arts and Sciences and University of Tokyo - School of Engineering
Downloads 49 (717,884)

Abstract:

Loading...

Artificial Market, Simulation, PAMS, Deep Learning

4.

Policy Gradient Stock Gan for Realistic Discrete Order Data Generation in Financial Markets

Number of pages: 21 Posted: 03 May 2022
Masanori Hirano, Hiroki Sakaji and Kiyoshi Izumi
Preferred Networks, Inc., The University of Tokyo and University of Tokyo - School of Engineering
Downloads 16 (991,440)
Citation 1

Abstract:

Loading...

Generative adversarial networks (GAN), Financial markets, Policy gradient, Order generation