Papers

Number of the published data : 82
No. Publishing type Authorship Title Author Journal Publisher Volume/issue/page Publication date ISSN DOI URL Summary
1 (MISC) Introduction and explanation (scientific journal)
Only
人工知能の集合知によるアルゴリズム運用
鈴木智也
テクニカルアナリストジャーナル

5, 13-27
2018




2 Research paper (scientific journal)
Only
Consensus Ratio and Two-steps Selection to Detect Profitable Stocks: Modern Technical Analysis Using Machine Learning Approach
Tomoya Suzuki
International Federation of Technical Analysts (IFTA) Journal

18, 4-17
2018




3 Research paper (scientific journal)
Joint
非線形ポートフォリオモデルにおける主成分分析の活用
柳澤和輝, 鈴木智也
電子情報通信学会論文誌

J101-A/ 5, 81-91
2018/05/01




4 Research paper (scientific journal)
Joint
非線形ポートフォリオモデルにおける主成分分析の活用
柳澤和輝, 鈴木智也
電子情報通信学会論文誌

J101-A/ 5, 81-91
2018/05/01




5 Research paper (international conference proceedings)
Joint
Predictability of Financial Market Indexes by Deep Neural Network
Tomoya Onizawa, Takehiro Suzuki, Tomoya Suzuki
Proceedings of International Symposium on Nonlinear Theory and its Applications


2017/12




6 (MISC) Introduction and explanation (scientific journal)
Only
ニューラルネットワークの集団学習による価格変動パターンの自動検出および自信度の評価
鈴木智也
テクニカルアナリストジャーナル

3, 69-77
2016




7 Research paper (scientific journal)
Joint
Biased Reactions to Abnormal Stock Prices Detected by Autoencoder,'' Journal of Signal Processing
Hiroyuki Gotou, Tomoya Suzuki
Journal of Signal Processing

20/ 4, 157-160
2016




8 Research paper (international conference proceedings)
Joint
Biased Reactions to Abnormal Stock Prices Detected by Autoencode
Hiroyuki Gotou, Tomoya Suzuki
Proceedings of International Symposium on Nonlinear Theory and its Applications


2016/11/30




9 Research paper (international conference proceedings)
Joint
Principal Component Stock Portfolio Based on Nonlinear Prediction
Kazuki Yanagisawa, Tomoya Suzuki
Proceedings of International Symposium on Nonlinear Theory and its Applications


2016/11/30




10 Research paper (international conference proceedings)
Joint
Technical Trading Strategy Using Reactions to Stock Price Jumps
Tokimaru Tsuruta, Tomoya Suzuki
Proceedings of International Symposium on Nonlinear Theory and its Applications


2016/11/30




11 Research paper (international conference proceedings)
Joint
Evidence of Enhancing Nonlinear Predictability of Stock Price Movements by the Principal Component Analysis
Kazuki Yanagisawa, Tomoya Suzuki
Proceedings of International Symposium on Nonlinear Circuits and Signal Processing


2016/03




12 Research paper (international conference proceedings)
Joint
Technical Trading Strategy Using the Reaction to Price Jumps in American Stock Market
Tokimaru Tsuruta, Hiroya Koizumi, Tomoya Suzuki
Proceedings of International Symposium on Nonlinear Circuits and Signal Processing


2016/03




13 Research paper (international conference proceedings)
Joint
Detection of Abnormal Stock Prices with Autoencoder
Hiroyuki Gotou, Tomoya Suzuki
Proceedings of International Symposium on Nonlinear Circuits and Signal Processing


2016/03




14 Research paper (scientific journal)
Joint
Financial Technical Indicator Based on Chaotic Bagging Predictors for Adaptive Stock Selection in Japanese and American Markets
Tomoya Suzuki, Yushi Ohkura
Physica A

442, 50-66
2015




15 Research paper (scientific journal)
Joint
Minimizing Prediction Risk for Adaptive Optimization of Embedding Parameters for Noisy and Short Data
Megumi Yokouchi, Tomoya Suzuki
Journal of Signal Processing

19/ 4, 123-126
2015




16 Research paper (scientific journal)
Joint
Enhancing Predictive Power and Risk-reduction Efficiency of the Portfolio Models Based on Principal Component Analysis
Kazuki Yanagisawa, Tomoya Suzuki
Journal of Signal Processing

19/ 4, 119-122
2015




17 Research paper (scientific journal)
Joint
Nonlinear Time-varying AR-ARCH Model Based on Chaos Prediction Model and its Statistical Significance Tests
Tomoya Suzuki, Hajime Onuma
Journal of Communication and Computer

12, 79-84
2015




18 Research paper (scientific journal)
Joint
Small-world Properties Evaluated by Exchanging Network topology
Tomoya Suzuki, Kuniaki Ohkura, Masayuki Okazawa
International Journal of Modern Physics C,International Journal of Modern Physics C

26/ 11
2015




19 Research paper (scientific journal)
Joint
突発的な裁定機会を利用した共和分ペアトレーディング
鈴木智也, 成松優
Technical Analysts Journal

2, 12-22
2015/10




20 Research paper (scientific journal)
Joint
金融市場のジャンプに対する反応を利用したテクニカル売買戦略
小泉洋八, 鈴木智也
Technical Analysts Journal

2, 1-11
2015/10




21 Research paper (international conference proceedings)
Joint
Improving Predictive Power and Risk Reduction of the Portfolio Models Based on Principal Component Analysis
Kazuki Yanagisawa, Tomoya Suzuki
Proceedings of International Symposium on Nonlinear Circuits and Signal Processing


2015/03/01




22 Research paper (international conference proceedings)
Joint
Technical Trading Strategy Using the Reaction to Financial Market Jumps
Hiroya Koizumi, Tomoya Suzuki
Proceedings of International Symposium on Nonlinear Circuits and Signal Processing


2015/03/01




23 Research paper (international conference proceedings)
Joint
Adaptive Optimization of Embedding Parameters by Minimizing Prediction Risk
Megumi Yokouchi, Tomoya Suzuki
Proceedings of International Symposium on Nonlinear Circuits and Signal Processing


2015/03/01




24 Research paper (international conference proceedings)
Joint
Nonlinear Time-varying AR-ARCH Model Based on Chaos Prediction Model
Hajime Onuma, Tomoya Suzuki
Proceedings of International Symposium on Nonlinear Circuits and Signal Processing


2015/03/01




25 Research paper (international conference proceedings)
Joint
Nonlinear AR-DCC Portfolio Model Considering Liquidity of Imperfect Markets
Inose Satoshi, Tomoya Suzuki
Proceedings of International Symposium on Nonlinear Circuits and Signal Processing


2015/03/01




26 Research paper (scientific journal)
Joint
決定論的非線形予測に基づいた時空間テクニカル分析
鈴木智也, 林大賀
電子情報通信学会論文誌A

J98-A/ 2
2015/02/01




27 (MISC) Introduction and explanation (bulletin of university, research institution)
Only
時空間決定論的テクニカル分析
鈴木智也
テクニカルアナリストジャーナル

1/ 1
2014




28 Research paper (scientific journal)
Joint
Bipower Variation を用いた新しいテクニカル指標
山田雅章, 鈴木智也
テクニカルアナリストジャーナル

1/ 1
2014




29 Research paper (scientific journal)
Joint
Risk Reduction for Nonlinear Prediction and its Application to the Surrogate Data Test
Tomoya Suzuki, Kazuya Nakata
Physica D

266/ 1, 1-12
2014




30 Research paper (scientific journal)
Joint
Mean-Variance Portfolio Model Modified by Nonlinear Bagging Predictors
Tomoya Suzuki, Kiyoharu Tanaka
Journal of Signal Processing

18/ 6, 283-290
2014/11/01




31 Research paper (international conference proceedings)
Joint
Stock Portfolio Optimization Based on Nonlinear Prediction and DCC-GARCH Model
Inose Satoshi, Tomoya Suzuki, Kazuo Yamanaka
Proceedings of 2014 International Symposium on Nonlinear Theory and its Applications


2014/09




32 Research paper (international conference proceedings)
Joint
Combinatorial Optimization of Financial Technical Indicators Based on Bayesian Network
Haruaki Sakaki, Tomoya Suzuki
Proceedings of 2014 International Symposium on Nonlinear Theory and its Applications


2014/09




33 Research paper (scientific journal)
Joint
Application of the Principal Components Analysis to the Nonlinear Portfolio Model
Kai Morimoto, Masahiro Saito, Satoshi Inose, Atsushi Kannari, Tomoya Suzuki
Journal of Signal Processing

18/ 4, 177-180
2014/07/01




34 Research paper (international conference proceedings)
Joint
Application of the Principal Components Analysis to the Nonlinear Portfolio Model
Kai Morimoto, Masahiro Saito, Satoshi Inose, Atsushi Kannari, Tomoya Suzuki
Proceedings of International Symposium on Nonlinear Circuits and Signal Processing

505-508
2014/03




35 Research paper (international conference proceedings)
Joint
Automated Trading System Using the Nonlinear Portfolio Model Implemented by Matlab and MetaTrader
Thanh Vu Tat, Satoshi Inose, Tomoya Suzuki
Proceedings of International Symposium on Nonlinear Circuits and Signal Processing

229-232
2014/03




36 Research paper (international conference proceedings)
Joint
Application of the Nonlinear Portfolio Model to Foreign Exchange Trading
Hirotake Wachi, Satoshi Inose, Tomoya Suzuki
Proceedings of International Symposium on Nonlinear Circuits and Signal Processing

225-228
2014/03




37 Research paper (international conference proceedings)
Joint
Long and Short Strategy Based on the Nonlinear DCC Portfolio Model
Satoshi Inose, Tomoya Suzuki, Kazuo Yamanaka:
Proceedings of International Symposium on Nonlinear Circuits and Signal Processing

277-280
2014/03




38 Research paper (scientific journal)
Joint
Nonlinear Portfolio Model and its Rebalance Strategy
Inose Satoshi, Tomoya Suzuki, Kazuo Yamanaka
Nonlinear Theory and Its Applications, IEICE

4/ 4, 351-364
2013




39 Research paper (scientific journal)
Joint
Portfolio Selection Based on Nonlinear Time Sereis Prediction
猪瀬悟史,鈴木智也
電子情報通信学会論文誌A

J96-A/ 7, 410-422
2013




40 Research paper (international conference proceedings)
Joint
Modified Bollinger Bands Based on Nonlinear Theory for Arbitrage Trading Strategies
Yusaku Hirano, Taiga Hayashi, Tomoya Suzuki
Proceedings of International Symposium on Nonlinear Circuits and Signal Processing

669-672
2013/03




41 Research paper (international conference proceedings)
Joint
Nonlinear Technical Analysis Using Spatial Historical Data
Yushi Ohkura, Tomoya Suzuki
Proceedings of International Symposium on Nonlinear Circuits and Signal Processing

349-352
2013/03




42 Research paper (international conference proceedings)
Joint
Tradeoff between Commission and Frequency of Rebalancing the Nonlinear Portfolio Model
Inose Satoshi, Tomoya Suzuki, Kazuo Yamanaka
Proceedings of International Symposium on Nonlinear Circuits and Signal Processing

661-664
2013/03




43 Research paper (scientific journal)
Only
Dynamical Combinatorial Optimization for Predicting Multivariate Complex Systems
Tomoya Suzuki
Journal of Signal Processing


2012/12




44 Research paper (international conference proceedings)
Joint
Dynamical Portfolio Theory by Nonlinear Bagging Predictors
Kiyoharu Tanaka, Tomoya Suzuki
Proceedings of 2012 International Symposium on Nonlinear Theory and its Applications


2012/10




45 Research paper (international conference proceedings)
Joint
New Bollinger Bands for Nonlinear Technical Analysis of Pairs Trading
Taiga Hayashi, Tomoya Suzuki
Proceedings of 2012 International Symposium on Nonlinear Theory and its Applications


2012/10




46 Research paper (international conference proceedings)
Joint
Stock Portfolio Management Based on Nonlinear Prediction Model
Inose Satoshi, Tomoya Suzuki, Kazuo Yamanaka
Proceedings of 2012 International Symposium on Nonlinear Theory and its Applications


2012/10




47 (MISC) Introduction and explanation (international conference proceedings)
Joint
Evaluating the Risk of Nonlinear Prediction with the Bagging Algorithm
Kazuya Nakata, Tomoya Suzuki
Proceedings of International Symposium on Nonlinear Circuits and Signal Processing

748-751
2012/03




48 (MISC) Introduction and explanation (international conference proceedings)
Joint
Data Sampling Strategies for Long-Term Predictions of Deterministic Jump Systems
Yousuke Otsuka, Tomoya Suzuki
Proceedings of International Symposium on Nonlinear Circuits and Signal Processing

88-91
2012/03




49 (MISC) Introduction and explanation (international conference proceedings)
Joint
Stock Portfolio Management with Nonlinear Time Series Prediction
Inose Satoshi, Tomoya Suzuki
Proceedings of International Symposium on Nonlinear Circuits and Signal Processing

144-147
2012/03




50 Research paper (scientific journal)
Joint
Data Sampling Strategies for Nonlinear Analyses and Predictions of Deterministic Jump Systems
大塚 陽介,鈴木 智也1
情報処理学会論文誌 数理モデル化と応用

5/ 1, 30-39
2012/03/01




51 Research paper (scientific journal)
Only
Appropriate Time Scales for Nonlinear Analyses of Deterministic Jump Systems
Tomoya Suzuki
Physical Review E

83/ 6, 066203
2011/06/09




52 Research paper (scientific journal)
Joint
Analysis on the Efficiency of Statistical Measures to Identify Network Structure of Chaos Coupled Systems
Yuta Ueoka, Tomoya Suzuki, Seiichi Yamamoto
International Journal of Modern Physics C

21/ 8, 1065-1079
2010/08/27




53 (MISC) Introduction and explanation (international conference proceedings)
Joint
Available Partial Information to Estimate the Whole Structure of Complex Systems
Yuta Ueoka, Tomoya Suzuki, Seiichi Yamamoto
Proceedings of International Symposium on Nonlinear Circuits and Signal Processing

558-561
2009




54 (MISC) Introduction and explanation (international conference proceedings)
Joint
Dynamical Optimization for Nonlinear Prediction
Shougo Kaneko, Tomoya Suzuki
Proceedings of International Symposium on Nonlinear Circuits and Signal Processing

546-549
2009




55 (MISC) Introduction and explanation (international conference proceedings)
Joint
Combinatorial Optimization for Multivariate Nonlinear Prediction
Tomoya Suzuki, Yuta Ueoka, Haruki Sato
Proceedings of International Symposium on Nonlinear Circuits and Signal Processing

77-80
2009




56 (MISC) Introduction and explanation (bulletin of university, research institution)
Joint
Self-organizing small-world structure of neural networks by STDP learing rule
Tomoya Suzuki, Tohru Ikeguchi
同志社大学理工学研究所 研究報告

49/ 4, 14-18
2009




57 Research paper (scientific journal)
Joint
時系列データの天底予測のための非線形予測法
鈴木智也,太田真喜
情報処理学会論文誌 数理モデル化と応用

2/ 1, 123-132
2009




58 Research paper (scientific journal)
Joint
複雑システムにおけるネットワーク中心性が予測精度に与える影響
鈴木智也,池田真一
情報処理学会論文誌 数理モデル化と応用

2/ 2, 1-9
2009




59 Research paper (scientific journal)
Only
情報伝達に基づいた有向重み付き複雑ネットワーク解析
鈴木智也
情報処理学会論文誌 数理モデル化と応用

2/ 1, 70-79
2009




60 Research paper (scientific journal)
Joint
Estimating Structure of Multivariate Systems with Genetic Algorisms for Nonlinear Prediction
Tomoya Suzuki, Yuta Ueoka, Haruki Sato
Physical Review E

80/ 6, 066208
2009/12/07




61 (MISC) Introduction and explanation (bulletin of university, research institution)
Only
多変量データを用いた複雑ネットワーク構造の推定と時系列予測への応用
鈴木智也
同志社大学理工学研究所 研究所報

7, 15
2008




62 (MISC) Introduction and explanation (international conference proceedings)
Joint
Efficiency of Statistical Measures to Estimate Network Structure of Chaos Coupled Systems
Yuta Ueoka, Tomoya Suzuki, Tohru Ikeguchi, Yoshihiko Horio
Proceedings of 2008 International Symposium on Nonlinear Theory and its Applications

1-4
2008




63 (MISC) Introduction and explanation (bulletin of university, research institution)
Only
多変量観測時系列データからの複雑ネットワーク構造の推定:経済市場や神経ネットワークを例に

同志社大学理工学研究所 研究所報

6, 11
2007




64 Research paper (scientific journal)
Joint
Evaluating nonlinearity and validity of nonlinear modeling for complex time series
Tomoya Suzuki, Tohru Ikeguchi, Masuo Suzuki
Physical Review E

74/ 4, 046202
2007




65 Research paper (scientific journal)
Joint
Algorithms for Generating Surrogate Data for Sparsely Quantized Time Series
Tomoya Suzuki, Tohru Ikeguchi, Masuo Suzuki
Physica D

231, 108-115
2007




66 Research paper (scientific journal)
Joint
Bootstrap Nonlinear Prediction
Daisuke Haraki, Tomoya Suzuki, Hiroki Hashiguchi, Tohru Ikeguchi
Physical Review E

75, 056212
2007




67 Research paper (other science council materials etc.)
Joint
Application of Chaos Game Representation to Nonlinear Time Series Analysis
Tomoya Suzuki, Tohru Ikeguchi, Masuo Suzuki
Fractals

14/ 1, 27-35
2007




68 (MISC) Introduction and explanation (international conference proceedings)
Joint
Bootstrap Prediction Intervals for Nonlinear Time-Series
Daisuke Haraki, Tomoya Suzuki, Tohru Ikeguchi
Proceedings of 7th International Conference on Intelligent Data Engineering and Automated Learning


2006




69 Research paper (scientific journal)
Joint
Bootstrap Prediction Intervals for Nonlinear Time Series
Daisuke Haraki, Tomoya Suzuki, Tohru Ikeguchi
Lecture Notes in Computer Science

4224, 155-162
2006




70 (MISC) Introduction and explanation (others)
Only
経済現象は予測できるの?
鈴木智也
電子情報通信学会会誌

18
2005




71 (MISC) Introduction and explanation (international conference proceedings)
Joint
Bootstrap Estimates for Nonlinear Predictors
Daisuke Haraki, Tomoya Suzuki, Tohru Ikeguchi
Proceedings of International Symposium on Nonlinear Theory and its Applications


2005




72 (MISC) Introduction and explanation (international conference proceedings)
Joint
Transition from Random to Small-World Neural Networks by STDP Learning Rule
Tomoya Suzuki, Tohru Ikeguchi
Proceedings of International Symposium on Nonlinear Circuits and Signal Processing

17-20
2005




73 (MISC) Introduction and explanation (international conference proceedings)
Joint
Nonlinear Analysis of the Pollen Scattering Data
Kenichi Aikawa, Tomoya Suzuki, Tohru Ikeguchi
Proceedings of International Symposium on Nonlinear Circuits and Signal Processing

427-430
2005




74 Research paper (scientific journal)
Joint
Effect of Data Windows on the Models of Surrogate Data
Tomoya Suzuki, Tohru Ikeguchi, Masuo Suzuki
Physical Review E

71, 056708
2005




75 (MISC) Introduction and explanation (international conference proceedings)
Joint
A Measure for Nonlinear Predictability and Information Criteria
Tomoya Suzuki, Tohru Ikeguchi, Masuo Suzuki
Proceedings of International Symposium on Nonlinear Circuits and Signal Processing

299-302
2004




76 Research paper (scientific journal)
Joint
A Model of Complex Behavior of Interbank Exchange Markets
Tomoya Suzuki, Tohru Ikeguchi, Masuo Suzuki
Physica A

337, 196-218
2004




77 Research paper (scientific journal)
Joint
Bootstrap Prediction Intervals for Nonlinear Time Series

Lecture Notes in Computer Science

4224, 155-162
2003




78 (MISC) Introduction and explanation (international conference proceedings)
Joint
Multivariable Modeling of Complex Behavior of Foreign Exchange Market
Tomoya Suzuki, Tohru Ikeguchi, Masuo Suzuki
Toward Control of Economic Change: Application of Econophysics

235-240
2003




79 Research paper (scientific journal)
Joint
On Evaluation Noise Levels for Quantized Observed Data
Tomoya Suzuki, Tohru Ikeguchi, Masuo Suzuki
International Journal of Modern Physics C

14/ 10, 1363-1383
2003




80 Research paper (scientific journal)
Joint
Multivariable Nonlinear Analysis of Foreign Exchange Rates
Tomoya Suzuki, Tohru Ikeguchi, Masuo Suzuki
Physica A

323, 591-600
2003




81 (MISC) Introduction and explanation (international conference proceedings)
Joint
A Novel Model for Foreign Exchange Markets
Tomoya Suzuki, Tohru Ikeguchi, Masuo Suzuki
Proceedings of the Second Nikkei Econophysics Research Workshop and Symposium


2002




82 (MISC) Introduction and explanation (international conference proceedings)
Joint
Nonlinear Analysis on Interspike Interval Time Series from Foreign Exchange Rates

Proceedings of 2001 International Symposium on Nonlinear Theory and its Applications

1, 287-290
2001