Masaya Abe

14 papers A* 1B 1Journal 7Unranked 5
YearRankTypeTitle / Venue / Authors
2024 J jnl
Application of time-series quantum generative model to financial data.
CoRR
Shun Okumura, Masayuki Ohzeki, Masaya Abe
2022 — conf
Enhanced Quantile Portfolio for Multifactor Model with Deep Learning.
IIAI-AAI
Masaya Abe, Kei Nakagawa
2021 J jnl
Controlling False Discovery Rates Using Null Bootstrapping.
CoRR
Junpei Komiyama, Masaya Abe, Kei Nakagawa, Kenichiro McAlinn
2020 — conf
Cross-sectional Stock Price Prediction using Deep Learning for Actual Investment Management.
ASSE
Masaya Abe, Kei Nakagawa
2020 — conf
How Do We Predict Stock Returns in the Cross-Section with Machine Learning?
AICCC
Masaya Abe, Kei Nakagawa
2020 B conf
RIC-NN: A Robust Transferable Deep Learning Framework for Cross-sectional Investment Strategy.
DSAA
Kei Nakagawa, Masaya Abe, Junpei Komiyama
2020 A* conf
RM-CVaR: Regularized Multiple β-CVaR Portfolio.
IJCAI
Kei Nakagawa, Shuhei Noma, Masaya Abe
2019 J jnl
A Robust Transferable Deep Learning Framework for Cross-sectional Investment Strategy.
CoRR
Kei Nakagawa, Masaya Abe, Junpei Komiyama
2019 — conf
Deep Learning for Multi-factor Models in Regional and Global Stock Markets.
JSAI-isAI Workshops
Masaya Abe, Kei Nakagawa
2019 J jnl
Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying Multi-Factor Model.
CoRR
Kei Nakagawa, Tomoki Ito, Masaya Abe, Kiyoshi Izumi
2018 — conf
Deep Learning for Forecasting Stock Returns in the Cross-Section.
PAKDD (1)
Masaya Abe, Hideki Nakayama
2018 J jnl
Deep Learning for Forecasting Stock Returns in the Cross-Section.
CoRR
Masaya Abe, Hideki Nakayama
2016 J jnl
SHARAKU: an algorithm for aligning and clustering read mapping profiles of deep sequencing in non-coding RNA processing.
Bioinform.
Mariko Tsuchiya, Kojiro Amano, Masaya Abe, Misato Seki, Sumitaka Hase, Kengo Sato, Yasubumi Sakakibara
2008 J jnl
Multiplicative Correction of Subject Effect as Preprocessing for Analysis of Variance.
IEEE Trans. Biomed. Eng.
Iku Nemoto, Masaya Abe, Makoto Kotani