Masaya Abe

According to our database1, Masaya Abe authored at least 13 papers between 2008 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

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In proceedings 
Article 
PhD thesis 
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Links

On csauthors.net:

Bibliography

2024
Application of time-series quantum generative model to financial data.
CoRR, 2024

2022
Enhanced Quantile Portfolio for Multifactor Model with Deep Learning.
Proceedings of the 12th International Congress on Advanced Applied Informatics, 2022

2021
Controlling False Discovery Rates Using Null Bootstrapping.
CoRR, 2021

2020
RM-CVaR: Regularized Multiple β-CVaR Portfolio.
Proceedings of the Twenty-Ninth International Joint Conference on Artificial Intelligence, 2020

RIC-NN: A Robust Transferable Deep Learning Framework for Cross-sectional Investment Strategy.
Proceedings of the 7th IEEE International Conference on Data Science and Advanced Analytics, 2020

Cross-sectional Stock Price Prediction using Deep Learning for Actual Investment Management.
Proceedings of the ASSE 2020: Asia Service Sciences and Software Engineering Conference, 2020

How Do We Predict Stock Returns in the Cross-Section with Machine Learning?
Proceedings of the AICCC 2020: 2020 3rd Artificial Intelligence and Cloud Computing Conference, 2020

2019
A Robust Transferable Deep Learning Framework for Cross-sectional Investment Strategy.
CoRR, 2019

Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying Multi-Factor Model.
CoRR, 2019

Deep Learning for Multi-factor Models in Regional and Global Stock Markets.
Proceedings of the New Frontiers in Artificial Intelligence, 2019

2018
Deep Learning for Forecasting Stock Returns in the Cross-Section.
Proceedings of the Advances in Knowledge Discovery and Data Mining, 2018

2016
SHARAKU: an algorithm for aligning and clustering read mapping profiles of deep sequencing in non-coding RNA processing.
Bioinform., 2016

2008
Multiplicative Correction of Subject Effect as Preprocessing for Analysis of Variance.
IEEE Trans. Biomed. Eng., 2008


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