default search action
Kei Nakagawa
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2024
- [c34]Yuntian Wang, Xiuyuan Wu, Yifan Fang, Keisuke Osawa, Kei Nakagawa, Eiichiro Tanaka:
Development of the Control Method of a 3-DOF KinematicBiological Matched Hip Joint Structure for Lower Limb Exoskeleton. ICARM 2024: 13-18 - [c33]Chang-Wen Wang, Yuntian Wang, Keisuke Osawa, Kei Nakagawa, Eiichiro Tanaka:
Adaptive Gait Model with Hybrid Control for Mass Production Oriented Exoskeleton. ICARM 2024: 146-151 - [c32]Dai Yamawaki, Kaito Takano, Kei Nakagawa:
Does Executive Compensation with ESG Target Improve Firm's ESG Performance? - Evidence from Japan. IIAI-AAI 2024: 267-272 - [c31]Yutaka Kuroki, Kei Nakagawa, Kiyoshi Yakabi:
Relationship Between Qualitative Expressions in MD&A and Managements' Forecast Accuracy. IIAI-AAI 2024: 280-285 - [c30]Tatsuki Masuda, Kei Nakagawa, Takahiro Hoshino:
Dynamic Dual Sparse Topic Model: Integrating Temporal Dynamics and Sparsity with Spike and Slab Priors into Topic Model. IIAI-AAI 2024: 299-304 - [c29]Moeko Asano, Yoshihiko Ichikawa, Kei Nakagawa, Kaito Takano:
Analysis of Investment Behavior of Individual Investors in the FX Market: Influence of FOMC and Beige Book Information. IIAI-AAI 2024: 373-378 - [c28]Tatsuyoshi Ogawa, Kei Nakagawa, Kokolo Ikeda:
Optimal Execution Strategy Using Deep Q-Network with Heuristics Policy. IIAI-AAI 2024: 456-461 - [c27]Kei Nakagawa, Kohei Hayashi:
Lf-Net:Generating Fractional Time-Series with Latent Fractional-Net. IJCNN 2024: 1-8 - [c26]Kei Nakagawa, Masanori Hirano, Kentaro Minami, Takanobu Mizuta:
A Multi-agent Market Model Can Explain the Impact of AI Traders in Financial Markets-A New Microfoundations of GARCH Model. PRIMA 2024: 97-113 - [i10]Kei Nakagawa, Kohei Hayashi, Yugo Fujimoto:
CFTM: Continuous time fractional topic model. CoRR abs/2402.01734 (2024) - [i9]Kei Nakagawa, Masanori Hirano, Kentaro Minami, Takanobu Mizuta:
A Multi-agent Market Model Can Explain the Impact of AI Traders in Financial Markets - A New Microfoundations of GARCH model. CoRR abs/2409.12516 (2024) - 2023
- [j10]Mingyang Xu, Yifan Hua, Yun Fan Li, Jyun Rong Zhuang, Keisuke Osawa, Kei Nakagawa, Hee-Hyol Lee, Louis Yuge, Eiichiro Tanaka:
Development of an Ankle Assistive Robot with Instantly Gait-Adaptive Method. J. Robotics Mechatronics 35(3): 669-683 (2023) - [c25]Kaito Takano, Tomoki Okada, Yusuke Shimizu, Kei Nakagawa:
Text Mining of Future Dividend Policy Sentences from Annual Securities Reports. IIAI-AAI 2023: 281-286 - [c24]Masaki Fujiwara, Yoshiyuki Suimon, Kei Nakagawa:
Treasury yield spread prediction with sentiments of Beige Book and macroeconomic data. IIAI-AAI 2023: 337-342 - [c23]Yutaka Kuroki, Tomonori Manabe, Kei Nakagawa:
Fact or Opinion? - Essential Value for Financial Results Briefing. IIAI-AAI 2023: 375-380 - [c22]Shingo Sashida, Kei Nakagawa:
Multifactor Model with Deep Learning for Currency Investments. IIAI-AAI 2023: 412-417 - [c21]Tatsuki Masuda, Kei Nakagawa:
Predicting Financial Asset Returns with Factor and Lead-Lag Relationships: Ridge Regression with Lagged Penalty. IIAI-AAI 2023: 534-539 - 2022
- [j9]Kei Nakagawa, Keita Higashi, Akari Ikeda, Naoto Kadono, Eiichiro Tanaka, Louis Yuge:
Robotic ankle control can provide appropriate assistance throughout the gait cycle in healthy adults. Frontiers Neurorobotics 16 (2022) - [j8]Kei Nakagawa, Kenichi Yoshida:
Time-series gradient boosting tree for stock price prediction. Int. J. Data Min. Model. Manag. 14(2): 110-125 (2022) - [j7]Yun Fan Li, Yu Kai Gong, Jyun Rong Zhuang, Jun Yan Yang, Keisuke Osawa, Kei Nakagawa, Hee-Hyol Lee, Louis Yuge, Eiichiro Tanaka:
Development of Automatic Controlled Walking Assistive Device Based on Fatigue and Emotion Detection. J. Robotics Mechatronics 34(6): 1383-1397 (2022) - [c20]Yugo Fujimoto, Kei Nakagawa, Kentaro Imajo, Kentaro Minami:
Uncertainty Aware Trader-Company Method: Interpretable Stock Price Prediction Capturing Uncertainty. IEEE Big Data 2022: 1238-1245 - [c19]Kohei Hayashi, Kei Nakagawa:
Fractional SDE-Net: Generation of Time Series Data with Long-term Memory. DSAA 2022: 1-10 - [c18]Kei Nakagawa, Shingo Sashida, Hiroki Sakaji:
Investment Strategy via Lead Lag Effect using Economic Causal Chain and SSESTM Model. IIAI-AAI 2022: 287-292 - [c17]Masaya Abe, Kei Nakagawa:
Enhanced Quantile Portfolio for Multifactor Model with Deep Learning. IIAI-AAI 2022: 293-296 - [c16]Yuya Kimura, Kei Nakagawa:
Industry Momentum Strategy Based on Text Mining in the Japanese Stock Market. IIAI-AAI 2022: 420-423 - [c15]Keigo Fujishima, Kei Nakagawa:
Multiple Portfolio Blending Strategy with Thompson Sampling. IIAI-AAI 2022: 449-454 - [i8]Kohei Hayashi, Kei Nakagawa:
Fractional SDE-Net: Generation of Time Series Data with Long-term Memory. CoRR abs/2201.05974 (2022) - [i7]Yugo Fujimoto, Kei Nakagawa, Kentaro Imajo, Kentaro Minami:
Uncertainty Aware Trader-Company Method: Interpretable Stock Price Prediction Capturing Uncertainty. CoRR abs/2210.17030 (2022) - 2021
- [j6]Ayumu Nono, Yusuke Uchiyama, Kei Nakagawa:
Entropy Based Student's t-Process Dynamical Model. Entropy 23(5): 560 (2021) - [j5]Kei Nakagawa, Katsuya Ito:
Taming Tail Risk: Regularized Multiple β Worst-Case CVaR Portfolio. Symmetry 13(6): 922 (2021) - [c14]Kentaro Imajo, Kentaro Minami, Katsuya Ito, Kei Nakagawa:
Deep Portfolio Optimization via Distributional Prediction of Residual Factors. AAAI 2021: 213-222 - [c13]Katsuya Ito, Kentaro Minami, Kentaro Imajo, Kei Nakagawa:
Trader-Company Method: A Metaheuristics for Interpretable Stock Price Prediction. AAMAS 2021: 656-664 - [i6]Junpei Komiyama, Masaya Abe, Kei Nakagawa, Kenichiro McAlinn:
Controlling False Discovery Rates Using Null Bootstrapping. CoRR abs/2102.07826 (2021) - [i5]Ruixing Cao, Akifumi Okuno, Kei Nakagawa, Hidetoshi Shimodaira:
Improving Nonparametric Classification via Local Radial Regression with an Application to Stock Prediction. CoRR abs/2112.13951 (2021) - 2020
- [j4]Naoki Kobayakawa, Mitsuyoshi Imamura, Kei Nakagawa, Kenichi Yoshida:
Impact of Cryptocurrency Market Capitalization on Open Source Software Participation. J. Inf. Process. 28: 650-657 (2020) - [c12]Masaya Abe, Kei Nakagawa:
How Do We Predict Stock Returns in the Cross-Section with Machine Learning? AICCC 2020: 63-69 - [c11]Masaya Abe, Kei Nakagawa:
Cross-sectional Stock Price Prediction using Deep Learning for Actual Investment Management. ASSE 2020: 9-15 - [c10]Kei Nakagawa, Masaya Abe, Junpei Komiyama:
RIC-NN: A Robust Transferable Deep Learning Framework for Cross-sectional Investment Strategy. DSAA 2020: 370-379 - [c9]Kei Nakagawa, Shingo Sashida, Ryozo Kitajima, Hiroyuki Sakai:
What Do Good Integrated Reports Tell Us?: An Empirical Study of Japanese Companies Using Text-Mining. IIAI-AAI 2020: 516-521 - [c8]Kei Nakagawa, Shuhei Noma, Masaya Abe:
RM-CVaR: Regularized Multiple β-CVaR Portfolio. IJCAI 2020: 4562-4568 - [c7]Tomonori Manabe, Kei Nakagawa, Keigo Hidawa:
Identification of B2B Brand Components and Their Performance's Relevance Using a Business Card Exchange Network. PKAW 2020: 152-167 - [i4]Yusuke Uchiyama, Kei Nakagawa:
TPLVM: Portfolio Construction by Student's t-process Latent Variable Model. CoRR abs/2002.06243 (2020) - [i3]Masahiro Kato, Kei Nakagawa:
Policy Gradient with Expected Quadratic Utility Maximization: A New Mean-Variance Approach in Reinforcement Learning. CoRR abs/2010.01404 (2020)
2010 – 2019
- 2019
- [j3]Yusuke Uchiyama, Takanori Kadoya, Kei Nakagawa:
Complex Valued Risk Diversification. Entropy 21(2): 119 (2019) - [c6]Kei Nakagawa, Shingo Sashida, Hiroki Sakaji, Kiyoshi Izumi:
Economic Causal Chain and Predictable Stock Returns. IIAI-AAI 2019: 655-660 - [c5]Yusuke Uchiyama, Takanori Kadoya, Kei Nakagawa:
Verification of Lead-Lag Effect in Financial Markets by the Adaptive Elastic Net Regression. IIAI-AAI 2019: 693-696 - [c4]Masaya Abe, Kei Nakagawa:
Deep Learning for Multi-factor Models in Regional and Global Stock Markets. JSAI-isAI Workshops 2019: 87-102 - [i2]Kei Nakagawa, Tomoki Ito, Masaya Abe, Kiyoshi Izumi:
Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying Multi-Factor Model. CoRR abs/1901.11493 (2019) - [i1]Kei Nakagawa, Masaya Abe, Junpei Komiyama:
A Robust Transferable Deep Learning Framework for Cross-sectional Investment Strategy. CoRR abs/1910.01491 (2019) - 2018
- [c3]Kei Nakagawa, Takumi Uchida, Tomohisa Aoshima:
Deep Factor Model - Explaining Deep Learning Decisions for Forecasting Stock Returns with Layer-Wise Relevance Propagation. MIDAS/PAP@PKDD/ECML 2018: 37-50 - 2017
- [c2]Kei Nakagawa, Mitsuyoshi Imamura, Kenichi Yoshida:
Stock Price Prediction with Fluctuation Patterns Using Indexing Dynamic Time Warping and k^* -Nearest Neighbors. JSAI-isAI Workshops 2017: 97-111 - 2014
- [j2]Kei Nakagawa, Naofumi Otsuru, Koji Inui, Ryusuke Kakigi:
Change-related auditory P50: A MEG study. NeuroImage 86: 131-137 (2014) - [j1]Kei Nakagawa, Koji Inui, Louis Yuge, Ryusuke Kakigi:
Inhibition of somatosensory-evoked cortical responses by a weak leading stimulus. NeuroImage 101: 416-424 (2014) - 2012
- [c1]Kei Nakagawa, Kento Mori, Kenjiro Takemura, Shinichi Yokota, Kazuya Edamura:
Impingement type micro fluidic device using electro-conjugate fluid. MHS 2012: 41-45
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from , , and to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-12-05 21:42 CET by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint