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Masafumi Nakano
Masafumi Nakano
GCI Asset Management
Verified email at gci.jp
Title
Cited by
Cited by
Year
Bitcoin technical trading with artificial neural network
M Nakano, A Takahashi, S Takahashi
Physica A: Statistical Mechanics and its Applications 510, 587-609, 2018
1762018
Generalized exponential moving average (EMA) model with particle filtering and anomaly detection
M Nakano, A Takahashi, S Takahashi
Expert Systems with Applications 73, 187-200, 2017
842017
Fuzzy logic-based portfolio selection with particle filtering and anomaly detection
M Nakano, A Takahashi, S Takahashi
Knowledge-Based Systems 131, 113-124, 2017
402017
Creating investment scheme with state space modeling
M Nakano, A Takahashi, S Takahashi
Expert Systems with Applications 81, 53-66, 2017
162017
State–space approach to adaptive fuzzy modeling for financial investment
M Nakano, A Takahashi, S Takahashi
Applied Soft Computing 82, 105590, 2019
112019
On the effect of Bank of Japan’s outright purchase on the JGB yield curve
M Nakano, A Takahashi, S Takahashi, T Tokioka
Asia-Pacific Financial Markets 25, 47-70, 2018
112018
A new investment method with AutoEncoder: Applications to crypto currencies
M Nakano, A Takahashi
Expert Systems with Applications 162, 113730, 2020
102020
Robust technical trading with fuzzy knowledge-based systems
M Nakano, A Takahashi, S Takahashi
Available at SSRN 2996303, 2017
82017
" Optimal Portfolio with Particle Filtering"(in Japanese)
M Nakano, S Sato, A Takahashi, S Takahashi
CIRJE J-Series, 2016
22016
Enhancing Sentiment Analysis based Investment by Large Language Models in Japanese Stock Market
M Nakano, T Yamaoka
Available at SSRN 4511658, 2023
2023
Mean-Variance Portfolio with Generalized EMA and Anomaly Detector
M Nakano, A Takahashi, S Takahashi
Available at SSRN 2858154, 2016
2016
A Return Prediction-based Investment with Particle Filtering and Anomaly Detection
M Nakano, A Takahashi, S Takahashi
CARF F-Series, 2016
2016
" On the effect of Bank of Japan's outright purchase on the JGB yield curve"(in Japanese) This paper examines an impact of Bank of Japan (BOJ)'s outright purchase on the JGB …
T Tokioka, M Nakano, A Takahashi, S Takahashi
CIRJE J-Series, 0
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