Masaya Abe

Publication Activity (10 Years)

Years Active: 2008-2024
Publications (10 Years): 13

Top Topics

Cross Sectional

Top Venues

Publications

Shun Okumura, Masayuki Ohzeki, Masaya Abe
Application of time-series quantum generative model to financial data. CoRR (2024)
Masaya Abe, Kei Nakagawa
Enhanced Quantile Portfolio for Multifactor Model with Deep Learning. IIAI-AAI (2022)
Junpei Komiyama, Masaya Abe, Kei Nakagawa, Kenichiro McAlinn
Controlling False Discovery Rates Using Null Bootstrapping. CoRR (2021)
Kei Nakagawa, Masaya Abe, Junpei Komiyama
RIC-NN: A Robust Transferable Deep Learning Framework for Cross-sectional Investment Strategy. DSAA (2020)
Masaya Abe, Kei Nakagawa
How Do We Predict Stock Returns in the Cross-Section with Machine Learning? AICCC (2020)
Masaya Abe, Kei Nakagawa
Cross-sectional Stock Price Prediction using Deep Learning for Actual Investment Management. ASSE (2020)
Kei Nakagawa, Shuhei Noma, Masaya Abe
RM-CVaR: Regularized Multiple β-CVaR Portfolio. IJCAI (2020)
Masaya Abe, Kei Nakagawa
Deep Learning for Multi-factor Models in Regional and Global Stock Markets. JSAI-isAI Workshops (2019)
Kei Nakagawa, Tomoki Ito, Masaya Abe, Kiyoshi Izumi
Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying Multi-Factor Model. CoRR (2019)
Kei Nakagawa, Masaya Abe, Junpei Komiyama
A Robust Transferable Deep Learning Framework for Cross-sectional Investment Strategy. CoRR (2019)
Masaya Abe, Hideki Nakayama
Deep Learning for Forecasting Stock Returns in the Cross-Section. PAKDD (1) (2018)
Masaya Abe, Hideki Nakayama
Deep Learning for Forecasting Stock Returns in the Cross-Section. CoRR (2018)
Mariko Tsuchiya, Kojiro Amano, Masaya Abe, Misato Seki, Sumitaka Hase, Kengo Sato, Yasubumi Sakakibara
SHARAKU: an algorithm for aligning and clustering read mapping profiles of deep sequencing in non-coding RNA processing. Bioinform. 32 (12) (2016)
Iku Nemoto, Masaya Abe, Makoto Kotani
Multiplicative Correction of Subject Effect as Preprocessing for Analysis of Variance. IEEE Trans. Biomed. Eng. 55 (3) (2008)