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J-GLOBAL ID：201301091918777349   Update date: Feb. 01, 2024

Okada Katsuhiko

オカダ カツヒコ | Okada Katsuhiko
Affiliation and department：
Kwansei Gakuin University Institute for Business and Accounting

About Kwansei Gakuin University Institute for Business and Accounting


Job title： Professor
Other affiliations (2)：
  • K2Q Capital Ltd, London  Research   Head of Research
  • Magne-Max Capital Management  Investment Model Development   CEO/CIO
Homepage URL  (1)： https://k2qcapital.com/
Research field  (2)： Business administration ,  Money and finance
Research keywords  (8)： Investor Psychology ,  Portfolio ,  NLP ,  Market Sentiment ,  Neural Network ,  Artificial Intelligence ,  Asset Pricing Model ,  Convolutional Neural Network
Research theme for competitive and other funds  (11)：
  • 2021 - 2024 ML based asset pricing model using alternative data
  • 2019 - 2022 オープンイノベーション時代における「選択と集中」と「範囲の経済」のジレンマの研究
  • 2016 - 2019 Detecting herding behavior in the stock market using big data analysis
  • 2014 - 2019 データ研磨技術とデータ粒子による実データ解析技術の開発(戦略的創造研究推進事業 CREST)
  • 2013 - 2016 Behavioral anatomy of asset price fluctuations based on large textual data.
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Papers (57)：
  • Satoshi Itoh, Katsuhiko Okada. The Power of Large Language Models: A ChatGPT-driven Textual Analysis of Fundamental Data. https://dx.doi.org/10.2139/ssrn.4535647. 2023
  • Moe Nakasuji, Yukinobu Hamuro, Katsuhiko Okada. Decoding the Unique Price Behavior in the Japanese Stock Market with Convolutional Neural Networks. Okada, Katsuhiko and Hamuro, Yukinobu and Nakasuji, Moe, Decoding the Unique Price Behavior in the Japanese Stock Market with Convolutional Neural Networks (May 31, 2023). Available at SSRN: https://ssrn.com/abstract=. 2023
  • Bao, Te, Corgnet, Brice, Hanaki, Nobuyuki, Okada, Katsuhiko, Riyanto, Yohanes E, Zhu, Jiahua. Bao, Te and Corgnet, Brice and Hanaki, Nobuyuki and Okada, Katsuhiko and Riyanto, Yohanes E. and Zhu, Jiahua, Financial Forecasting in the Lab and the Field: Qualified Professionals vs. Smart Students. ISER DP No. 1156, 2022. 2022
  • Katsuhiko Okada. Why do Japanese invest less in stock market?. Security Analyst Journal. 2021. 59. 11. 56-63
  • Katsuhiko Okada, Yukinobu Hamuro. Industry Cluster Momentum in the Japanese Stock Market -Application of Hot Spot Mining technique to identify industries in focus-. Securities Analyst Journal. 2020. 58. 7. 72-82
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MISC (22)：
  • Yukinobu Hamuro, Katsuhiko Okada, Katsuhiko Terada. The Function of Data-Mining in Social Science Research. The journal of the Institute of Electronics, Information and Communication Engineers. 2021. 104. 3. 212-220
  • Katsuhiko Okada. New Era of research in Behavioral Finance. AI and Big Data may fundamentally change the research we do. Nextcom. 2018. Vol.35. Autumn. 4-13
  • OKADA Katsuhiko. Application of AI technology in the financial market. Capital Market Monthly. 2018. Vol 393. May. 16-25
  • 羽室 行信, 岡田 克彦. ハーディングの「相」解析と底検知 : Deep Learningによる売られ過ぎ検知 (特集 AIの金融応用(実践編)). 証券アナリストジャーナル = Securities analysts journal. 2017. 55. 10. 37-47
  • 羽室行信, 岡田克彦. 個別株の短期トレンドの連動に基づいたシグナル解析. 日本オペレーションズ・リサーチ学会2017年春季研究発表会. 2017
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Books (14)：
  • Financial Data Analysis by Python
    2022 ISBN:9784254129144
  • Behavioral Economics, Present and Future
    2019 ISBN:9784535559097
  • Investment strategy in the 21st century. How to capitalize on Yahoo! Japan Big Data and AI technology
    KODANSHA 2018 ISBN:9784062210386
  • Encyclopedia of Artificial Intelligence
    Kyoritsu Publishing 2017 ISBN:9784320124202
  • The Routledge Handbook of Japanese Business and Management
    Routledge 2016
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Lectures and oral presentations  (55)：
  • Decoding the Unique Price Behavior in the Japanese Stock Market with Convolutional Neural Networks
    (Asset Pricing Model Study Group 2023)
  • Two-Dimensional Price/Volume Information and Return Predictability: Portfolio Choice based on Convolutional Neural Network
    (Japan Finance Association, 46th Conference 2022)
  • Symposium on the death of Behavioral Economics
    (2021)
  • Reference dependent investors and Technical Signals
    (Global Conference on Technical Analysis 2021)
  • Advances in active portfolio management driven by new technology and alternative data
    (Nomura Investment Forum Tokyo 2019)
ｍore...
Education (2)：
  • 2002 - 2006 Kobe University Graduate School of Business
  • 1988 - 1990 Washington University John M. Olin School of Business
Professional career (1)：
  • PhD in Financial Economics (Kobe University)
Work history (10)：
  • 2023/09 - 現在 Magne-Max Capital Management Investment Model Development CEO/CIO
  • 2023/06 - 現在 K2Q Capital Ltd, London Research Head of Research
  • 2022/09 - 現在 K2Q Capital Ltd, London Investment Advisory Committee Investment Advisory Committee member
  • 2011/04 - 現在 Kwansei Gakuin University Institute of Business and Accounting Business School Professor
  • 2011/01 - 現在 Magne-Max Capital Management Co. Ltd. CEO/CIO
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Committee career (13)：
  • 2022/10 - 現在 Japan Finance Association Vice President
  • 2016/11 - 現在 Securities Analyst Association Japan Editorial Board Member
  • 2008/12 - 現在 Journal of Behavioral Economics and Finance Editorial Board Member
  • 2008 - 現在 Securities Analyst Association of Japan CFA exam committee
  • 2019/12 - 2021/12 Association of Behavioral Economics and Finance Standing Director
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Awards (3)：
  • 2015/10 - SAAJ Best Paper Award 2014
  • 2013/10 - Japan Society of Artificial Intelligence Best Paper Award
  • 2004/10 - Securities Analyst Association in Japan Best paper award for Securities Analyst Journal 2003
Association Membership(s) (7)：
Western Finance Association ,  American Finance Association ,  THE JAPANESE SOCIETY FOR ARTIFICIAL INTELLIGENCE ,  日本ファイナンス学会 ,  JAPAN FINANCE ASSOCIATION ,  Asian Finance Association ,  行動経済学会
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