Adachi Takanori

アダチタカノリ | Adachi Takanori

Affiliation and department：
Job title： Specially Appointed Professor

Research field (4)： Mathematical informatics , Applied mathematics and statistics , Basic mathematics , Money and finance

Research keywords (6)： Machine Learning , Theory of Algorithmic Trading , Categorical Probability Theory , Mathematical Finance , Econometrics , Mathematical Logic

Research theme for competitive and other funds (5)：

2024 - 2027 圏論的確率論を用いた不確実性の階層の研究とファイナンスへの応用
2018 - 2023 認識論理を用いた構造型アプローチによる金融的確率ジャンプの発生メカニズムの研究
2017 - 2020 錐形ファイナンスと板情報過程の融合による市場流動性リスクの発生メカニズムの検証
2013 - 2018 次世代金融工学における熱核法の展開
2014 - 2017 圏論的観点に基づくリスク尺度理論の構築と応用

Papers (14)：

Yusuke Naritomi, Takanori Adachi. Time Series Data Generation by Linear Response Model. Transactions of the Japanese Society for Artificial Intelligence. 2024. 39. 4. FIN23-J_1
Takanori Adachi. Hierarchical structure of uncertainty. 2023
Yusuke Naritomi, Takanori Adachi. Stock Market Simulation by Micro-Macro GAN. 2023 IEEE International Conference on Web Intelligence and Intelligent Agent Technology (WI-IAT). 2023
Takanori Adachi, Yusuke Naritomi. Discrete signature and its application to finance. 2021
Yusuke Naritomi, Takanori Adachi. Data Augmentation of High Frequency Financial Data Using Generative Adversarial Network. 2020 IEEE/WIC/ACM International Joint Conference on Web Intelligence and Intelligent Agent Technology (WI-IAT). 2020

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MISC (24)：

市川大輔, 足立高徳. 乱高下した株価、AI活用の高速取引が助長か. 読売新聞. 2024. 朝刊. 2面
永井洋一, 足立高徳. バブル後高値の死角フェイク生成AIに備えはあるか. QUICK. 2023
永井洋一, 足立高徳. 米恐怖指数,株安でも「沈黙」. 日本経済新聞. 2022. 朝刊. 19面
Takanori Adachi, Katsushi Nakajima, Yoshihiro Ryu. Generalized filtrations and binomial asset pricing models. Operations Research. 2020. 65. 7. 351-358
足立高徳. 機械運用,危機後に覚醒するか. 日経ヴェリタス. 2020. 638. 8面

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Books (5)：

Algorithmic Trading
2018 ISBN:9784254275841
The Awk Programming Language
2010 ISBN:4904807006
The Annotated C++ Reference Manual
1992 ISBN:4810180271
The Awk Programming Language
1989 ISBN:4810180085
C++ Primer
CQ Publishing Co., Ltd. 1988 ISBN:4789833046

Lectures and oral presentations (121)：

Hierarchical Structure of Uncertainty
(Korea-Japan Mathematical Finance Conference 2024)
Time Series Data Generation by Linear Response Models
(Korea-Japan Mathematical Finance Conference 2024)
Hierarchical Structure of Uncertainty
(RIMS Symposium: Modeling and Learning of Stochastic Dynamics 2024)
Time Series Data Generation by Linear Response Models
(International Workshop on Sustainable Finance and Related Issues 2024)
Hierarchical Structure of Uncertainty
(Winter Workshop on Operations Research, Finance and Mathematics, 2024 2024)

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Education (6)：

2011 - 2014 Graduate School of International Corporate Strategy, Hitotsubashi University Financial Strategy Ph.D. course
2009 - 2011 Graduate School of International Corporate Strategy, Hitotsubashi University Financial Strategy MBA course
1982 - 1985 Tokyo Institute of Technology Graduate School of Science and Engineering Ph.D. course
1980 - 1982 Tokyo Institute of Technology Graduate School of Science and Engineering Master course
1976 - 1980 Tokyo Institute of Technology Faculty of Science Dept. of Information Science

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Professional career (2)：

Ph. D. (Hitotsubashi University)
Master of Science (Tokyo Institute of Technology)

Work history (15)：

2023/04 - 現在 Tokyo Metropolitan University Graduate School of Management Specially Appointed Professor
2022/04 - 現在 Ritsumeikan Asia Pacific University College of International Management
2020/04 - 2023/03 Tokyo Metropolitan University Graduate School of Management Professor
2018/04 - 2020/03 Hitotsubashi University Graduate School of Business Administration Part-time Lecturer
2018/04 - 2020/03 Tokyo Metropolitan University Graduate School of Management Professor

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Committee career (6)：

2024/11 - 現在日本アマチュア映画祭振興協会諮問委員
2021/08 - 現在 Japanese Association of Financial Econometrics and Engineering Auditor
2019/08 - 現在 Japanese Association of Financial Econometrics and Engineering Deputy
2018/12 - 現在 Foundation of Global Life Learning Center Secretary of GLLC Ph.D. Party
1993/04 - 現在 Information Processing Society of Japan SC22/C++ Committee

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Association Membership(s) (5)：

THE JAPANESE SOCIETY FOR ARTIFICIAL INTELLIGENCE , Computational Social Science Japan , The Japanese Society for Mathematical Economics , Japanese Association of Financial Econometrics and Engineering , The Operations Research Society of Japan

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