Okada Katsuhiko

オカダカツヒコ | Okada Katsuhiko

Affiliation and department：
Job title：教授
Other affiliations (1)：

Japan Securities Analyst Association Examination Committee Professor

Homepage URL (2)： http://www.magne-max.com , http://www.magne-max.com

Research field (2)： Business administration , Money and finance

Research keywords (8)： Finance , Investor Psychology , Portfolio , NLP , Sentiment , Big Data , Artificial Intelligence , 行動ファイナンス

Research theme for competitive and other funds (7)：

2016 - 2019 ビッグデータ解析に基づく投資家群集行動の定量的解明
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)
2015 - 2016 Quantifying investor attention based on streaming news
2013 - 2016 大規模テキストデータを活用した投資家心理と株価変動の定量的解明
2010 - 2015 Discrete Structure Manipulationi Project

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Papers (55)：

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
OKADA Katsuhiko Hamuro Yukinobu. In pursuit of return predictability using AI. Journal of Behavioral Economics and Finance. 2019. 11. 121-131
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
OKADA Katsuhiko, Hamuro Yukinobu. Predicting stock returns based on the time lag in information diffusion through supply-chain networks. 105th SIG-FPAI. 2018

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MISC (10)：

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Books (11)：

Behavioral Economics, Present and Future
Nihon Hyorosha Co. Ltd 2019
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
Behavioral Interactions, Markets, and Economic Dynamics
Springer Japan 2015

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Lectures and oral presentations (51)：

Advances in active portfolio management driven by new technology and alternative data
(Nomura Investment Forum Tokyo 2019)
Behavioral Finance and AI
(Japan Society for Insurance Science 2019)
Financial Research, Past (Heisei) and Future (Reiwa) - Behavioral Finance
(43th Annual Meeting, Japan Finance Association 2019)
Factor Investment based on AI
(Japan Society of Monetary Economics 2019)
Alternative Data, A viable approach to look for alpha
(Alternative Data Conference 2019)

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Education (2)：

2002 - 2006 Kobe University
1988 - 1990 Washington University

Professional career (1)：

MBA (Kobe University)

Work history (7)：

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
2007/04 - 2011/03 Kwansei Gakuin University Institute of Business and Accounting Business School Associate Professor
2005/04 - 2007/03 Kwansei Gakuin University Institute of Business and Accounting Business School Assistant Professor
1996/07 - 2001/04 Halberdier Capital Management, Singapore Director

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Committee career (12)：

2019/12 - 現在 Association of Behavioral Economics and Finance Standing Director
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 - 現在証券アナリスト協会試験委員
2017/12 - 2019/12 Association of Behavioral Economics and Finance President

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Awards (3)：

2015/10 - SAAJ Best Paper Award 2014
2013/10 - SIG-FIN 2012年度ファイナンスにおける人工知能応用研究会優秀論文賞
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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