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J-GLOBAL ID：201701010771838401   Update date: Mar. 01, 2024

Adachi Takanori

アダチ タカノリ | Adachi Takanori
Affiliation and department：
Tokyo Metropolitan University Graduate School of Management

About Tokyo Metropolitan University Graduate School of Management


Job title： Specially Appointed Professor
Homepage URL  (1)： http://adach.com
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  (4)：
  • 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 (13)：
  • 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
  • Takanori Adachi, Katsushi Nakajima, Yoshihiro Ryu. Generalized Filtrations and Its Application to Binomial Asset Pricing Models. 2020
ｍore...
MISC (23)：
  • 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
  • 足立高徳. 立ちすくむ 人も機械も. 日本経済新聞. 2020. 朝刊. 2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  (117)：
  • Hierarchical Structure of Uncertainty
    (Winter Workshop on Operations Research, Finance and Mathematics, 2024 2024)
  • Uncertainty Spaces
    (2024)
  • Hierarchical structure of uncertainty
    (2023)
  • Hierarchical uncertainty
    (The 11th ACPF 2023)
  • 家系図と歴史
    (港南歴史協議会定例会 2023)
ｍore...
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 (5)：
  • 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
  • 2019/08 - 2020/08 Falling Walls Lab Sendai Jury
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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