Predicting Currency Crises: A Novel Approach Combining Random Forests and Wavelet Transform

by Lei Xu, Takuji Kinkyo, Shigeyuki Hamori
Published 2018-12-01

Financial Hazard Map: Financial Vulnerability Predicted by a Random Forests Classification Model

by Katsuyuki Tanaka, Takuji Kinkyo, Shigeyuki Hamori
Published 2018-05-01

New Dataset for Forecasting Realized Volatility: Is the Tokyo Stock Exchange Co-Location Dataset Helpful for Expansion of the Heterogeneous Autoregressive Model in the Japanese Sto...

by Takuo Higashide, Katsuyuki Tanaka, Takuji Kinkyo, Shigeyuki Hamori
Published 2021-05-01

Can We Forecast Daily Oil Futures Prices? Experimental Evidence from Convolutional Neural Networks

by Zhaojie Luo, Xiaojing Cai, Katsuyuki Tanaka, Tetsuya Takiguchi, Takuji Kinkyo, Shigeyuki Hamori
Published 2019-01-01