Session Details

[2H6-OS-2c]OS-2

Tue. Jun 9, 2026 5:30 PM - 7:00 PM JST
Tue. Jun 9, 2026 8:30 AM - 10:00 AM UTC
Room H(Middle room 202B)
オーガナイザ:中川 慧(大阪公立大学),平野 正徳(株式会社Preferred Networks),坂地 泰紀(北海道大学),酒井 浩之(成蹊大学),水田 孝信(スパークス・アセット・マネジメント株式会社),星野 崇宏(慶應義塾大学)

[2H6-OS-2c-01]Extraction of Orthogonal Factors from Financial Data Using Principal Component Analysis and Gaussian Graphical Models

〇Koshi Watanabe1, Ryota Ozaki2, Kentaro Imajo2, Masanori Hirano2 (1. Hokkaido University, 2. Preferred Networks, Inc.)

[2H6-OS-2c-02]Do Lazy Prices Hold in Japan?Vocabulary Direction in Corporate Disclosures and Stock Returns Using LLM-Assisted Dictionaries

Katsuhiko Okada1, 〇Moe Nakasuji1, Yasutomo Yamasaki1, Takahiro Yamasaki2 (1. Kwansei Gakuin University, 2. Osaka Sangyo University)

[2H6-OS-2c-03]Impact of Brand and Exchange Rate on Price Formation in Japanese Used Android Smartphone Market

〇Yoshihiko Ichikawa1, Yuki Hirano2, Yuhei Imura2, Yusuke Nakajo2, Nao Kuwamoto2, Koshiro Tsutsumi2, Kei Nakagawa3 (1. Insight Edge, Inc., 2. SUMITOMO CORPORATION, 3. Osaka Metropolitan University)

[2H6-OS-2c-04]Dynamic Order-Flow Generation in Financial Markets Using Autoregressive Diffusion Models

〇Tomonori Takahashi1, Takayuki Mizuno2,1 (1. The Graduate University for Advanced Studies, 2. National Institute of Informatics)

[2H6-OS-2c-05]User-Preference-Aware Portfolio Optimization via Multi-Objective Bayesian Optimization with Active Preference Learning

〇Ryota Ozaki1, Masanori Hirano1 (1. Preferred Networks, Inc.)

[2H6-OS-2c-06]Dynamic Objective Function Selection Based on Market States for Financial Decision-Making

〇Keigo Sakurai1, Takahiro Ogawa1, Miki Haseyama1, Anjyu Anan2, Kei Nakagawa3 (1. Hokkaido University, 2. Nomura Asset Management Co,Ltd., 3. Osaka Metropolitan University)