Katsuhiko Okada
(岡田 克彦)Profile Information
- Affiliation
- Professor, Institute for Business and Accounting, Kwansei Gakuin University
- Head of Research, Research, K2Q Capital Ltd, London
- CEO/CIO, Investment Model Development, Magne-Max Capital Management
- Degree
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PhD in Financial Economics(Mar, 2006, Kobe University)
- Other name(s) (e.g. nickname)
- katsuokada@gmail.com
- Researcher number
- 90411793
- ORCID ID
- https://orcid.org/0000-0001-9655-2640
- J-GLOBAL ID
- 201301091918777349
- researchmap Member ID
- B000228243
- External link
With a decade in financial management and specialization in derivative products, positions were held at institutions such as Morgan Stanley and UBS from 1992 to 1996. As a hedge fund manager, insights were gleaned into the role of emotions and biases in financial markets.
In 1996, Halberdier Capital Management Singapore Pte was co-founded, launching a multi-strategy hedge fund in Bermuda the following year. After divesting in 2005, the path led to academia.
The focus of academic work has been on the intersection of computer science and behavioral finance, leading to a range of publications and presentations. Tenure was earned at Kwansei Gakuin University Graduate School of Business in Japan, with a promotion to full professor in 2011. In 2023, the position of Head of Research at K2Q Capital in London was accepted, continuing the exploration of behavioral aspects of financial markets using technologies developed in computer science.
Major Research Interests
8Research Areas
2Research History
10-
Sep, 2023 - Present
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Jun, 2023 - Present
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Jan, 2011 - Present
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Jul, 1996 - Apr, 2001
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Oct, 1992 - Jun, 1996
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May, 1990 - Oct, 1992
Education
2-
Apr, 2002 - Mar, 2006
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Sep, 1988 - May, 1990
Committee Memberships
13-
Oct, 2022 - Present
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Nov, 2016 - Present
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Dec, 2008 - Present
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2008 - Present
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Dec, 2019 - Dec, 2021
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Dec, 2017 - Dec, 2019
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Nov, 2015 - Nov, 2019
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Oct, 2013 - Sep, 2019
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Nov, 2014 - Nov, 2018
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Nov, 2015 - Dec, 2017
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Apr, 2012 - Mar, 2014
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Apr, 2012 - Mar, 2014
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Apr, 2008 - Mar, 2012
Awards
3Major Papers
57-
https://dx.doi.org/10.2139/ssrn.4535647, Aug, 2023 Lead authorCorresponding author
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Okada, Katsuhiko and Hamuro, Yukinobu and Nakasuji, Moe, Decoding the Unique Price Behavior in the Japanese Stock Market with Convolutional Neural Networks (May 31, 2023). Available at SSRN: https://ssrn.com/abstract=, May, 2023 Corresponding author
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Securities Analyst Journal, 58(7) 72-82, Jul, 2020 Peer-reviewedCorresponding author
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JSAI Proceedings 2016, Jun, 2016 Peer-reviewed
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Securities Analyst Journal, 52(11) 72-82, Nov, 2014 Peer-reviewed
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INTERNATIONAL REVIEW OF FINANCE, 14(1) 29-51, Mar, 2014 Peer-reviewed
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SSRN Working Paper Series, Feb, 2014
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SSRN working paper series 2275901 http://ssrn.com/author=1831853, Jun, 2013
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INTERNATIONAL REVIEW OF FINANCE, 13(2) 161-185, Jun, 2013 Peer-reviewed
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SIF-FIN 007-07, 第27(第6) 261-270, Jul, 2012 Peer-reviewed
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Transactions of the Japanese Society for Artificial Intelligence, 27(6) 355-364, 2012
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Learning for Logics and Logics for Learning, (7th Workshop Osaka University), Mar, 2011 Peer-reviewed
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Pacific Basin Finance Journal, 14(4) 395-409, Sep, 2006 Peer-reviewed
Misc.
22-
The journal of the Institute of Electronics, Information and Communication Engineers., 104(3) 212-220, Mar, 2021 Invited
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Nextcom, Vol.35(Autumn) 4-13, Sep, 2018 Invited
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Capital Market Monthly, Vol 393(May) 16-25, May, 2018 Invited
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証券アナリストジャーナル = Securities analysts journal, 55(10) 37-47, Oct, 2017 Invited
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日本オペレーションズ・リサーチ学会2017年春季研究発表会, Mar 16, 2017
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ゆうちょ資産研究 : 研究助成論文集, 23 29-41, Nov, 2016
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2016年度人工知能学会(第30回), Jun 8, 2016
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行動経済学会, Nov 29, 2015
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61(4) 119-136, Mar, 2014
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(12) 117-130, Dec, 2013
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27 1-4, Jun 4, 2013
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日本オペレーションズ・リサーチ学会, 2013年春季研究発表会, 2013 108-109, Mar 5, 2013
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ERATO湊離散構造処理系プロジェクト2012年度秋のワークショップ, Oct, 2012
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ERATO湊離散構造処理系プロジェクト2012年度初夏のワークショップ, Jun, 2012
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関西学院大学スカイセミナー : Sky Seminar, (90), Jan, 2012
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人工知能学会 SIGFIN2011, Sep, 2011
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FIT2010 ERATO湊離散構造処理系プロジェクトシンポジウム, Sep, 2010
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第18回日本ファイナンス学会全国大会, May, 2010
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ビジネス&アカウンティングレビュー 第4号, (関西学院大学), Mar, 2009
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証券経済学会年報/第43号/証券経済学会, Jul, 2008
Major Books and Other Publications
14-
Springer, 2015 (ISBN: 9784431555001)
Presentations
55-
Asset Pricing Model Study Group, Jun 10, 2023 Invited
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Japan Finance Association, 46th Conference, Sep 10, 2022
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Oct 23, 2021 Invited
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Global Conference on Technical Analysis, Oct 3, 2021 Invited
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Nomura Investment Forum Tokyo, Dec 5, 2019, Nomura Securities Invited
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Japan Society for Insurance Science, Oct 26, 2019, Japan Society for Insurance Science Invited
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43th Annual Meeting, Japan Finance Association, Sep 12, 2019 Invited
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Japan Society of Monetary Economics, May 26, 2019 Invited
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Alternative Data Conference, Mar 20, 2019, Nikkei Invited
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MEW, Mar 20, 2019 Invited
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Industry-Government-Academia Forum on Financial Capital Market, Feb 22, 2019 Invited
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Patent Information fair and conference, Nov 8, 2018 Invited
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Faculty seminar at Hitotsubashi University, Jun 11, 2018 Invited
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Japan Society for Business Mathematics, Jun 2, 2018 Invited
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American Chamber of Commerce, Lunch Seminar, May 15, 2018 Invited
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MPT Forum, May 10, 2018 Invited
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Capital Market Research Society, Mar 1, 2018 Invited
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SAAJ seminar, Jan 24, 2018 Invited
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JPX Individual Investor Seminar, Nov 11, 2017 Invited
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Institutional Investor's seminar at Daiwa Investment Bank, Sep 25, 2017 Invited
Teaching Experience
9Professional Memberships
7Major Research Projects
11-
Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research (B), Grant-in-Aid for Scientific Research (B), Japan Society for the Promotion of Science, Apr, 2021 - Mar, 2024
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Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research (B), Grant-in-Aid for Scientific Research (B), Japan Society for the Promotion of Science, Apr, 2016 - Mar, 2019
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受託研究(一般受託研究), 独立行政法人科学技術振興機構, Oct, 2014 - Mar, 2019
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Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research (B), Grant-in-Aid for Scientific Research (B), Japan Society for the Promotion of Science, Apr, 2013 - Mar, 2016
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ERATO, JST, Apr, 2010 - Mar, 2015