Kei Nakagawa

J-GLOBAL         Last updated: May 11, 2019 at 11:35
 
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Name
Kei Nakagawa
E-mail
kei.nak.0315gmail.com
Affiliation
Nomura Asset Management Co,Ltd
Section
Innovation Lab
Job title
Quants Analyst
Degree
Master of Bussiness Administration(University of Tsukuba)
ORCID ID
0000-0001-5046-8128

Research Areas

 
 

Academic & Professional Experience

 
Feb 2018
 - 
Today
Quants Analyst, Innovation Lab, Nomura Asset Management Co,Ltd
 
Nov 2014
 - 
Jan 2018
Sumitomo Mitsui Asset Management Co,Ltd
 
Apr 2012
 - 
Oct 2014
Nissay Asset Management Co,Ltd
 

Education

 
Apr 2016
 - 
Today
Graduate School of Business Science, University of Tsukuba
 
Apr 2013
 - 
Mar 2015
Graduate School of Business Science, University of Tsukuba
 
Apr 2008
 - 
Mar 2012
Kyoto University
 

Awards & Honors

 
Sep 2018
Extensions of Risk-Based Portfolio with Black-Litterman Model, Excellent paper award, Academic society for Financial Planning
 
2017
Honorable paper award, Nippon Technical Analyst Association
Winner: Kei Nakagawa,Mitsuyoshi Imamura
 
2016
Outstanding paper award, Nippon Technical Analyst Association
 

Published Papers

 
Yusuke Uchiyama, Takanori Kadoya, Kei Nakagawa
Entropy   21(2) 119   Jan 2019   [Refereed]
AAAI-19 Network Interpretability for Deep Learning      Jan 2019   [Refereed]
Stock Price Prediction using Tex-Medoids Clustering with Indexing Dynamic Time Warping
Kei Nakagawa,Mitsuyoshi Imamura and Kenichi Yoshida
Electronics and Communications in Japan   102(2) 3-8   Jan 2019   [Refereed]
MIDAS 2018 : MIDAS @ECML-PKDD 2018 - 3rd Workshop on MIning DAta for financial applicationS      Sep 2018   [Refereed]
電気学会論文誌C Vol. 138 No. 8   138(8)    Aug 2018   [Refereed]

Misc

 
Complex Valued Risk Diversification
Yusuke Uchiyama, Takanori Kadoya, Kei Nakagawa
arXiv      Oct 2018
CRAN      Jul 2018   [Refereed]
Kei Nakagawa
CRAN   

Books etc

 
ECML PKDD 2018 Workshops
Kei Nakagawa (Part:Contributor, Deep Factor Model)
Springer   Apr 2019   
New Frontiers in Artificial Intelligence
Kei Nakagawa (Part:Contributor, Stock Price Prediction with Fluctuation Patterns using Indexing Dynamic Time Warping and k∗-Nearest Neighbors)
Springer International Publishing   Jun 2018   

Conference Activities & Talks

 
Deep Recurrent Factor Model
Kei Nakagawa, Tomoki Ito, Masaya Abe and Kiyoshi Izumi
AAAI-19 Network Interpretability for Deep Learning   27 Jan 2019   
Investment Strategy on Specific Returns in Multi-asset Market
Akio Ito and Kei Nakagawa
International Workshop:Digital Innovation in Finance   10 Dec 2018   
Deep Factor Model
Kei Nakagawa,Takumi Uchida and Tomohisa Aoshima
3rd Workshop on MIning DAta for financial applicationS MIDAS @ECML-PKDD 2018   14 Sep 2018   
Kei Nakagawa, Mitsuyoshi Imamura and Kenichi Yoshida
International Workshop: Artificial Intelligence of and for Business (AI-Biz2017)   14 Nov 2017   
Model Predictive Control Strategy for Co-integrated Pairs of Stocks [Invited]
Kei Nakagawa
IFTA2015   4 Oct 2015