ピフルルカーシュ (Lukas Pichl) - マイポータル

基本情報

学位: Doctor of Philosophy(Charles University Prague)
Master of Science(University of Economics Prague)
Doctor of Philosophy(Graduate University of Advanced Studies)
Master of Science(Charles University Prague, Faculty of mathematics and physics)

研究者番号: 10343394
J-GLOBAL ID: 201001041645373216
researchmap会員ID: 6000026645

研究分野

情報通信 / ソフトコンピューティング /

経歴

2014年4月 - 現在

国際基督教大学教養学部アーツ・サイエンス学科上級准教授
2008年4月 - 2014年3月

国際基督教大学教養学部アーツ・サイエンス学科准教授
2007年4月 - 2008年3月

国際基督教大学教養学部理学科准教授
2005年4月 - 2007年3月

国際基督教大学教養学部理学科助教授
2001年10月 - 2005年3月

会津大学講師

委員歴

2018年7月 - 現在

Journal of Risk and Financial Management (MDPI), Reviewer
2018年7月 - 現在

Journal of Risk and Financial Management (MDPI), Reviewer
2018年4月 - 現在

IEEE Access (journal), Reviewer
2016年 - 現在

Entropy (MDPI journal), Reviewer
2016年 - 現在

Entropy (MDPI journal), Reviewer
2015年 - 現在

International Journal of Computational Science and Engineering, Reviewer
2015年 - 現在

International Journal of Computational Science and Engineering, Reviewer
2019年2月 - 2019年2月

11th International Conference on Information, Process and Knowledge Management (eKNOW 2019), Program Committee Member
2019年2月 - 2019年2月

11th International Conference on Information, Process and Knowledge Management (eKNOW 2019), Program Committee Member
2018年12月 - 2018年12月

6th International Conference on Big Data Analytics (BDA 2018), Program Committee Member
2018年12月 - 2018年12月

6th International Conference on Big Data Analytics (BDA 2018), Program Committee Member
2018年12月 - 2018年12月

25th International Conference on Neural Information Processing (ICONIP 2018), Reviewer
2018年12月 - 2018年12月

25th International Conference on Neural Information Processing (ICONIP 2018), Reviewer
2018年8月

Symmetry (MDPI journal), Reviewer
2018年8月

Symmetry (MDPI journal), Reviewer
2018年6月 - 2018年7月

Local Organizing Committee for 23rd Annual Workshop on Economic Science with Interacting Heterogeneous Agents, Member
2018年6月 - 2018年7月

Local Organizing Committee for 23rd Annual Workshop on Economic Science with Interacting Heterogeneous Agents, Member
2018年3月 - 2018年3月

10th International Conference on Information, Process and Knowledge Management (eKNOW 2018), Program Committee Member
2018年3月 - 2018年3月

10th International Conference on Information, Process and Knowledge Management (eKNOW 2018), Program Committee Member
2017年12月 - 2017年12月

5th International Conference on Big Data Analytics, Program Committee Member

もっとみる

論文

Artificial Neural Networks for Realized Volatility Prediction in Cryptocurrency Time Series

R. Miura, L. Pichl, T. Kaizoji

Lecture Notes in Computer Science 11554 165-172 2019年7月査読有り
Trend Prediction Classification for High Frequency Bitcoin Time Series with Deep Learning

Takuya Shintate, Lukas Pichl

Journal of Risk and Financial Management 12(1) 17:1-17:15 2019年1月査読有り
Bitcoin and investor sentiment: statistical characteristics and predictability

C. Eom, T. Kaizoji, S. H. Kang, L. Pichl

Physica A 514 511-521 2019年1月査読有り
Analysis of Bitcoin market efficiency by using machine learning

Y. Hirano, L. Pichl, C. Eom, T. Kaizoji

CBU International Conference Proceedings 6 1153:1-1153:6 2018年10月
Computational intelligence methods for data mining of causality extent in time series

L. Pichl, T. Kaizoji

International Journal of Computational Science and Engineering 16(4) 411-418 2018年7月査読有り
Volatility analysis of Bitcoin price time series

L. Pichl, T. Kaizoji

Quantitative Finance and Economics 1(4) 474-485 2017年12月査読有り
Regime change and trend prediction for Bitcoin time series data

O. Kodama, L. Pichl, T. Kaizoji

CBU International Conference Proceedings 4 791-795 2017年10月
Calculation of Resonance S-Matrix Poles by Means of Analytic Continuation in the Coupling Constant

Jiri Horacek, Lukas Pichl

COMMUNICATIONS IN COMPUTATIONAL PHYSICS 21(4) 1154-1172 2017年4月査読有り
Analysis of Market Trend Regimes for March 2011 USDJPY Exchange Rate Tick Data

L. Pichl, T. Kaizoji

Lecture Notes in Artificial Intelligence 10003 184-196 2016年11月査読有り
EXPLORATION OF STYLIZED FACTS IN THE ARTIFICIAL LIFE SYSTEM AVIDA

Shinta Koyano, Lukas Pichl

CBU INTERNATIONAL CONFERENCE PROCEEDINGS 2016: INNOVATIONS IN SCIENCE AND EDUCATION 4 791-795 2016年査読有り
Determination of Resonant State Parameters from Ab Initio Data by Artificial Neural Network and Statistical Pade Approximation

L. Pichl, J. Horacek

Plasma and Fusion Research 10 3406049:1-3406049:4 2015年5月査読有り
Covariance Structure and Systematic Risk of Market Index Portfolio

L. Pichl

Lecture Notes in Computer Science (8999) 172-179 2015年3月招待有り
Using neural networks for forecasting of commodity time series trends

Akira Sato, Lukáš Pichl, Taisei Kaizoji

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) 7813 95-102 2013年
Heteroskedastic regression and persistence in random walks at Tokyo stock exchange

Katsuhiko Hayashi, Lukáš Pichl, Taisei Kaizoji

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) 7368(2) 566-574 2012年査読有り
Charge Transfer by H+ Ion Impact from H and Na Atoms Adsorbed on Al(100) Surface

H. Suno, R. Suzuki, D. Kato, L. Pichl, M. Kimura

Hitotsubashi journal of arts and sciences 52(1) 23-42 2011年12月査読有り
Summary Extraction from Chinese Text for Data Archives of Online News

N. Mikami, L. Pichl

Lecture Notes in Computer Science 7108 190-202 2011年11月査読有り
Semantic Network Closure Structures in Dual Translation of Stochastic Languages

L. Pichl

Lecture Notes in Computer Sciencce 5999 210-224 2010年3月査読有り
Literature Categorization System for Automated Database Retrieval of Scientific Articles Based on Dedicated Taxonomy

L. Pichl, M. Suzuki, M. Murata, D. Kato, I. Murakami, A. Sasaki

Data Mining and Marketing 223-234 2009年1月査読有り
Symbolic analysis of indicator time series by quantitative sequence alignment

Takuya Yamano, Kodai Sato, Taisei Kaizoji, Jan-Michael Rost, Lukas Pichl

COMPUTATIONAL STATISTICS & DATA ANALYSIS 53(2) 486-495 2008年12月査読有り
Readability factors of Japanese text classification

L. Pichl, J. Narita

Lecture Notes in Computer Science 4777 132-138 2007年10月

もっとみる

MISC

Experimental and theoretical study of double-electron capture in collisions of slow C⁴⁺ (1s² ¹S) with He(1s² ¹S)

M. Hoshino, L. Pichl, Y. Kanai, Y. Nakai, M. Kitajima, M. Kimura, Y. Li, H.-P. Liebermann, R. J. Buenker, H. Tanaka, Y. Yamazaki

Physical Review A 75 012716:1-012716:6 2007年1月査読有り

書籍等出版物

Network Theory and Agent-Based Modeling in Economics and Finance

A. S. Chakrabarti, L. Pichl, T. Kaizoji (担当:共編者(共編著者), 範囲:chapter editing and collection)

Springer Nature Singapore 2019年11月

講演・口頭発表等

Recent Machine Learning Algorithms for Classification of Time Series: Recurrent Deep Learning Networks with Potential for Plasma Applications

L. Pichl, T. Shintate

4th International Workshop on Models and Data for Plasma-Material Interaction in Fusion Devices, MoD-PMI 2019 2019年6月19日 NIFS and IAEA
Arbitrage, Co-integration, and Efficiency in Cryptocurrency Exchanges

L. Pichl with contributions, from R. Miura, T. Shintate, Z. Nan, T. Kaizoji

4th International Symposium on Big Data Analytics in Science and Engineering (BASE 2019) 2019年2月4日 University of Aizu and SCAT (Support Center for Advanced Telecommunications Technology Research) 招待有り
Ether cryptocurrency: arbitrage and cointegration for Ether-derived exchange rates among CAD, CNY, GBP, EUR, JPY & USD

L. Pichl, Z. Nan, T. Kaizoji

23rd Annual Workshop on Economic Science with Heterogeneous Interacting Agents 2018年7月2日 ESHIA
Prediction of high frequency Bitcoin prices with deep learning attention mechanism

T. Shintate, L. Pichl, T. Kaizoji

23rd Annual Workshop on Economic Science with Heterogeneous Interacting Agents 2018年7月1日 ESHIA
Analysis of Bitcoin market efficiency by using machine learning

Y. Hirano, C. Eom, L. Pichl, T. Kaizoji

6th CBU International Conference on Innovations in Science and Education 2018年3月21日 Central Bohemia University
Machine learning for high frequency prediction of Bitcoin price time series

T. Shintate, Y. Hirano, L. Pichl, T. Kaizoji

3d International Symposium on Big Data Analytics in Science and Engineering 2017年11月27日 University of Aizu 招待有り
Prediction of Bitcoin Price Movement with Machine Learning Algorithms

T. Shintate, L. Pichl, T. Kaizoji

19th Annual Meeting of Special Interest Group on Financial Informatics 2017年10月14日 Japanese Society for Artificial Intelligence
Inter-arrival time distribution and aggregate causal features of BTCEUR tick data set (Coinbase market, May 2015 - July 2016)

Y. Hirano, L. Pichl, C. Eom, E. Scalas, T. Kaizoji

17th International Conference on Business and Information 2017年7月6日
Regime change and trend prediction for Bitcoin time series data

O. Kodama, L. Pichl, T. Kaizoji

5th CBU International Conference on Innovations in Science and Education 2017年3月22日 Central Bohemia University
Determination of poles and zeros of analytical functions by means of analytical continuation: Application to quantum scattering resonances

L. Pichl, J. Horacek

International Conference on Computational Physics, Mathematics and its Applications 2016年11月8日
Analysis of Market Trend Regimes for March 2011 USDJPY Exchange Rate Tick Data

L. Pichl, T. Kaizoji

The 6th International Workshop on Emergent Intelligence on Networked Agents (at 15th International Joint Conference on Autuonomous Agents and Multiagent Systems) 2016年5月10日
Exploration of Stylized Facts in the Artificial Life System Avida

S. Koyano, L. Pichl

CBU International Conference on Innovations in Science and Education 2016年3月23日 Central Bohemian University
Covariance Structure and Systematic Risk of Market Index Portfolio

10th International Conference on Distributed Network Information Systems 2015年3月25日
Database of differential cross sections for the ionization of hydrogen by proton impact

Institute of Physics Seminar Series (Technical University Ostrava) 2015年2月17日 Institute of Physics 招待有り
Database diferencialnich ucinnych prurezu pro ionizaci atomarniho vodiku srazkou s protonem

L. Pichl

Institute of Physics Seminar Series 2015年2月17日 Technical University Ostrava 招待有り
Porovnavani Genetickych Sekvenci

L. Pichl

Seminar Series of the Institute of Theoretical Physics 2014年12月9日 Charles University Prague, Faculty of Mathematics and Physics 招待有り
Comparison of Genetic Sequences

L. Pichl

UTF seminar series 2014年12月9日 Institute of Theoretical Physics 招待有り
Causality Data Mining for the Time Series of Financial Futures on Crude Oil in Japan

L. Pichl, A. Sato, T. Kaizoji

Financial Networks and Systemic Risk 2013 2013年7月18日 Kyoto University
Time Series Forecasting and Optimal Stopping Problem in Market Index Portfolio

L. Pichl

25th European Conference on Operational Research, EURO XXV in Vilnius 2012年7月9日
Stochastic Computing with Biological Sequences

L. Pichl

2008年3月18日 Lund University 招待有り

もっとみる

所属学協会

共同研究・競争的資金等の研究課題

Update and Extension of Atomic and Molecular Databases for LHD Peripheral Plasmas

Research project lead by Prof. M. Kitajima, TITech 2014年4月 - 現在

Prof. Masashi Kitajima
決済手段としての暗号通貨の取引ネットワーク構造と取引市場ダイナミクスの解明

PI Prof. Yoshi Fujiwara, Univ. of Hyogo (Nomura Social Science Foundation) 2019年4月 - 2022年3月
Extreme event analysis and risk assessment for cryptocurrency time series

Lukas Pichl Kiban C 2019年4月 - 2022年3月
Computing critical data of fusion plasma processes for the ITER project

Prof. Ioan Schneider 2006年1月 - 2006年2月