On 21th July 2021, Masanori Hirano (D2), Department of Systems Innovation, received The Japanese Society for Artificial Intelligence (JSAI) 35th Annual Conference Excellence Award (2021).
＜Name of award and short explanation about the award＞
The Japanese Society for Artificial Intelligence (JSAI) 35th Annual Conference Excellence Award (2021)
https://www.ai-gakkai.or.jp/about/award/jsai_award-conf/#CONFERENCE (Japanese only)
Award to honor presenters who made excellent presentations at JSAI Annual Conference.
＜About awarded research＞
Title:STBM+: Advanced Stochastic Trading Behavior Model for Financial Markets based on Residual Blocks or Transformers
Introduction:This study proposed a new modeling method to imitate the actual traders' behaviors in Tokyo Stock Exchange market using deep learning and detailed order data. This method was built for artificial market simulations and, we believe, will be a touchstone in developing financial market simulation through the integration of data mining technology.
＜Your impression & future plan＞
It is an honor to win this award. Thanks to those who support my research, and I will continue to do my best on researches.