Rei Taguchi (D3) , Department of Systems Innovation, received Excellence Research Award at GPIF Finance Awards for Students

On 21st March 2024, Rei Taguchi (D3) , Izumi Laboratory, Department of Systems Innovation, received Excellence Research Award at GPIF Finance Awards for Students.

GPIF Finance Awards for Students

Awards for Students provide an opportunity for students and student groups conducting research in the field of pension fund management and related fields to present their research, interact with each other, deepen their understanding of the field, and recognize research that is deemed useful.

About awarded research

Title: Proposed Asset Allocation Strategy for Crypto Assets Using Forecast-Based Polarity Index This study proposes an investment strategy considering future economic events in the investment allocation decision problem for crypto assets. The proposed strategy uses two methods, alternative data and regime switch, and obtains higher performance than the comparative method.

Your impression & future plan

I would like to thank the faculty and staff of the University of Tokyo and all others who have provided me with guidance and support. Encouraged by this award, I will continue to push forward with my research activities.