Member of Executive Meeting

Index

Member of Executive Meeting

Kiyoshi Izumi

Kiyoshi Izumi

Professor, Department of Systems Innovation
Assistant dean, School of Engineering

Person in charge:
Head of Public Relations Office, School of Engineering

Research summary

Various behavioral data are overflowing in the present world. By utilizing these data, our laboratory aims to create new engineering methods to solve social problems in the real world. In particular, we are studying research themes of business and engineering collaboration, which is a fusion of economics and engineering. For example, a computer program that plays the role of a virtual dealer is created on a computer, and simulations involving these programs are used to design new trading systems such as stock markets and electricity markets. We are also developing analysis technology for textual data and high-frequency data to find signs of risks and opportunities.

Laboratory

http://socsim.t.u-tokyo.ac.jp

Biography

1993.3
Bachelor, College of Arts and Sciences, The University of Tokyo
1995.3
Master, Graduate School of Arts and Sciences, The University of Tokyo
1998.3
Doctor, Graduate School of Arts and Sciences, The University of Tokyo
1998.4-2003.3
Researcher, National Institute of Advanced Industrial Science and Technology
2004.4-2010.3
Senior Researcher, National Institute of Advanced Industrial Science and Technology
2010.4-2015.11
Associate Professor, School of Engineering, The University of Tokyo
2015.12-
Professor, School of Engineering, The University of Tokyo

Award history

  • JSAI Incentive Award, the Japanese Society for Artificial Intelligence (2013)
  • 3rd Best Paper Award, IEEE Computational Intelligence for Financial Engineering and Economics (CIFEr2014) (2014)
  • JSAI Incentive Award, the Japanese Society for Artificial Intelligence (2015)
  • Gest Editor Award, the Institute of Electrical Engineers of Japan (2015)
  • Research Incentive Award, Japanese Cognitive Science Society (2016)
  • Best Paper Award, The First Workshop on Financial Technology and Natural Language Processing (FinNLP) (2019)

Published paper

  • Daigo Tashiro and Hiroyasu Matsushima and Kiyoshi Izumi and Hiroki Sakaji, "Encoding of high-frequency order information and prediction of short-term stock price by deep learning", Quantitative Finance, Vol. 19, pp. 1499-1506 (2019).
  • Kiyoshi Izumi, “Trends in Financial Studies using Big Data and Artificial Intelligence” (in Japanese), Kinyuu Kennkyu, vol 30, no 1, Bonk of Japan, pp. 15-28, (2019).
  • Torii, Takuma; Kamada, Tomio; Izumi, Kiyoshi; Yamada, Kenta, “Platform design for large-scale artificial market simulation and preliminary evaluation on the K computer”, Artificial Life and Robotics, vol.22, no. 3. pp. 301-307, (2017).
  • Kiyoshi Izumi, Hiroshi Suzuki, Fujio Toriumi, “Transfer Entropy Analysis of Information Flow in a Stock Market”, Economic Foundations for Social Complexity Science: Theory, Sentiments, and Empirical Laws, pp. 193-208, Springer, (2017).
  • Mizuta, T. and Kosugi, S. and Kusumoto, T. and Matsumoto, W. and Izumi, K. and Yagi, I. and Yoshimura, S.; “Effects of Price Regulations and Dark Pools on Financial Market Stability: An Investigation by Multiagent Simulations”, Intelligent Systems in Accounting, Finance and Management, vol. 23, no. 1-2, pp. 97-120, (2016).
  • Bungo Miyazaki, Kiyoshi Izumi, Fujio Toriumi, and Ryo Takahashi, “Change detection of orders in stock markets using Gaussian mixture model”, Intelligent Systems in Accounting Finance and Management, vol. 21, no. 3, pp. 169-191, (2014).