JSAI Technical Report, Type 2 SIG

Volume 2025, Issue FIN-034

The 34th SIG-FIN

Displaying 1-31 of 31 articles from this issue

Download citation

Show all abstracts

UFO-2024 Competition on Tables in Annual Security Reports

Yasutomo KIMURA, Eisaku SATO, Kazuma KADOWAKI, Hokuto OTOTAKE

Article type: SIG paper
2025Volume 2025Issue FIN-034 Pages 01-05
Published: February 23, 2025
Released on J-STAGE: February 23, 2025

DOIhttps://doi.org/10.11517/jsaisigtwo.2025.FIN-034_01

RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

Show abstractHide abstract

[in Japanese]

View full abstract

Download PDF (731K)
A challenge for the TableQA task based on recognition of table structure and generation of cell explanatory text

So TAKASAGO, Tomoyoshi AKIBA

Article type: SIG paper
2025Volume 2025Issue FIN-034 Pages 06-12
Published: February 23, 2025
Released on J-STAGE: February 23, 2025

DOIhttps://doi.org/10.11517/jsaisigtwo.2025.FIN-034_06

RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

Show abstractHide abstract

[in Japanese]

View full abstract

Download PDF (2501K)
Evaluation Results of UTUtLB25 Team in SIG-FIN UFO-2024 Task of Table Question Answering of Securities Reports

Long SI, Yin ZHANG, Xiaotian WANG, Takehito UTSURO

Article type: SIG paper
2025Volume 2025Issue FIN-034 Pages 13-19
Published: February 23, 2025
Released on J-STAGE: February 23, 2025

DOIhttps://doi.org/10.11517/jsaisigtwo.2025.FIN-034_13

RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

Show abstractHide abstract

[in Japanese]

View full abstract

Download PDF (1245K)
A Table Analysis Method for Securities Reports Based on a Binary Classification Model: Results of Team FUSINT in the UFO-2024 Task

Yuki FUJITA, Ryota MIZUSHIMA, Hokuto OTOTAKE, Kenji YOSHIMURA

Article type: SIG paper
2025Volume 2025Issue FIN-034 Pages 20-25
Published: February 23, 2025
Released on J-STAGE: February 23, 2025

DOIhttps://doi.org/10.11517/jsaisigtwo.2025.FIN-034_20

RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

Show abstractHide abstract

[in Japanese]

View full abstract

Download PDF (596K)
Proposed solutions to the table comprehension task in the annual report

Tomoya BEKKI

Article type: SIG paper
2025Volume 2025Issue FIN-034 Pages 26-28
Published: February 23, 2025
Released on J-STAGE: February 23, 2025

DOIhttps://doi.org/10.11517/jsaisigtwo.2025.FIN-034_26

RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

Show abstractHide abstract

[in Japanese]

View full abstract

Download PDF (537K)
Table Retrieval Based on Similar Questions and Tables and One-shot Table Question Answering Using Large Language Models

Mayuri TANAKA, [in Japanese]

Article type: SIG paper
2025Volume 2025Issue FIN-034 Pages 29-33
Published: February 23, 2025
Released on J-STAGE: February 23, 2025

DOIhttps://doi.org/10.11517/jsaisigtwo.2025.FIN-034_29

RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

Show abstractHide abstract

[in Japanese]

View full abstract

Download PDF (282K)
Analysis of financial shock contagion between ETFs and underlying asset markets with consideration of regulations using artificial markets

Shuto ENDO, Takanobu MIZUTA, Isao YAGI

Article type: SIG paper
2025Volume 2025Issue FIN-034 Pages 34-41
Published: February 23, 2025
Released on J-STAGE: February 23, 2025

DOIhttps://doi.org/10.11517/jsaisigtwo.2025.FIN-034_34

RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

Show abstractHide abstract

[in Japanese]

View full abstract

Download PDF (1821K)
Constructing an Artificial Market Simulation with LLM-based Agents

Masanori HIRANO

Article type: SIG paper
2025Volume 2025Issue FIN-034 Pages 42-47
Published: February 23, 2025
Released on J-STAGE: February 23, 2025

DOIhttps://doi.org/10.11517/jsaisigtwo.2025.FIN-034_42

RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

Show abstractHide abstract

[in Japanese]

View full abstract

Download PDF (582K)
Generalizing Risk Parity Portfolios with Weighted Tsallis Entropy Regularization

Kei NAKAGAWA, Taira TSUCHIYA

Article type: SIG paper
2025Volume 2025Issue FIN-034 Pages 48-55
Published: February 23, 2025
Released on J-STAGE: February 23, 2025

DOIhttps://doi.org/10.11517/jsaisigtwo.2025.FIN-034_48

RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

Show abstractHide abstract

[in Japanese]

View full abstract

Download PDF (332K)
Asset Allocation inspired by Diversity in Recommender System

Tomoya HOSHINO

Article type: SIG paper
2025Volume 2025Issue FIN-034 Pages 56-62
Published: February 23, 2025
Released on J-STAGE: February 23, 2025

DOIhttps://doi.org/10.11517/jsaisigtwo.2025.FIN-034_56

RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

Show abstractHide abstract

[in Japanese]

View full abstract

Download PDF (336K)
The history of SIG-FIN - as a part of the history of AI and financial technology -

Takanobu MIZUTA

Article type: SIG paper
2025Volume 2025Issue FIN-034 Pages 63-66
Published: February 23, 2025
Released on J-STAGE: February 23, 2025

DOIhttps://doi.org/10.11517/jsaisigtwo.2025.FIN-034_63

RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

Show abstractHide abstract

[in Japanese]

View full abstract

Download PDF (578K)
The Impact of Basic Income on Economic Conditions: A Context-Dependent Analysis

Kosei TAKASHIMA, Isao YAGI

Article type: SIG paper
2025Volume 2025Issue FIN-034 Pages 67-74
Published: February 23, 2025
Released on J-STAGE: February 23, 2025

DOIhttps://doi.org/10.11517/jsaisigtwo.2025.FIN-034_67

RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

Show abstractHide abstract

[in Japanese]

View full abstract

Download PDF (1286K)
Economic Fermi Problems: Enhancing Estimation through Causal Structural Reasoning

Takuya YASUDA, Yuri MURAYAMA, Kiyoshi IZUMI

Article type: SIG paper
2025Volume 2025Issue FIN-034 Pages 75-78
Published: February 23, 2025
Released on J-STAGE: February 23, 2025

DOIhttps://doi.org/10.11517/jsaisigtwo.2025.FIN-034_75

RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

Show abstractHide abstract

[in Japanese]

View full abstract

Download PDF (535K)
Impact of Tokyo Stock Exchange market restructuring on liquidity

Hiroyuki MARUYAMA

Article type: SIG paper
2025Volume 2025Issue FIN-034 Pages 79-81
Published: February 23, 2025
Released on J-STAGE: February 23, 2025

DOIhttps://doi.org/10.11517/jsaisigtwo.2025.FIN-034_79

RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

Show abstractHide abstract

[in Japanese]

View full abstract

Download PDF (321K)
Proposal of an Anomaly Detection Method for Asset Relationships Using Asset Price Jumps and Graphs

Yoshiyuki NAKATA, Takaaki YOSHINO, Toshiaki SUGIE, Kaira SEKIGUCHI, Na ...

Article type: SIG paper
2025Volume 2025Issue FIN-034 Pages 82-89
Published: February 23, 2025
Released on J-STAGE: February 23, 2025

DOIhttps://doi.org/10.11517/jsaisigtwo.2025.FIN-034_82

RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

Show abstractHide abstract

[in Japanese]

View full abstract

Download PDF (1588K)
Empirical study of the diversification effect of art assets

Rika MORITA, Natsumi MACHIDA, Kosuke YAMAMOTO, Kei NAKAGAWA, Takahiro ...

Article type: SIG paper
2025Volume 2025Issue FIN-034 Pages 90-97
Published: February 23, 2025
Released on J-STAGE: February 23, 2025

DOIhttps://doi.org/10.11517/jsaisigtwo.2025.FIN-034_90

RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

Show abstractHide abstract

[in Japanese]

View full abstract

Download PDF (330K)
Proposal and Analysis of Data Construction Methods for Developing Sentiment Models Reflecting Sentiment Strength in Financial Texts

Kaito TAKANO

Article type: SIG paper
2025Volume 2025Issue FIN-034 Pages 98-108
Published: February 23, 2025
Released on J-STAGE: February 23, 2025

DOIhttps://doi.org/10.11517/jsaisigtwo.2025.FIN-034_98

RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

Show abstractHide abstract

[in Japanese]

View full abstract

Download PDF (1409K)
A Dataset of the Economy Watchers Survey and its Application to Price Sentiment Analysis

Masahiro SUZUKI, Hiroki SAKAJI

Article type: SIG paper
2025Volume 2025Issue FIN-034 Pages 109-115
Published: February 23, 2025
Released on J-STAGE: February 23, 2025

DOIhttps://doi.org/10.11517/jsaisigtwo.2025.FIN-034_109

RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

Show abstractHide abstract

[in Japanese]

View full abstract

Download PDF (588K)
Automatic generation of annual reports by industry using financial statements

Aozora TAKESHITA, Hiroyuki SAKAI

Article type: SIG paper
2025Volume 2025Issue FIN-034 Pages 116-121
Published: February 23, 2025
Released on J-STAGE: February 23, 2025

DOIhttps://doi.org/10.11517/jsaisigtwo.2025.FIN-034_116

RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

Show abstractHide abstract

[in Japanese]

View full abstract

Download PDF (763K)
A Case Study of ESG Evaluation for a System Integration Company Using LLM

Hinako SHIMAZU, Ryosuke HAMASAKI, Hiroshi OTSUKA, Yasuhiro IIJIMA

Article type: SIG paper
2025Volume 2025Issue FIN-034 Pages 122-126
Published: February 23, 2025
Released on J-STAGE: February 23, 2025

DOIhttps://doi.org/10.11517/jsaisigtwo.2025.FIN-034_122

RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

Show abstractHide abstract

[in Japanese]

View full abstract

Download PDF (1050K)
Structuring Information on Security Agreements and Other Significant Contracts in Large Shareholding Reports Using LLM

Akihisa TAKAHASHI, Yoshito TOBE

Article type: SIG paper
2025Volume 2025Issue FIN-034 Pages 127-131
Published: February 23, 2025
Released on J-STAGE: February 23, 2025

DOIhttps://doi.org/10.11517/jsaisigtwo.2025.FIN-034_127

RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

Show abstractHide abstract

[in Japanese]

View full abstract

Download PDF (541K)
Knowledge Extraction for Industry Classification in Large Language Models using Diverse Templates and Synthetic Data

Kazuki YANO, Masanori HIRANO, Kentaro IMAJO

Article type: SIG paper
2025Volume 2025Issue FIN-034 Pages 132-137
Published: February 23, 2025
Released on J-STAGE: February 23, 2025

DOIhttps://doi.org/10.11517/jsaisigtwo.2025.FIN-034_132

RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

Show abstractHide abstract

[in Japanese]

View full abstract

Download PDF (558K)
Quantitative evaluation and application of industry classification using machine learning

Kiyoshi YAKABI, Kei NAKAGAWA

Article type: SIG paper
2025Volume 2025Issue FIN-034 Pages 138-144
Published: February 23, 2025
Released on J-STAGE: February 23, 2025

DOIhttps://doi.org/10.11517/jsaisigtwo.2025.FIN-034_138

RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

Show abstractHide abstract

[in Japanese]

View full abstract

Download PDF (448K)
Comparative analysis of stock price and earnings signals in cross-sectional forecasting using machine learning methods

Naoki ODA, Kei NAKAGAWA, Takahiro HOSHINO

Article type: SIG paper
2025Volume 2025Issue FIN-034 Pages 145-151
Published: February 23, 2025
Released on J-STAGE: February 23, 2025

DOIhttps://doi.org/10.11517/jsaisigtwo.2025.FIN-034_145

RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

Show abstractHide abstract

[in Japanese]

View full abstract

Download PDF (408K)
Dynamic Portfolio Optimization Using Deep Learning Models with Multi-step Utility Loss

Kenji KUBO, Kei NAKAGAWA

Article type: SIG paper
2025Volume 2025Issue FIN-034 Pages 152-158
Published: February 23, 2025
Released on J-STAGE: February 23, 2025

DOIhttps://doi.org/10.11517/jsaisigtwo.2025.FIN-034_152

RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

Show abstractHide abstract

[in Japanese]

View full abstract

Download PDF (406K)
Generation of Financial Time Series by Conditional Diffusion Model with Volatility Estimator Using Simulated Data

Ryoya YOSHIDA, Masanori HIRANO, Kentaro IMAJO

Article type: SIG paper
2025Volume 2025Issue FIN-034 Pages 159-166
Published: February 23, 2025
Released on J-STAGE: February 23, 2025

DOIhttps://doi.org/10.11517/jsaisigtwo.2025.FIN-034_159

RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

Show abstractHide abstract

[in Japanese]

View full abstract

Download PDF (7537K)
Predicting the Nikkei Stock Average During Market Crashes Using ChatGPT for Prior Distribution Design in Bayesian Estimation of Gaussian Process Regression Parameters

Seira ISHII, Hiroki HORITA

Article type: SIG paper
2025Volume 2025Issue FIN-034 Pages 167-173
Published: February 23, 2025
Released on J-STAGE: February 23, 2025

DOIhttps://doi.org/10.11517/jsaisigtwo.2025.FIN-034_167

RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

Show abstractHide abstract

[in Japanese]

View full abstract

Download PDF (382K)
Generation of Limit Order Book Using Deep Generative Models

Tomonori TAKAHASHI, Takayuki MIZUNO

Article type: SIG paper
2025Volume 2025Issue FIN-034 Pages 174-176
Published: February 23, 2025
Released on J-STAGE: February 23, 2025

DOIhttps://doi.org/10.11517/jsaisigtwo.2025.FIN-034_174

RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

Show abstractHide abstract

[in Japanese]

View full abstract

Download PDF (219K)
Simulation Analysis Using Machine Learning: The Contribution of Accounting Information in the Municipal Bond Market

Kentaro HARAGUCHI, Yasuhiro TAMBA, Daisuke IKEDA, Shuji ABE, Keiichi O ...

Article type: SIG paper
2025Volume 2025Issue FIN-034 Pages 177-184
Published: February 23, 2025
Released on J-STAGE: February 23, 2025

DOIhttps://doi.org/10.11517/jsaisigtwo.2025.FIN-034_177

RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

Show abstractHide abstract

[in Japanese]

View full abstract

Download PDF (928K)
Proposal of KAN-Based Autoencoder for Constructing Three-Factor Model in Government Bond Yield Curve

Yoshiyuki SUIMON, Ryosuke YONEDA

Article type: SIG paper
2025Volume 2025Issue FIN-034 Pages 185-188
Published: February 23, 2025
Released on J-STAGE: February 23, 2025

DOIhttps://doi.org/10.11517/jsaisigtwo.2025.FIN-034_185

RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

Show abstractHide abstract

[in Japanese]

View full abstract

Download PDF (794K)
Ontology Construction and Information Extraction Using Generative AI for ESG Investment Utilizing Securities Reports and Integrated Reports

Ryosuke OHORI

Article type: SIG paper
2025Volume 2025Issue FIN-034 Pages 189-194
Published: February 23, 2025
Released on J-STAGE: February 23, 2025

DOIhttps://doi.org/10.11517/jsaisigtwo.2025.FIN-034_189

RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

Show abstractHide abstract

[in Japanese]

View full abstract

Download PDF (653K)

Register with J-STAGE for free!