OKADA Katsuhiko
Graduate School 【 display / non-display 】
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Graduate school:Kobe University
Department:Graduate School, Division of Administration
Course:Finance
Course completed:Doctor's Course
Date of completion:2006.03
Completion status:Completed
Country:Japan -
Graduate school:Washington University
Department:John M. Olin School of Business
Course completed:Master's Course
Date of completion:1990.05
Completion status:Completed
Country:United States
Degree 【 display / non-display 】
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Degree name:PhD (Finance)
Classified degree field:Humanities & Social Sciences / Money and finance
Conferring institution:Kobe University
Acquisition way:Coursework
Date of acquisition:2006.03 -
Degree name:MBA
Classified degree field:Humanities & Social Sciences / Money and finance
Conferring institution:Washington University in St. Louis
Acquisition way:Coursework
Date of acquisition:1990.05
Career 【 display / non-display 】
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Affiliation:Halberdier Capital Management Singapore Pte. Ltd.
Title:Co-founder / Director
Date:1996.07 - 2001.04 -
Affiliation:UBS Investment Bank Tokyo
Department:Equity Derivatives
Title:FVP
Date:1992.10 - 1996.06 -
Affiliation:Morgan Stanley New York
Department:International Arbitrage
Title:Trader
Date:1990.05 - 1992.10 -
Affiliation:Kwansei Gakuin University
Title:Professor
Date:2005.04 -
Association Memberships 【 display / non-display 】
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Academic society name:Japan Finance Association
Academic country located:Japan -
Academic society name:Asian Finance Association
Academic country located:Japan -
Academic society name:行動経済学会
Academic country located:Japan -
Academic society name:Western Finance Asscociation
Academic country located:United States -
Academic society name:日本ファイナンス学会
Academic country located:Japan
Research Areas 【 display / non-display 】
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Research field:Humanities & Social Sciences / Business administration
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Research field:Humanities & Social Sciences / Money and finance
Papers 【 display / non-display 】
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Language: English
Title: Image based price trends in the Japanese stock market: Portfolio choice based on Convolutional Neural Network
Journal name: Behavioral Economics Conference, Proceedings
Date of publication: 2022.11
Author(s): Moe Nakasuji, Yukinobu Hamuro, Katsuhiko OkadaType of publication: Research paper (international conference proceedings)
Co-author classification: Multiple Authorship
Field of experts:Humanities & Social Sciences / Business administration -
Language: English
Title: Is No News Good News? :The Streaming News Effect on Investor Behavior surrounding Analyst Stock Revision Announcement
Journal name: International Review of Finance vol.14 (p.29 - 51)
Date of publication: 2014.03
Author(s): with Takahiro Azuma, Yukinobu HamuroType of publication: Research paper (scientific journal)
Co-author classification: Multiple Authorship
Field of experts:Humanities & Social Sciences / Money and finance -
Language: English
Title: The Calendar Structure of the Japanese Stock Market: The "Sell in May Effect" versus the "Dekansho-bushi Effect"
Journal name: International Review of Finance vol.Vol 13 (Issue 2) (p.161 - 185)
Date of publication: 2013.06
Author(s): OKADA KatsuhikoType of publication: Research paper (scientific journal)
Co-author classification: Multiple Authorship
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Language: English
Title: Predicting Noise Trader Behavior through Mining Newspaper Articles
Journal name: Learning for Logics and Logics for Learning (7th Workshop Osaka University)
Date of publication: 2011.03
Author(s): Katsuhiko Okada, Yukinobu HamuroType of publication: Research paper (scientific journal)
Co-author classification: Multiple Authorship
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Language: English
Title: Addition to the Nikkei 225 Index and Japanese Market Response:
Journal name: Pacific-Basin Finance Journal (Vol 14 Issue 4)
Date of publication: 2006.08
Author(s): OKADA KatsuhikoType of publication: Research paper (scientific journal)
Co-author classification: Multiple Authorship
Books 【 display / non-display 】
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Language: Japanese
Title: Finance Data Analysis using Python
Publisher: Asakura Shoten
Date of publication: 2022.03
Author(s): Katsuhiko Okada, Yukinobu Hamuro, Katsuhiko Muramiya, Hidenori Takahashi
Type of books: Scholarly book
Authorship:Edit
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Language: Japanese
Title: Behavioral Economics, Present and Future
Publisher: Nihon Hyoronsha
Date of publication: 2019.09
Author(s): Takanori Ida, Katsuhiko Okada
Type of books: Scholarly book
Authorship:Joint editor
Field of experts:Humanities & Social Sciences / Money and finance, Humanities & Social Sciences / Public economics and labor economics, Humanities & Social Sciences / Experimental psychology -
Language: Japanese
Title: Investment strategy in 21st century
Publisher: KODANSHA
Date of publication: 2018.04
Author(s): Katsuhiko Okada
Type of books: General book
Authorship:Sole author
Field of experts:Humanities & Social Sciences / Money and finance -
Language: Japanese
Title: Encyclopedia on Artificial Intelligence
Publisher: JSAI
Date of publication: 2016.04
Author(s): Katsuhiko Okada, Yukinobu Hamuro
Type of books: Scholarly book
Authorship:Joint author
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Language: English
Title: The Routledge Handbook of Japanese Business and Management
Publisher: Routledge
Date of publication: 2016.01
Author(s): Katsuhiko Okada
Type of books: Scholarly book
Authorship:Sole author
Field of experts:Humanities & Social Sciences / Business administration, Humanities & Social Sciences / Money and finance
MISC 【 display / non-display 】
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Language:Japanese
Title:Experimental Finance
Publisher:Securities Analyst Association of Japan
Journal name:Securities Analyst Journal vol.60 (08) (p.2 - 5)
Date of publication:2022.08
Author(s):Katsuhiko OkadaType of publication:Article, review, commentary, editorial, etc. (bulletin of university, research institution)
Field of experts:Humanities & Social Sciences / Business administration -
Language:Japanese
Title:Stock market non-participation puzzle in Japan
Publisher:Securities Analyst Association of Japan
Journal name:Securities Analyst Journal vol.51 (11) (p.56 - 62)
Date of publication:2021.11
Author(s):Katsuhiko OkadaType of publication:Article, review, commentary, editorial, etc. (scientific journal)
Field of experts:Humanities & Social Sciences / Business administration -
Language:Japanese
Title:書評「マルチエージェントによる金融市場のシミュレーション」
Publisher:Securities Analyst Association of Japan
Journal name:Securities Analyst Journal vol.59 (3) (p.75 - 76)
Date of publication:2021.03
Author(s):Katsuhiko OkadaType of publication:Book review, literature introduction, etc.
Other research activities 【 display / non-display 】
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Title:Editor:International Review of Banking & Financial Studies誌のエディター
Date:2013.04 - 2014.03Classification of research achievement:Other
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Title:編集委員:Journal of Behavioral Finance and Economicsの編集、及び、査読業務。ジャーナルの質を高めるための各種活動
Date:2010.04 - 2011.03Classification of research achievement:Other
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Title:編集委員:Journal of Behavioral Economics and Financeの編集・査読業務
Date:2009.04 - 2010.03Classification of research achievement:Other
Awards 【 display / non-display 】
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Prize: Securities Analyst Best Paper Award
Date awarded:2014.10
Country:Japan
Award type:International academic award (Japan or overseas)
Awarding organization:The Securities Analysts Association of Japan
Award-winner (group):Katsuhiko Okada, Masao Saeki
Field of experts:Humanities & Social Sciences / Money and finance -
Prize: 2012年度ファイナンスにおける人工知能応用研究会優秀論文賞
Date awarded:2013.10
Country:Japan
Award type:Award from Japanese society, conference, symposium, etc.
Awarding organization:ファイナンスにおける人工知能応用研究会
Award-winner (group):岡田 克彦
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Prize: 2004 Best Paper Award, Securities Analyst Journal
Date awarded:2005.09
Country:Japan
Award type:Honored in official journal of a scientific society, scientific journal
Awarding organization:Securities Analyst Journal Japan
Award-winner (group):Katsuhiko Okada
Field of experts:Humanities & Social Sciences / Business administration, Humanities & Social Sciences / Money and finance
Research Projects 【 display / non-display 】
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Research category:Grant-in-Aid for Scientific Research(B)
Project year:2021.04 - 2024.03
Title:非財務情報(環境情報)と機械学習を用いた資産価格決定メカニズムの解明
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Research category:Grant-in-Aid for Scientific Research(B)
Project year:2016.04 - 2019.03
Title:ビッグデータ解析に基づく投資家群集行動の定量的解明
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Project year:2014.10 - 2019.03
Title:データ研磨技術とデータ粒子による実データ解析技術の開発(戦略的創造研究推進事業 CREST)
Awarding organization:独立行政法人科学技術振興機構
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Research category:Grant-in-Aid for Scientific Research(B)
Project year:2013.04 - 2016.03
Title:大規模テキストデータを活用した投資家心理と株価変動の定量的解明
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Project year:2010.04 - 2015.03
Title:離散構造処理系のビジネスマイニングへの応用(研究戦略的創造研究推進事業 ERATO)
Awarding organization:独立行政法人科学技術振興機構
Presentations 【 display / non-display 】
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Language:Japanese
Conference name:Industry Cluster Momentum in the Japanese Stock Market
International/Domestic presentation:Domestic presentation
Holding date:2020.06
Title:Stock Market Factor and Machine Learning
Presentation type:Oral presentation (general)
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Language:Japanese
Conference name:みずほ証券 投資家向け講演
International/Domestic presentation:Domestic presentation
Holding date:2014.03
Title:『マーケットは完全ではない』ロバート・シラー教授との対談
Presentation type:Oral presentation (general)
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Language:Japanese
Conference name:みずほ証券 機関投資家セミナー
International/Domestic presentation:Domestic presentation
Holding date:2014.02
Title:ビッグ・データで株価を読み,資産運用に活かす
Presentation type:Oral presentation (general)
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Language:Japanese
Conference name:第12回 人工知能学会 金融情報学研究会(SIG-FIN)
International/Domestic presentation:Domestic presentation
Holding date:2014.01
Title:変化点検出と日本株式市場の季節性アノマリー
Presentation type:Oral presentation (general)
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Language:English
Conference name:第7回行動経済学会 行動ファイナンス特別講演
International/Domestic presentation:International presentation
Holding date:2013.12
Title:Seasonal Investor Overconfidence and the Stock Market Return
Presentation type:Oral presentation (general)
Teaching Experience (Off-campus) 【 display / non-display 】
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Subject:「証券投資分析」(非常勤講師)2008年04月~2008年07月
Institution name: -
Subject:証券投資
Institution name:
Committee Memberships 【 display / non-display 】
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Organization name:Japan Finance Association
Committee name:Vice President
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Organization name:行動経済学会
Committee name:President
Date:2017.12 - 2019.12 -
Organization name:行動経済学会
Committee name:Special Advisor
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Organization name:行動経済学会
Committee name:Editor
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Organization name:行動経済学会
Committee name:Managing Director
Date:2019.12 - 2021.12
Social Contribution 【 display / non-display 】
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Title:証券アナリスト試験委員:証券アナリスト試験問題作問,その他,検討
Date:2013.04 - 2014.03 -
Title:証券アナリスト試験委員:証券アナリスト試験問題の作成
Date:2012.04 - 2013.03 -
Title:CEO/CIO:投資顧問会社(株)Magne-Max Capital Management (財務省近畿財務局登録番号351号)代表
Date:2011.06 - 2020.03 -
Title:証券アナリスト試験委員:証券アナリスト試験問題の作成
Date:2010.10 -
Title:IZ Management 社 代表取締役(ポートフォリオ構築、運用に係るモデル開発とシミュレーション)
Date:2010.04 - 2011.03