GOSHIMA Keiichi 五島圭一

… Alternative Names

Goshima Keiichi 五島圭一

Less

Researcher Number	10843956
Other IDs
Affiliation (Current)	2025: 横浜国立大学, 大学院国際社会科学研究院, 准教授
Affiliation (based on the past Project Information) *help	2023 – 2024: 横浜国立大学, 大学院国際社会科学研究院, 准教授 2021 – 2022: 早稲田大学, 産業経営研究所, その他(招聘研究員) 2019 – 2020: 早稲田大学, 商学学術院, 講師(任期付)
Review Section/Research Field	Principal Investigator Basic Section 07060:Money and finance-related / 0107:Economics, business administration, and related fields
Keywords	Principal Investigator 気候変動リスク / 機械学習 / ファイナンス / 金融市場 / 予測モデル / データサイエンス / 説明可能性 / 企業パフォーマンス / ファイナンスデータ / 暗号通貨 … More / 超過相関 / 分散投資 / ベイズ理論 / 転移学習 / オルタナティブデータ / 深層学習 / 実現ボラティリティ / アルゴリズム取引 / MD&A / 有価証券報告書 / インフレ予測 / テキストデータ / リスクプレミアム / 温室効果ガス / 株式リターン / 予測 / 自然言語処理 / オルタナティブ・データ / 資産運用 Less

Research Projects
(3 results)
Research Products
(23 results)

A Study on measuring climate change risks in financial marketsPrincipal Investigator
- Principal Investigator
  
  五島圭一
- Project Period (FY)
  2024 – 2026
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Yokohama National University
ファイナンスデータに対する説明可能な機械学習手法の開発Principal Investigator
- Principal Investigator
  
  五島圭一
- Project Period (FY)
  2021 – 2024
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Yokohama National University
  Waseda University
Study on developing asset management with alternative dataPrincipal Investigator
- Principal Investigator
  
  Goshima Keiichi
- Project Period (FY)
  2019 – 2021
- Research Category
  
  Grant-in-Aid for Research Activity Start-up
- Review Section
  
  0107:Economics, business administration, and related fields
- Research Institution
  Waseda University

All 2024 2023 2022 2021 2020 2019

All Journal Article Presentation

[Journal Article] Otologic disease trends in Japan post-COVID-19 outbreak: A retrospective time-series analysis2024
- Author(s)
  Kondo Keisuke、Honda Keiji、Goshima Keiichi、Inoue Norihiko、Shinjo Daisuke、Tsutsumi Takeshi、Fushimi Kiyohide
- Journal Title
  
  Auris Nasus Larynx
  
  Volume: 51 Issue: 3 Pages: 525-530
- DOI
  10.1016/j.anl.2024.01.004
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21K13329, KAKENHI-PROJECT-21K09557
[Journal Article] 国際株式市場間の連動性の長期変遷に関する実証分析2023
- Author(s)
  五島圭一
- Journal Title
  
  ファイナンシャル・プランニング研究
  
  Volume: 22 Pages: 39-45
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-21K13329
[Journal Article] 東京株式市場におけるカーボンプレミアム2022
- Author(s)
  五島圭一、八木厚樹
- Journal Title
  
  証券アナリストジャーナル
  
  Volume: 60(8) Pages: 67-80
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-21K13329
[Journal Article] News implied volatility and aggregate economic activity: evidence from the Japanese government bond market2022
- Author(s)
  Goshima Keiichi、Ishijima Hiroshi、Shintani Mototsugu
- Journal Title
  
  Applied Economics Letters
  
  Volume: － Issue: 6 Pages: 1-6
- DOI
  10.1080/13504851.2022.2140751
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-21K13329, KAKENHI-PROJECT-20H01482, KAKENHI-PROJECT-23H00048, KAKENHI-PROJECT-23K22133
[Journal Article] 有価証券報告書のテキスト分析：経営者による将来見通しの開示と将来業績2021
- Author(s)
  加藤大輔、五島圭一
- Journal Title
  
  金融研究
  
  Volume: 40(3) Pages: 45-75
- NAID
  40022653389
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-19K23234
[Journal Article] Controlling contents in data-to-document generation with human-designed topic labels2021
- Author(s)
  Aoki Kasumi, Miyazawa Akira, Ishigaki Tatsuya, Aoki Tatsuya, Noji Hiroshi, Goshima Keiichi, Takamura Hiroya, Miyao Yusuke, Kobayashi Ichiro
- Journal Title
  
  Computer Speech & Language
  
  Volume: 66 Pages: 101154-101154
- DOI
  10.1016/j.csl.2020.101154
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19K23234
[Journal Article] 時系列株価データからの市況コメントの自動生成2020
- Author(s)
  村上聡一朗、渡邉亮彦、宮澤彬、五島圭一、柳瀬利彦、高村大也、宮尾祐介
- Journal Title
  
  自然言語処理
  
  Volume: 27(2) Issue: 2 Pages: 299-328
- DOI
  10.5715/jnlp.27.299
- NAID
  130007904616
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-19K23234
[Journal Article] Forecasting Japanese inflation with a news-based leading indicator of economic activities2020
- Author(s)
  Goshima Keiichi, Ishijima Hiroshi, Shintani Mototsugu, Yamamoto Hiroki
- Journal Title
  
  Studies in Nonlinear Dynamics & Econometrics
  
  Volume: 0 Issue: 4 Pages: 0-0
- DOI
  10.1515/snde-2019-0117
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19K23234, KAKENHI-PROJECT-16H03127, KAKENHI-PROJECT-20H00073, KAKENHI-PROJECT-20H01482
[Journal Article] Monetary Policy Announcements and Algorithmic News Trading in the Foreign Exchange Market2019
- Author(s)
  Keiichi Goshima, Yusuke Kumano
- Journal Title
  
  Monetary and Economic Studies
  
  Volume: 37 Pages: 71-91
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-19K23234
[Journal Article] 自然言語処理による景況感ニュース指数の構築とボラティリティ予測への応用2019
- Author(s)
  五島圭一、高橋大志、山田哲也
- Journal Title
  
  金融研究
  
  Volume: 38(3) Pages: 1-41
- NAID
  40021979430
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-19K23234
[Presentation] Diversifying Meltdown Risk of Cryptocurrencies2023
- Author(s)
  Kanji Suzuki, Yuji Sakurai, Keiichi Goshima
- Organizer
  The 29th International Conference Computing in Economics and Finance
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21K13329
[Presentation] Diversifying Meltdown Risk of Cryptocurrencies2023
- Author(s)
  鈴木莞司、桜井悠司、五島圭一
- Organizer
  第17回日本統計学会春季集会
- Data Source
  KAKENHI-PROJECT-21K13329
[Presentation] Diversifying Meltdown Risk of Cryptocurrencies2023
- Author(s)
  鈴木莞司、桜井悠司、五島圭一
- Organizer
  第58回（2022年度冬季）ジャフィー大会
- Data Source
  KAKENHI-PROJECT-21K13329
[Presentation] 東京株式市場におけるカーボンプレミアム2022
- Author(s)
  五島圭一
- Organizer
  大阪大学経営研究会
- Invited
- Data Source
  KAKENHI-PROJECT-21K13329
[Presentation] 東京株式市場におけるカーボンプレミアム2021
- Author(s)
  五島圭一、八木厚樹
- Organizer
  日本ファイナンス学会第3回秋季研究大会
- Data Source
  KAKENHI-PROJECT-19K23234
[Presentation] CO2排出量と企業パフォーマンス：Double Machine Learningを用いた日本の実証研究2021
- Author(s)
  有賀涼、五島圭一、千葉貴司
- Organizer
  日本経済学会2021年度秋季大会
- Data Source
  KAKENHI-PROJECT-21K13329
[Presentation] Learning with Contrastive Examples for Data-to-Text Generation2020
- Author(s)
  Yui Uehara, Tatsuya Ishigaki, Kasumi Aoki, Hiroshi Noji, Keiichi Goshima, Ichiro Kobayashi, Hiroya Takamura, Yusuke Miyao
- Organizer
  The 28th International Conference on Computational Linguistics (COLING2020)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K23234
[Presentation] Trader Classication by Cluster Analysis: Interaction between HFTs and Other Traders2019
- Author(s)
  宇野淳、五島圭一、戸辺玲子
- Organizer
  日本ファイナンス学会第27回大会
- Data Source
  KAKENHI-PROJECT-19K23234
[Presentation] Controlling Contents in Data-to-Document Generation with Human-Designed Topic Labels2019
- Author(s)
  Kasumi Aoki, Akira Miyazawa, Tatsuya Ishigaki, Tatsuya Aoki, Hiroshi Noji, Keiichi Goshima, Ichiro Kobayashi, Hiroya Takamura, Yusuke Miyao
- Organizer
  The 12th International Conference on Natural Language Generation
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K23234
[Presentation] Asset Allocation with Aversion to Blackbox-ness of Machine Learning2019
- Author(s)
  Yuji Sakurai, Keiichi Goshima
- Organizer
  International Conference on Fintech & Financial Data Science
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K23234
[Presentation] Trader Classication by Cluster Analysis: Interaction between HFTs and Other Traders2019
- Author(s)
  Keiichi Goshima, Reiko Tobe, Jun Uno
- Organizer
  The 28th European Financial Management Association Annual Meetings
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K23234
[Presentation] Forecasting Japanese inflation with a news-based leading indicator of economic activities2019
- Author(s)
  新谷元嗣、五島圭一、石島博、山本弘樹
- Organizer
  日本経済学会2019年度秋季大会
- Data Source
  KAKENHI-PROJECT-19K23234
[Presentation] Trader Classication by Cluster Analysis: Interaction between HFTs and Other Traders2019
- Author(s)
  Keiichi Goshima, Reiko Tobe, Jun Uno
- Organizer
  The 31st Asian Finance Association Annual Meeting
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K23234

GOSHIMA Keiichi 五島 圭一

Goshima Keiichi 五島 圭一

Research Projects

Research Products

A Study on measuring climate change risks in financial marketsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

ファイナンスデータに対する説明可能な機械学習手法の開発Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Study on developing asset management with alternative dataPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

[Journal Article] Otologic disease trends in Japan post-COVID-19 outbreak: A retrospective time-series analysis2024

Author(s)

Journal Title

DOI

Data Source

[Journal Article] 国際株式市場間の連動性の長期変遷に関する実証分析2023

Author(s)

Journal Title

Data Source

[Journal Article] 東京株式市場におけるカーボンプレミアム2022

Author(s)

Journal Title

Data Source

[Journal Article] News implied volatility and aggregate economic activity: evidence from the Japanese government bond market2022

Author(s)

Journal Title

DOI

Data Source

[Journal Article] 有価証券報告書のテキスト分析：経営者による将来見通しの開示と将来業績2021

Author(s)

Journal Title

NAID

Data Source

[Journal Article] Controlling contents in data-to-document generation with human-designed topic labels2021

Author(s)

Journal Title

DOI

Data Source

[Journal Article] 時系列株価データからの市況コメントの自動生成2020

Author(s)

Journal Title

DOI

NAID

Data Source

[Journal Article] Forecasting Japanese inflation with a news-based leading indicator of economic activities2020

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Monetary Policy Announcements and Algorithmic News Trading in the Foreign Exchange Market2019

Author(s)

Journal Title

Data Source

[Journal Article] 自然言語処理による景況感ニュース指数の構築とボラティリティ予測への応用2019

Author(s)

Journal Title

NAID

Data Source

[Presentation] Diversifying Meltdown Risk of Cryptocurrencies2023

Author(s)

Organizer

Data Source

[Presentation] Diversifying Meltdown Risk of Cryptocurrencies2023

Author(s)

Organizer

Data Source

[Presentation] Diversifying Meltdown Risk of Cryptocurrencies2023

Author(s)

GOSHIMA Keiichi 五島圭一

Goshima Keiichi 五島圭一