Takada Teruko 高田輝子

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TAKADA Teruko 高田輝子

高田輝子タカダテルコ

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Researcher Number	30347504
Other IDs
Affiliation (Current)	2025: 大阪公立大学, 大学院経営学研究科, 教授
Affiliation (based on the past Project Information) *help	2023 – 2024: 大阪公立大学, 大学院経営学研究科, 教授 2022: 大阪公立大学, 大学院経営学研究科, 准教授 2021: 大阪市立大学, 大学院経営学研究科, 准教授 2014 – 2019: 大阪市立大学, 大学院経営学研究科, 准教授 2012 – 2015: 大阪市立大学, 経営学研究科, 准教授 … More 2011: 大阪市立大学, 大学院・経営学研究科, 准教授 2010: 大阪市立大学, 大学院・経済学研究科, 准教授 2008 – 2009: Osaka City University, 大学院・経営学研究科, 准教授 2005: 大阪市立大学, 大学院経済学研究科, 助教授 2004: 大阪市立大学, 大学院・経営学研究科, 助教授 2003: 大阪市立大学, 大学院・経営学研究科, 講師 Less
Review Section/Research Field	Principal Investigator Medium-sized Section 7:Economics, business administration, and related fields / Economic statistics / Social systems engineering, Safety engineering, Disaster prevention engineering, and related fields / Public finance/Monetary economics Except Principal Investigator Economic statistics
Keywords	Principal Investigator ノンパラメトリック / 確率密度推定 / 投資家行動 / 確率密度推計 / データ駆動 / 不均衡クラス / 非定常 / 指値 / 暴落予測 / 需給バランス … More / 流動性 / ノンパラメトリック確率密度推定 / 高頻度株式統計 / システム不安程度計測 / データ駆動型 / 株式バブル / 相転移予測 / 非対称度 / ネットワーク分析 / 高頻度データ / テキストマイニング / 金融バブル / 機械学習 / ロバスト / 確率ボラティリティーモデル / 潜在変数 / ヘリンジャー誤差 … More Except Principal Investigator 市場流動性 / 高頻度データ Less

ビッグデータのみを入力情報とする市場状態リアルタイム判別と暴落予測Principal Investigator
- Principal Investigator
  
  高田輝子
- Project Period (FY)
  2024 – 2026
- Research Category
  
  Grant-in-Aid for Challenging Research (Exploratory)
- Review Section
  
  Medium-sized Section 7:Economics, business administration, and related fields
- Research Institution
  Osaka Metropolitan University
Crash prediction based on big data analysis of fluctuation in supply and demand balance for liquidityPrincipal Investigator
- Principal Investigator
  
  Takada Teruko
- Project Period (FY)
  2021 – 2023
- Research Category
  
  Grant-in-Aid for Challenging Research (Exploratory)
- Review Section
  
  Medium-sized Section 7:Economics, business administration, and related fields
- Research Institution
  Osaka Metropolitan University
  Osaka City University
Development of phase transition prediction method by fully data driven measurement of the degree of symmetry breaking in stock marketsPrincipal Investigator
- Principal Investigator
  
  Takada Teruko
- Project Period (FY)
  2017 – 2019
- Research Category
  
  Grant-in-Aid for Challenging Research (Exploratory)
- Research Field
  
  Social systems engineering, Safety engineering, Disaster prevention engineering, and related fields
- Research Institution
  Osaka City University
Statistical inference and empirical analysis of high frequency market data
- Principal Investigator
  
  OYA KOSUKE
- Project Period (FY)
  2013 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  Osaka University
Analysis of the generating and collapsing process of financial bubbles using high frequency stock market data and web-mined text dataPrincipal Investigator
- Principal Investigator
  
  TAKADA Teruko
- Project Period (FY)
  2011 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Osaka City University
サポートベクターマシンを使った株式バブルの解析と予測Principal Investigator
- Principal Investigator
  
  高田輝子
- Project Period (FY)
  2008 – 2010
- Research Category
  
  Grant-in-Aid for Challenging Exploratory Research
- Research Field
  
  Economic statistics
- Research Institution
  Osaka City University
ヘリンジャー距離最小化によるロバストな潜在変数パラメータ推定法の開発とその応用Principal Investigator
- Principal Investigator
  
  高田輝子
- Project Period (FY)
  2003 – 2005
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Economic statistics
- Research Institution
  Osaka City University

[Journal Article] Trend-following with better adaptation to large downside risks2022
- Author(s)
  Takada Teruko、Kitajima Takahiro
- Journal Title
  
  PLOS ONE
  
  Volume: 17(10) Issue: 10 Pages: 1-31
- DOI
  10.1371/journal.pone.0276322
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-21K18439
[Journal Article] Mitigating the dilemma of trend-following in averaging window selection to better adapt to downside risks2021
- Author(s)
  Teruko Takada and Takahiro Kitajima
- Journal Title
  
  OCU Working Paper
  
  Volume: 7 Pages: 1-27
- Data Source
  KAKENHI-PROJECT-21K18439
[Journal Article] Downside risk measurement using investor sentiment2020
- Author(s)
  Yusuke Takase, Nana Iwamoto, Teruko Takada
- Journal Title
  
  OCU-GSB Working Paper
  
  Volume: 1 Pages: 1-20
- Data Source
  KAKENHI-PROJECT-17K18959
[Journal Article] SVM-based stock market trend following strategy for avoiding risks from long-term trend reversals2019
- Author(s)
  Teruko Takada, Takahiro Kitajima
- Journal Title
  
  OCU-GSB Working Paper
  
  Volume: 9 Pages: 1-23
- Data Source
  KAKENHI-PROJECT-17K18959
[Journal Article] SVM-based stock market trend following strategy for avoiding risks from long-term trend reversals2019
- Author(s)
  Teruko Takada and Takahiro Kitajima
- Journal Title
  
  OCU-GSB Working Paper
  
  Volume: 201909 Pages: 1-20
- Data Source
  KAKENHI-PROJECT-17K18959
[Journal Article] Investor sentiment extracted from internet stock message boards and IPO puzzles2018
- Author(s)
  Tsukioka Yasutomo, Yanagi Junya, Takada Teruko
- Journal Title
  
  International Review of Economics & Finance
  
  Volume: 56 Pages: 205-217
- DOI
  10.1016/j.iref.2017.10.025
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K18959
[Journal Article] 高頻度データを用いたノンパラメトリック小型株効果分析2018
- Author(s)
  岩本菜々・高田輝子
- Journal Title
  
  経営研究
  
  Volume: 68 Pages: 111-126
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-17K18959
[Journal Article] 株式掲示板のトピック分析2017
- Author(s)
  佐藤圭・高田輝子
- Journal Title
  
  OCU-GSB Working Paper
  
  Volume: 201702
- Data Source
  KAKENHI-PROJECT-23330108
[Journal Article] Robust Forecasting of Long-term Smoothed Trend Reversals in Stock Market2016
- Author(s)
  Teruko Takada and Takahiro Kitajima
- Journal Title
  
  OCU-GSB　Working Paper
  
  Volume: 201608
- Data Source
  KAKENHI-PROJECT-23330108
[Journal Article] Prediction of Trend Reversals in Time Series by Support Vector Machine Classification2016
- Author(s)
  Teruko Takada and Yasuhiro Kitajima
- Journal Title
  
  OCU-GSB Woking paper
  
  Volume: 201605
- Data Source
  KAKENHI-PROJECT-25245034
[Journal Article] 株式掲示板情報と株式市場の変動との関連性についての研究2015
- Author(s)
  佐藤圭・井上暁光・高田輝子
- Journal Title
  
  OCU-GSB　Working Paper
  
  Volume: 2015202
- Data Source
  KAKENHI-PROJECT-23330108
[Journal Article] 高頻度株式データのノンパラメトリック確率密度推定による市場不安定性分析2015
- Author(s)
  岩本菜々・高田輝子
- Journal Title
  
  OCU-GSB　Working Paper
  
  Volume: 2015201
- Data Source
  KAKENHI-PROJECT-23330108
[Journal Article] Investor sentiment extracted from internet stock message boards and IPO puzzles2015
- Author(s)
  Yasutomo Tsukioka, Junya Yanagi, and Teruko Takada
- Journal Title
  
  OCU-GSB Working Paper
  
  Volume: No. 201506 Pages: 1-19
- Data Source
  KAKENHI-PROJECT-23330108
[Journal Article] 新聞記事に出現する語彙を利用した株価変動におけるフェーズの同定手法2014
- Author(s)
  畠山貴行、池田真土里、吉仲亮、山本章博、高田輝子
- Journal Title
  
  人工知能学会第93回人工知能基本問題研究会(SIG-FPAI)予稿集
  
  Volume: 1 Pages: 1-1
- Data Source
  KAKENHI-PROJECT-23330108
[Journal Article] Investor sentiment extracted from internet stock message boards and IPO puzzles2014
- Author(s)
  Yasutomo Tsukioka, Junya Yanagi, and Teruko Takada
- Journal Title
  
  OCU-GSB Working Paper
  
  Volume: 6 Pages: 1-20
- Data Source
  KAKENHI-PROJECT-25245034
[Journal Article] 新聞記事に出現する語彙を利用した株価変動におけるフェーズの同定手法2014
- Author(s)
  畠山貴行，池田真土里，吉仲亮，山本章博，高田輝子
- Journal Title
  
  人工知能学会第93回人工知能基本問題研究会(SIG-FPAI)予稿集
  
  Volume: -
- Data Source
  KAKENHI-PROJECT-25245034
[Journal Article] Mining local and tail dependence structures based on pointwise mutual information2012
- Author(s)
  Teruko Takada
- Journal Title
  
  Data Mining and Knowledge Discovery
  
  Volume: 24(1) Issue: 1 Pages: 78-102
- DOI
  10.1007/s10618-011-0220-3
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23330108
[Journal Article] Mining local and tail dependence structures based on pointwise mutual information2011
- Author(s)
  Teruko Takada
- Journal Title
  
  Data Mining and Knowledge Discovery
  
  Volume: (掲載決定)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20653012
[Journal Article] Local Dependence Structure Mining by Mutual Information : A new approach for risk management2010
- Author(s)
  Teruko Takada
- Journal Title
  
  OCU-GSB Working Paper No.201003
  
  Pages: 1-25
- Data Source
  KAKENHI-PROJECT-20653012
[Journal Article] Simulated minimum Hellinger distance estimation of stochastic volatility models2009
- Author(s)
  Teruko Takada
- Journal Title
  
  Computational Statistics and Data Analysis 53(6)
  
  Pages: 2390-2403
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20653012
[Journal Article] Asymptotic and qualitative performance of nonparametric density estimators : A comparative study2008
- Author(s)
  Teruko Takada
- Journal Title
  
  The Econometrics Journal 11(3)
  
  Pages: 554-572
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20653012
[Journal Article] Asymptotic and Qualitative Performance of Nonparametric Density Estimators : A Comparative Study2006
- Author(s)
  Teruko Takada
- Journal Title
  
  the Journal of Business and Economic Statistics 印刷中(Submitted to)
- Data Source
  KAKENHI-PROJECT-15730103
[Journal Article] Nonparametric Parameter Estimation of Latent Variable Models2006
- Author(s)
  Teruko Takada
- Journal Title
  
  OCU-GSB Working Paper No.200504
- Data Source
  KAKENHI-PROJECT-15730103
[Journal Article] Asymptotic and Qualitative Performance of Nonparametric Density Estimators : A Comparative Study2004
- Author(s)
  Teruko Takada
- Journal Title
  
  OCU-GSB Working Paper No.200408
  
  Pages: 1-16
- Data Source
  KAKENHI-PROJECT-15730103
[Presentation] ノンパラメトリック確率密度推計による NYSE Openbook 売手／買手別指値注文パターンの非対称性分析2016
- Author(s)
  北島孝博 (高田輝子との共同研究)
- Organizer
  大阪大学　中之島ワークショップ
- Place of Presentation
  大阪大学中之島センター(大阪府、大阪市)
- Year and Date
  2016-12-02
- Invited
- Data Source
  KAKENHI-PROJECT-23330108
[Presentation] Nonparametric density estimation based methods for robust risk analysis of trend reversals2015
- Author(s)
  Teruko Takada
- Organizer
  Waseda International Symposium
- Place of Presentation
  Waseda University, Tokyo
- Invited
- Data Source
  KAKENHI-PROJECT-23330108
[Presentation] Robust risk analysis of abrupt switches in financial markets2015
- Author(s)
  Teruko Takada
- Organizer
  Quantitative finance seminar
- Place of Presentation
  University of Zurich, Zurich, Switzerland
- Invited
- Data Source
  KAKENHI-PROJECT-23330108
[Presentation] Nonparametric density estimation based methods for robust risk analysis of trend reversals2015
- Author(s)
  Teruko Takada
- Organizer
  Waseda International Symposium
- Place of Presentation
  早稲田大学（東京都新宿区）
- Year and Date
  2015-10-10
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25245034
[Presentation] Broken Corporate bond spread and investor risk appetite2015
- Author(s)
  Teruko Takada and Yasutomo Tsukioka
- Organizer
  9th International conference on Computational and Financial Econometrics
- Place of Presentation
  The Senate House, University of London (London, UK)
- Year and Date
  2015-12-12
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25245034
[Presentation] Broken Corporate bond spread and investor risk appetite2015
- Author(s)
  Teruko Takada (Jointwork with Yasutomo Tsukioka)
- Organizer
  The 9th CSDA International Conference on Computational and Financial Econometrics 2015
- Place of Presentation
  University of London, London, UK
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23330108
[Presentation] Robust early warning signals of abrupt switches in stock markets2014
- Author(s)
  Teruko Takada
- Organizer
  8th International conference on Computational and Financial Econometrics (CFE2014)
- Place of Presentation
  University of Pisa, Italy
- Year and Date
  2014-12-07
- Invited
- Data Source
  KAKENHI-PROJECT-25245034
[Presentation] 大規模金融データ解析で群衆行動の解明と制御を目指す2014
- Author(s)
  高田輝子
- Organizer
  JST シンポジウム情報学による未来社会のデザイン－人間力・社会力を強化する情報技術
- Place of Presentation
  東京大学福武ホール（東京都文京区）
- Year and Date
  2014-12-05
- Invited
- Data Source
  KAKENHI-PROJECT-25245034
[Presentation] Robust early warning signals of abrupt switches in stock markets2014
- Author(s)
  Teruko Takada
- Organizer
  8th International Conference on Computational and Financial Econometrics 2014
- Place of Presentation
  University of Pisa, Pisa, Italy
- Year and Date
  2014-12-07
- Invited
- Data Source
  KAKENHI-PROJECT-23330108
[Presentation] 大規模金融データ解析で群衆行動の解明と制御を目指す2014
- Author(s)
  高田　輝子
- Organizer
  JST シンポジウム情報学による未来社会のデザイン－人間力・社会力を強化する情報技術
- Place of Presentation
  東京大学福武ホール、東京、日本
- Year and Date
  2014-12-05
- Invited
- Data Source
  KAKENHI-PROJECT-23330108
[Presentation] 金融バブルの大規模データ解析2013
- Author(s)
  高田輝子
- Organizer
  2013年度人工知能学会全国大会
- Place of Presentation
  富山市民プラザ，富山
- Invited
- Data Source
  KAKENHI-PROJECT-25245034
[Presentation] Broken　symmetry of financial bubbles: Evidence from NYSE Limit Order Book2013
- Author(s)
  Teruko Takada (発表者)　　Takahiro Kitajima (共著者)
- Organizer
  7th CSDA International Conference on Computational and Financial Econometrics (CFE2013)
- Place of Presentation
  Senate House, University of London
- Invited
- Data Source
  KAKENHI-PROJECT-23330108
[Presentation] Broken symmetry of financial bubbles: Evidence from NYSE Limit Order Book2013
- Author(s)
  Teruko Takada and Takahiro Kitajima
- Organizer
  7th CSDA International Conference on Computational and Financial Econometrics (CFE'13)
- Place of Presentation
  Senate House, University of London, UK
- Invited
- Data Source
  KAKENHI-PROJECT-25245034
[Presentation] 金融バブルの大規模データ解析2013
- Author(s)
  高田輝子
- Organizer
  2013年度人工知能学会全国大会
- Place of Presentation
  富山市民プラザ（富山）
- Invited
- Data Source
  KAKENHI-PROJECT-23330108
[Presentation] Robust big data analysis of financial bubbles2013
- Author(s)
  Teruko Takada
- Organizer
  Kyoto University Informatics Seminar
- Place of Presentation
  Kyoto University, Kyoto City
- Invited
- Data Source
  KAKENHI-PROJECT-23330108
[Presentation] Phase classification by Support Vector Machine2010
- Author(s)
  Teruko Takada
- Organizer
  4^<th> CSDA International Conference on Computational and Financial Econometrics(CFE'10)
- Place of Presentation
  Senate House, University of London, UK
- Year and Date
  2010-12-11
- Data Source
  KAKENHI-PROJECT-20653012
[Presentation] 金融市場における相転移の時空間構造の自動抽出と予測2010
- Author(s)
  高田輝子
- Organizer
  情報処理学会(第72回)全国大会
- Place of Presentation
  東京大学
- Year and Date
  2010-03-11
- Data Source
  KAKENHI-PROJECT-20653012
[Presentation] ノンパラメトリック確率密度推計によるリスク-リターン関係の分類2009
- Author(s)
  高田輝子
- Organizer
  2009年度統計関連学会連合大会
- Place of Presentation
  同志社大学
- Year and Date
  2009-09-09
- Data Source
  KAKENHI-PROJECT-20653012
[Presentation] Extracting Phases of Financial Markets2009
- Author(s)
  Teruko Takada
- Organizer
  The Fourth International Workshop on Data-Mining and Statistical Science (DMSS2009)
- Place of Presentation
  Kyoudai Kaikan, Kyoto
- Year and Date
  2009-07-07
- Data Source
  KAKENHI-PROJECT-20653012
[Presentation] Mining and Visualizing Local Dependence among Financial Data2008
- Author(s)
  Teruko Takada
- Organizer
  The Third International Workshop on Data-Mining and Statistical Science (DMSS2008)
- Place of Presentation
  Tokyo Institute of Technology, Tokyo
- Year and Date
  2008-09-26
- Data Source
  KAKENHI-PROJECT-20653012
[Presentation] Nonlinear local dependence analysis with application to stock price changes and volume2008
- Author(s)
  Teruko Takada
- Organizer
  The 2008 Far Eastern and South Asian Meeting of the Econometric Society (FEMES-S AMES 2008)
- Place of Presentation
  Singapore Management University, Singapore
- Year and Date
  2008-07-16
- Data Source
  KAKENHI-PROJECT-20653012
[Presentation] Local dependence analysis using mutual information2008
- Author(s)
  Teruko Takada
- Organizer
  The 2008 International Symposium on Econometric Theory and Applications (SETA2008)
- Place of Presentation
  Seoul National University, Seoul, Korea
- Year and Date
  2008-05-29
- Data Source
  KAKENHI-PROJECT-20653012
[Presentation] Multiple time scale volatility patterns before abrupt switching in financial markets
- Author(s)
  T.Takada,A.Inoue
- Organizer
  Computational Statistics and Data Analysis International Conference on Computational and Financial Econometrics　2012
- Place of Presentation
  Conference Center “Ciudadde Oviedo”（Spain）
- Data Source
  KAKENHI-PROJECT-23330108
[Presentation] ウェブ検索頻度による投資家不安度の分析
- Author(s)
  高田輝子、佐藤圭
- Organizer
  2012年度統計関連学会連合大会
- Place of Presentation
  北海道大学高等教育推進機構（札幌）
- Data Source
  KAKENHI-PROJECT-23330108
[Presentation] 金融バブルのような相転移現象の予測法開発
- Author(s)
  高田輝子
- Organizer
  競創ダイナミクスの統合的理解　第1回研究会
- Place of Presentation
  名古屋大学　ES会議室（名古屋）
- Invited
- Data Source
  KAKENHI-PROJECT-23330108
[Presentation] 大規模金融データによる不安伝播の解明と暴走抑制のデザイン
- Author(s)
  杉山将、Nigel Collier、高田輝子
- Organizer
  3領域合同シンポジウム：情報学による未来社会デザイン　第1回「大量データに基づく未来社会のデザイン」
- Place of Presentation
  一橋大学　一橋講堂（東京）
- Data Source
  KAKENHI-PROJECT-23330108

1. OYA KOSUKE (20233281)

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2. OHTA Wataru (20293681)

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3. WATANABE Toshiaki (90254135)

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4. UCHIDA Masayuki (70280526)

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5. FUKASAWA Masaaki (70506451)

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6. ISHIDA Isao (20361579)

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7. KINOSHITA Ryo (10732323)

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Takada Teruko 高田 輝子

TAKADA Teruko 高田 輝子

高田 輝子 タカダ テルコ

Research Projects

Research Products

Co-Researchers

ビッグデータのみを入力情報とする市場状態リアルタイム判別と暴落予測Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Crash prediction based on big data analysis of fluctuation in supply and demand balance for liquidityPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Development of phase transition prediction method by fully data driven measurement of the degree of symmetry breaking in stock marketsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Statistical inference and empirical analysis of high frequency market data

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Analysis of the generating and collapsing process of financial bubbles using high frequency stock market data and web-mined text dataPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

サポートベクターマシンを使った株式バブルの解析と予測Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

ヘリンジャー距離最小化によるロバストな潜在変数パラメータ推定法の開発とその応用Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] Trend-following with better adaptation to large downside risks2022

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[Journal Article] Mitigating the dilemma of trend-following in averaging window selection to better adapt to downside risks2021

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[Journal Article] Downside risk measurement using investor sentiment2020

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[Journal Article] SVM-based stock market trend following strategy for avoiding risks from long-term trend reversals2019

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[Journal Article] SVM-based stock market trend following strategy for avoiding risks from long-term trend reversals2019

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[Journal Article] Investor sentiment extracted from internet stock message boards and IPO puzzles2018

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[Journal Article] 高頻度データを用いたノンパラメトリック小型株効果分析2018

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[Journal Article] 株式掲示板のトピック分析2017

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Takada Teruko 高田輝子

TAKADA Teruko 高田輝子

高田輝子タカダテルコ

[Journal Article] 株式掲示板情報と株式市場の変動との関連性についての研究2015

[Journal Article] 高頻度株式データのノンパラメトリック確率密度推定による市場不安定性分析2015

[Presentation] ノンパラメトリック確率密度推計による NYSE Openbook 売手／買手別指値注文パターンの非対称性分析2016