Isogai Takashi 磯貝孝

Researcher Number	20782791
Other IDs
Affiliation (based on the past Project Information) *help	2020 – 2024: 東京都立大学, 経営学研究科, 客員研究員 2019: 首都大学東京, 経営学研究科, 客員研究員 2018: 首都大学東京, 経営学研究科, 特任教授 2016 – 2017: 首都大学東京, 社会科学研究科, 特任教授
Review Section/Research Field	Principal Investigator Basic Section 07060:Money and finance-related / Money/ Finance
Keywords	Principal Investigator ネットワーク理論 / クラスタリング / 株価 / 時系列データ / データ分析 / 知識探索 / 株価の相関構造 / 自動分類 / 相関構造 / 株価変動 … More / 銘柄分類 / 株価相関 / 動的相関 / ネットワーク / 相関 Less

Research Projects
(3 results)
Research Products
(9 results)

Clustering of Japanese stocks by unobserved return correlation structure and application to portfolio analysisPrincipal Investigator
- Principal Investigator
  
  Isogai Takashi
- Project Period (FY)
  2022 – 2024
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Tokyo Metropolitan University
Data analysis and knowledge discovery of correlation structure of the Japanese stock market for portfolio risk management.Principal Investigator
- Principal Investigator
  
  Isogai Takashi
- Project Period (FY)
  2018 – 2021
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Tokyo Metropolitan University
A new clustering method of Japanese daily stock return data and applied analysis of their correlation structurePrincipal Investigator
- Principal Investigator
  
  Isogai Takashi
- Project Period (FY)
  2016 – 2017
- Research Category
  
  Grant-in-Aid for Research Activity Start-up
- Research Field
  
  Money/ Finance
- Research Institution
  Tokyo Metropolitan University

All 2018 2017 2016

All Journal Article Presentation

[Journal Article] Dynamic correlation network analysis of financial asset returns with network clustering2017
- Author(s)
  Isogai Takashi
- Journal Title
  
  Applied Network Science
  
  Volume: 2 Issue: 1 Pages: 1-30
- DOI
  10.1007/s41109-017-0031-6
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H07102
[Journal Article] Analysis of Dynamic Correlation of Japanese Stock Returns with Network Clustering2017
- Author(s)
  Isogai Takashi
- Journal Title
  
  Asia-Pacific Financial Markets
  
  Volume: 24 Issue: 3 Pages: 193-220
- DOI
  10.1007/s10690-017-9230-5
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H07102
[Journal Article] Building a dynamic correlation network for fat-tailed financial asset returns2016
- Author(s)
  Takashi Isogai
- Journal Title
  
  Applied Network Science
  
  Volume: 1:7 Issue: 1
- DOI
  10.1007/s41109-016-0008-x
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-16H07102
[Presentation] Dynamic correlation network analysis of financial asset returns with network clustering2018
- Author(s)
  Takashi Isogai
- Organizer
  COMPLENET 2018
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H07102
[Presentation] Dynamic correlation network analysis of financial asset returns with network clustering (oral)2017
- Author(s)
  Takashi Isogai
- Organizer
  11th International Conference on Computational and Financial Econometrics (CFE 2017) (oral)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H07102
[Presentation] 資産収益率の動的相関ネットワークの時間クラスタリングとその応用2017
- Author(s)
  磯貝孝
- Organizer
  日本数学会2017年度年会：数学連携ワークショップ
- Place of Presentation
  首都大学東京
- Year and Date
  2017-03-24
- Invited
- Data Source
  KAKENHI-PROJECT-16H07102
[Presentation] Factor modeling of financial asset returns for partial correlation network (poster)2017
- Author(s)
  Takashi Isogai
- Organizer
  The 6th International Conference on Complex Networks and Their Applications
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H07102
[Presentation] Dynamic correlation network analysis of Japanese stock returns2016
- Author(s)
  Takashi Isogai
- Organizer
  COMPLEX NETWORKS 2016 : The Fifth International Workshop on Complex Networks and their Applications
- Place of Presentation
  Sala Napoleonica di Palazzo Greppi; The University of Milan
- Year and Date
  2016-11-30
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H07102
[Presentation] Dynamic correlation network analysis of Japanese stock returns2016
- Author(s)
  Takashi Isogai
- Organizer
  CFE2016: 10th International Conference on Computational and Financial Econometrics
- Place of Presentation
  Higher Technical School of Engineering, University of Seville, Spain
- Year and Date
  2016-11-12
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H07102

Isogai Takashi 磯貝 孝

Research Projects

Research Products

Clustering of Japanese stocks by unobserved return correlation structure and application to portfolio analysisPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Data analysis and knowledge discovery of correlation structure of the Japanese stock market for portfolio risk management.Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

A new clustering method of Japanese daily stock return data and applied analysis of their correlation structurePrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] Dynamic correlation network analysis of financial asset returns with network clustering2017

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Analysis of Dynamic Correlation of Japanese Stock Returns with Network Clustering2017

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Building a dynamic correlation network for fat-tailed financial asset returns2016

Author(s)

Journal Title

DOI

Data Source

[Presentation] Dynamic correlation network analysis of financial asset returns with network clustering2018

Author(s)

Organizer

Data Source

[Presentation] Dynamic correlation network analysis of financial asset returns with network clustering (oral)2017

Author(s)

Organizer

Data Source

[Presentation] 資産収益率の動的相関ネットワークの時間クラスタリングとその応用2017

Author(s)

Organizer

Place of Presentation

Year and Date

Data Source

[Presentation] Factor modeling of financial asset returns for partial correlation network (poster)2017

Author(s)

Organizer

Data Source

[Presentation] Dynamic correlation network analysis of Japanese stock returns2016

Author(s)

Organizer

Place of Presentation

Year and Date

Data Source

[Presentation] Dynamic correlation network analysis of Japanese stock returns2016

Author(s)

Organizer

Place of Presentation

Year and Date

Data Source

Isogai Takashi 磯貝孝