Katsuya ITO
An Engineer at Preferred Networks, Inc.
日本語
[a]Research Interests
- [a1]Finance(Quantitaive Finance・Computational Finance・Corporate Finance)
- [a2]Mathematics(Stochastic Analysis・Numerical Analsis・Algebraic Geometry)
- [a3]Computer Science(Machine Learning・Deep Learning・Generative Models・Information Geometry・Anomaly Detection)
- [a4]Japananese Law(Civil Law・Companies Act ・Financial Instruments and Exchange Act・Administrative law)
[b]My Supervisors
- [b1]Bachelor 4th: Prof.Yoichi Mieda(Intersection theory of algebraic cycles)
- [b2]Bachelor 4th: Prof.Norikazu Saito(Numerical analysis of Stochastic Differenctial Equations)
- [b3]Master 1st: Prof. Akihiko Takahashi (Mathematical Finance)
- [b4]Master 2nd: Prof. Seisho Sato (High-Frequency Trading)
Update History
- 2019/03/31 c3 Graduated the University of Tokyo, Graduate School of Economics
- 2019/01/31 d5 Finished Internship at Preferred Networks Inc.
- 2019/01/24 h4 Our paper “Structural Change Point Detection Using A Large Random Matrix and Sparse Modeling” for
EDBT-ICDT Workshop DARLI-AP was accepted
- 2019/01/01 d6 Started Research Assistant at RIETI.
- 2018/12/31 d4 Finished Internship at Rootf-Datum.
- 2018/12/23 i7 Published My Slide “Introduction to Quantum Programming” 量子プログラミング入門 in Japanese
- 2018/12/21 h5 Our paper “Lead-Lag Estimation In Ultra-High-Frequency Data Using Dynamic Time Warping “ for JAFEE was accepted.
- 2018/11/15 i6 Published My Slide “Introduction to Reinforcement Learning” 強化学習入門 in Japanese.
- 2018/11/10 h2 Our paper for ISPOR Europe was accepted.
- 2018/11/04 h1 Our poster for IBISML was accepted.
- 2018/07/25 d5 Started Research Internship at Preferred Networks Inc.
- 2018/06/10 i5 Published My Slide “Anomaly Detection and PRML” 異常検知と変化点検知で復習するPRML in Japanese.
- 2018/05/05 i4 Published My Slide “ICLR 2018 Best papers” ICLR 2018 Best papers 3本を紹介 in Japanese.
- 2018/05/01 d4 Started Internship at Rootf-Dataum.
- 2018/05/01 d3 Started Internship at Milliman Inc
My history
[c] Education
[d] Internship Experience
[e] Affiliation
[e1]UT-Atoms
[e2]UT-TSG
[e3]Deepcore Kernel
[f] Qualifications
Works
[g]Activities at University
[h]Publications and Conference Presentations
[i]Personal Activities in Japanese
- [j1] E-mail: katsuya1ito[atmark]gmail.com( [atmark] -> @ )
- [j2] LinkedIn: Katsuya Ito
- [j3] Slideshare: @k1ito
Links
[k] Good Webpages in Japanese
[l] University of Tokyo
[n] Acquaintances