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researcher

Masaya Abe

9 papers hereh-index 6193 citations18 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author2
  • middle author5
  • last author2

Across the 9 of 9 papers where every author was matched, so the position is known.

fields
  • q-fin.PM3
  • q-fin.ST2
  • quant-ph2
  • cs.LG1
  • stat.ME1

identity via Semantic Scholar / OpenAlex

activity
20182024
most citedCross-sectional Stock Price Prediction using Deep Learning for Actual Investment Management

18 citations · 56 across the 8 of their papers we have counts for

collaborators
Showing stat.MEShow all

1 paper · 1 filter

stat.ME2021

Controlling False Discovery Rates under Cross-Sectional Correlations

Junpei Komiyama, Masaya Abe, Kei Nakagawa +1

We consider controlling the false discovery rate for testing many time series with an unknown cross-sectional correlation structure. Given a large number of hypotheses, false and m…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.