リスク波及効果を考慮した革新的深層学習モデルの開発と高頻度金融時系列予測への応用

• Project/Area Number: 25K16691
• Research Category: Grant-in-Aid for Early-Career Scientists
• Allocation Type: Multi-year Fund
• Review Section: Basic Section 07060:Money and finance-related
• Research Institution: The Institute of Statistical Mathematics
• Principal Investigator: ZHANG WENTING 統計数理研究所, リスク解析戦略研究センター, 特任助教 (31003816)
• Project Period (FY): 2025-04-01 – 2030-03-31
• Project Status: Adopted (Fiscal Year 2025)
• Budget Amount: ¥4,810,000 (Direct Cost: ¥3,700,000、Indirect Cost: ¥1,110,000); Fiscal Year 2029: ¥390,000 (Direct Cost: ¥300,000、Indirect Cost: ¥90,000); Fiscal Year 2028: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000); Fiscal Year 2027: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000); Fiscal Year 2026: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000); Fiscal Year 2025: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)