GOSHIMA Keiichi

Affiliation

Faculty of International Social Sciences, Division of International Social Sciences

Job Title

Associate Professor

Research Fields, Keywords

Empirical Finance, Data Science, Natural Language Processing

Related SDGs




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Education 【 display / non-display 】

  • 2014.4
    -
    2017.3

    Tokyo Institute of Technology   Doctor Course   Completed

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Degree 【 display / non-display 】

  • Doctor of Engineering - Tokyo Institute of Technology

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Campus Career 【 display / non-display 】

  • 2023.5
    　
    　

    Duty   Yokohama National UniversityFaculty of International Social Sciences   Division of International Social Sciences   Associate Professor  

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External Career 【 display / non-display 】

  • 2021.5
    -
    2022.3

     

  • 2021.4
    　
    　

     

  • 2019.4
    -
    2021.3

      Lecturer  

  • 2017.4
    -
    2021.3

     

  • 2016.8
    -
    2021.3

      Researcher  

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Research Areas 【 display / non-display 】

  • Informatics / Intelligent informatics

  • Humanities & Social Sciences / Money and finance

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Qualification acquired 【 display / non-display 】

  • Securities Analyst

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Papers 【 display / non-display 】

  • Otologic disease trends in Japan post-COVID-19 outbreak: A retrospective time-series analysis

    Kondo, K; Honda, K; Goshima, K; Inoue, N; Shinjo, D; Tsutsumi, T; Fushimi, K

    AURIS NASUS LARYNX   51 ( 3 )   525 - 530   2024.6

    DOI Web of Science PubMed

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    Language：Japanese   Publishing type：Research paper (scientific journal)   Joint Work  

  • News implied volatility and aggregate economic activity: evidence from the Japanese government bond market

    Goshima, K; Ishijima, H; Shintani, M

    APPLIED ECONOMICS LETTERS   31 ( 6 )   568 - 573   2024.3

    DOI Web of Science

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    Language：Japanese   Publishing type：Research paper (scientific journal)   Joint Work  

  • 国際株式市場間の連動性の長期変遷に関する実証分析

    五島 圭一

    ファイナンシャル・プランニング研究   22   39 - 45   2023  [Reviewed]

    CiNii Research

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    Language：The in addition, foreign language   Publishing type：Research paper (scientific journal)   Single Work  

  • 東京株式市場におけるカーボンプレミアム

    五島 圭一, 八木 厚樹

    証券アナリストジャーナル = Securities analysts journal   60 ( 8 )   67 - 80   2022.8

    CiNii Research

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    Language：Japanese   Publishing type：Research paper (scientific journal)   Publisher：東京 : 日本証券アナリスト協会   Joint Work  

  • Sentiment Dictionary for Business Cycle Analysis and its Applications

    Goshima Keiichi, Shintani Mototsugu, Takamura Hiroya

    Journal of Natural Language Processing   29 ( 4 )   1233 - 1253   2022

    DOI CiNii Research

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    Language：Japanese   Publishing type：Research paper (scientific journal)   Publisher：The Association for Natural Language Processing   Joint Work  

    <p>In this study, we construct a sentiment dictionary for the macroeconomic domain and present its applications. Our dictionary contains words selected by several economists from a corpus of newspaper articles on topics related to the economy. This was supplemented with additional words by using supervised learning. We use our sentiment dictionary to construct a daily business cycle index designed to capture the current state of the economy in a timely manner. </p>

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Awards 【 display / non-display 】

  • 2024年度企業金融研究奨励賞（みずほ証券寄附講座）・優秀賞

    2024.2   京都大学経営管理大学院  

    Individual or group name of awards：五島圭一

  • 2022年度証券アナリストジャーナル賞

    2023.6   日本証券アナリスト協会  

    Individual or group name of awards：五島圭一

  • 第17回日本FP学会賞・優秀論文賞

    2022.9   日本FP学会  

    Individual or group name of awards：五島圭一

  • 2020年度産研アワード

    2021.4   早稲田大学産業経営研究所  

    Individual or group name of awards：五島圭一

  • 2015年度証券アナリストジャーナル賞

    2016.6   日本証券アナリスト協会  

    Individual or group name of awards：五島圭一

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Grant-in-Aid for Scientific Research 【 display / non-display 】

  • 金融市場における気候変動リスク計測に関する研究

    2024.4 - 2027.3

    Grant-in-Aid for Young Scientists(B)

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    Authorship：Principal investigator  Grant type：Competitive

  • ファイナンスデータに対する説明可能な機械学習手法の開発

    2021.4 - 2024.3

    Grant-in-Aid for Young Scientists(B)

    Investigator(s)：五島圭一

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    Authorship：Principal investigator  Grant type：Competitive

  • オルタナティブ・データを利用した資産運用の高度化に関する研究

    2019.8 - 2022.3

    Grant-in-Aid for Research Activity start-up

    Investigator(s)：五島　圭一

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    Authorship：Principal investigator  Grant type：Competitive

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Other external funds procured 【 display / non-display 】

  • 暗号資産市場のメルトダウンリスクに関する研究

    2023.7 - 2025.3

    Private Foundations 

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    Authorship：Principal investigator 

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Preferred joint research theme 【 display / non-display 】

  • データサイエンス

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Charge of on-campus class subject 【 display / non-display 】

  • 2025   Seminar 2b (Doctoral Programs)

    Graduate School of International Social Sciences

  • 2025   Seminar 2a (Doctoral Programs)

    Graduate School of International Social Sciences

  • 2025   Seminar 1b (Doctoral Programs)

    Graduate School of International Social Sciences

  • 2025   Seminar 1a (Doctoral Programs)

    Graduate School of International Social Sciences

  • 2025   Quantitative Analysis Study Ⅱ

    Interfaculty Graduate School of Innovative and Practical Studies

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Charge of off-campus class subject 【 display / non-display 】

  • 金融論

    2019.4 - 2021.3 Institution：早稲田大学

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