aSSe22 Project

Resolution of Information Asymmetry by Science

aSSe22 (pronounced “assets”) is a project that aims resolution of information asymmetry with science through diversified members capabilities like an investment portfolio.

In movie “Money Ball”, statistic specialist leads baseball team, traditionally managed by feeling and gut, to win by analyzing players with data. In 1980’s, rocket scientists have introduced scientific methodology into finance sector and changed trading and investment discipline which had been judged by sense and experience. Outsiders bringing scientific methodology have been changing games which used be judged based on traditional experience.

There could be a case, hence idea by non financial expert tends to be non sense to operation at financial industry, it is not to be implemented. However financial experts at aSSe22 develops technology of idea by the non experts to execute operation, to create a collaboration between finance and AI. aSSe22 with highly diversified members, AI, physics, statistics, e-commerce, biology, will find new ways of exploring things that neither conventional finance methodology nor non diversified but mono point of view experts cannot.

Case Study

AI Project at GPIF, the World's Largest Pension Fund

The “Resembler” system detected changes in existing client investment behavior brought on by the “coronavirus crash.” Resemble is further updated and pilot tested to select investment institutions. This effort received global attention, and was the first research project run by a Japanese company, and the first run by a company not in the finance industry, to receive multiple awards from the international media.

Natural Language Processing to assess SDG Bonds

We are conducting a joint research project with Nomura Securities Co.,
Ltd. on the application of natural language processing (NLP) to determining the eligibility of SDG bonds. This project seeks both to quantify and refine the determination process, and expand the breadth of investment targets.