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Kei Nakagawa

CFTM: Continuous time fractional topic model

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Feb 07, 2024
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Uncertainty Aware Trader-Company Method: Interpretable Stock Price Prediction Capturing Uncertainty

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Nov 02, 2022
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Fractional SDE-Net: Generation of Time Series Data with Long-term Memory

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Jan 16, 2022
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Improving Nonparametric Classification via Local Radial Regression with an Application to Stock Prediction

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Dec 28, 2021
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Controlling False Discovery Rates Using Null Bootstrapping

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Feb 15, 2021
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Trader-Company Method: A Metaheuristic for Interpretable Stock Price Prediction

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Dec 18, 2020
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Deep Portfolio Optimization via Distributional Prediction of Residual Factors

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Dec 14, 2020
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Policy Gradient with Expected Quadratic Utility Maximization: A New Mean-Variance Approach in Reinforcement Learning

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Oct 03, 2020
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TPLVM: Portfolio Construction by Student's $t$-process Latent Variable Model

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Jan 29, 2020
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A Robust Transferable Deep Learning Framework for Cross-sectional Investment Strategy

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Oct 02, 2019
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