Katsuya Ito

Publication Activity (10 Years)

Years Active: 2019-2021
Publications (10 Years): 4

Top Topics

Change Point Detection

Portfolio Optimization

Top Venues

EDBT/ICDT Workshops

Publications

Kentaro Imajo, Kentaro Minami, Katsuya Ito, Kei Nakagawa
Deep Portfolio Optimization via Distributional Prediction of Residual Factors. AAAI (2021)
Katsuya Ito, Kentaro Minami, Kentaro Imajo, Kei Nakagawa
Trader-Company Method: A Metaheuristics for Interpretable Stock Price Prediction. AAMAS (2021)
Kei Nakagawa, Katsuya Ito
Taming Tail Risk: Regularized Multiple β Worst-Case CVaR Portfolio. Symmetry 13 (6) (2021)
Katsuya Ito, Akira Kinoshita, Masashi Yoshikawa
Structural Change Point Detection Using A Large Random Matrix and Sparse Modeling. EDBT/ICDT Workshops (2019)