Tomochika Sawaki

Publication Activity (10 Years)

Years Active: 2023-2024
Publications (10 Years): 3

Top Topics

Asset Allocation

Correlation Matrix

Top Venues

Publications

Yasuhiro Nakayama, Tomochika Sawaki, Issei Furuya, Shunsuke Tamura
Text-Based Correlation Matrix in Multi-Asset Allocation. CoRR (2024)
Yasuhiro Nakayama, Tomochika Sawaki
Analysis of the Fed's communication by using textual entailment model of Zero-Shot classification. CoRR (2023)
Yasuhiro Nakayama, Tomochika Sawaki
Causal Inference on Investment Constraints and Non-stationarity in Dynamic Portfolio Optimization through Reinforcement Learning. CoRR (2023)