38 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Hirosaki UniversityJP12 papers
- Kitasato UniversityJP4 papers
- Shinshu UniversityJP4 papers
- Preferred Networks (Japan)JP2 papers
- The University of OsakaJP2 papers
- The University of TokyoJP2 papers
- Gakushuin UniversityJP1 paper
- Kagoshima UniversityJP1 paper
- Kyushu UniversityJP1 paper
- Nagoya UniversityJP1 paper
- National Astronomical Observatory of JapanJP1 paper
- New York UniversityUS1 paper
Showing 2019Show all
2 papers · 1 filter
q-fin.ST2019★ 17 cited
A Robust Transferable Deep Learning Framework for Cross-sectional Investment Strategy
Kei Nakagawa, Masaya Abe, Junpei Komiyama
Stock return predictability is an important research theme as it reflects our economic and social organization, and significant efforts are made to explain the dynamism therein. St…
q-fin.ST2019★ 11 cited
Phase transition in the Bayesian estimation of the default portfolio
Masato Hisakado, Shintaro Mori
The probability of default (PD) estimation is an important process for financial institutions. The difficulty of the estimation depends on the correlations between borrowers. In th…