1 citations · 1 across the 2 of their papers we have counts for
2 papers
cs.CL2024★ 1 cited
CFTM: Continuous time fractional topic model
Kei Nakagawa, Kohei Hayashi, Yugo Fujimoto
In this paper, we propose the Continuous Time Fractional Topic Model (cFTM), a new method for dynamic topic modeling. This approach incorporates fractional Brownian motion~(fBm) to…
q-fin.PM2023
Doubly Robust Mean-CVaR Portfolio
Kei Nakagawa, Masaya Abe, Seiichi Kuroki
In this study, we address the challenge of portfolio optimization, a critical aspect of managing investment risks and maximizing returns. The mean-CVaR portfolio is considered a pr…