6 citations · 10 across the 3 of their papers we have counts for
3 papers
q-fin.TR2020★ 6 cited
Trader-Company Method: A Metaheuristic for Interpretable Stock Price Prediction
Katsuya Ito, Kentaro Minami, Kentaro Imajo +1
Investors try to predict returns of financial assets to make successful investment. Many quantitative analysts have used machine learning-based methods to find unknown profitable m…
q-fin.PM2020★ 1 cited
Deep Portfolio Optimization via Distributional Prediction of Residual Factors
Kentaro Imajo, Kentaro Minami, Katsuya Ito +1
Recent developments in deep learning techniques have motivated intensive research in machine learning-aided stock trading strategies. However, since the financial market has a high…
q-fin.ST2020★ 3 cited
NAPLES;Mining the lead-lag Relationship from Non-synchronous and High-frequency Data
Katsuya Ito, Kei Nakagawa
In time-series analysis, the term "lead-lag effect" is used to describe a delayed effect on a given time series caused by another time series. lead-lag effects are ubiquitous in pr…