Showing 2026Show all
2 papers · 1 filter
cs.IR2026
Impact of Expert-Following Strategies in Financial Asset Recommendation
Ryuki Unno, Koshi Watanabe, Keigo Sakurai +3
Financial institutions hold rich transaction histories, yet delivering recommendations that simultaneously maximize investment returns and ensure preference alignment remains a sig…
cs.CE2026
Uncovering Residual Factors in Financial Time Series via PCA and MTP2-constrained Gaussian Graphical Models
Koshi Watanabe, Ryota Ozaki, Kentaro Imajo +1
Financial time series are commonly decomposed into market factors, which capture shared price movements across assets, and residual factors, which reflect asset-specific deviations…