1 citations · 2 across the 4 of their papers we have counts for
4 papers
Bayesian Portfolio Optimization by Predictive Synthesis
Masahiro Kato, Kentaro Baba, Hibiki Kaibuchi +1
Portfolio optimization is a critical task in investment. Most existing portfolio optimization methods require information on the distribution of returns of the assets that make up…
Learning from Double Positive and Unlabeled Data for Potential-Customer Identification
Masahiro Kato, Yuki Ikeda, Kentaro Baba +2
In this study, we propose a method for identifying potential customers in targeted marketing by applying learning from positive and unlabeled data (PU learning). We consider a scen…
Analysis of Parameterized Quantum Circuits: on The Connection Between Expressibility and Types of Quantum Gates
Yu Liu, Kentaro Baba, Kazuya Kaneko +3
Expressibility is a crucial factor of a Parameterized Quantum Circuit (PQC). In the context of Variational Quantum Algorithms (VQA) based Quantum Machine Learning (QML), a QML mode…
Mean-Variance Efficient Reinforcement Learning with Applications to Dynamic Financial Investment
Masahiro Kato, Kei Nakagawa, Kenshi Abe +2
This study investigates the mean-variance (MV) trade-off in reinforcement learning (RL), an instance of the sequential decision-making under uncertainty. Our objective is to obtain…