1 citations · 1 across the 2 of their papers we have counts for
2 papers
econ.GN2019★ 1 cited
Improving Regression-based Event Study Analysis Using a Topological Machine-learning Method
Takashi Yamashita, Ryozo Miura
This paper introduces a new correction scheme to a conventional regression-based event study method: a topological machine-learning approach with a self-organizing map (SOM).We use…
q-fin.PM2013
A liability tracking approach to long term management of pension funds
Masashi Ieda, Takashi Yamashita, Yumiharu Nakano
We propose a long term portfolio management method which takes into account a liability. Our approach is based on the LQG (Linear, Quadratic cost, Gaussian) control problem framewo…