activity
20152022
most citedRegret Lower Bound and Optimal Algorithm in Dueling Bandit Problem

20 citations · 34 across the 3 of their papers we have counts for

collaborators

9 papers

cs.GT2022

Anytime Capacity Expansion in Medical Residency Match by Monte Carlo Tree Search

Kenshi Abe, Junpei Komiyama, Atsushi Iwasaki

This paper considers the capacity expansion problem in two-sided matchings, where the policymaker is allowed to allocate some extra seats as well as the standard seats. In medical…

stat.ME2021

Controlling False Discovery Rates under Cross-Sectional Correlations

Junpei Komiyama, Masaya Abe, Kei Nakagawa +1

We consider controlling the false discovery rate for testing many time series with an unknown cross-sectional correlation structure. Given a large number of hypotheses, false and m…

q-fin.ST2019

A Robust Transferable Deep Learning Framework for Cross-sectional Investment Strategy

Kei Nakagawa, Masaya Abe, Junpei Komiyama

Stock return predictability is an important research theme as it reflects our economic and social organization, and significant efforts are made to explain the dynamism therein. St…

stat.ME2018

A Simple Way to Deal with Cherry-picking

Junpei Komiyama, Takanori Maehara

Statistical hypothesis testing serves as statistical evidence for scientific innovation. However, if the reported results are intentionally biased, hypothesis testing no longer con…

econ.EM2018

Cross Validation Based Model Selection via Generalized Method of Moments

Junpei Komiyama, Hajime Shimao

Structural estimation is an important methodology in empirical economics, and a large class of structural models are estimated through the generalized method of moments (GMM). Trad…

cs.AI2018

Comparing Fairness Criteria Based on Social Outcome

Junpei Komiyama, Hajime Shimao

Fairness in algorithmic decision-making processes is attracting increasing concern. When an algorithm is applied to human-related decision-making an estimator solely optimizing its…