Katsuya Ito

According to our database, Katsuya Ito authored at least 4 papers between 2019 and 2021.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2021

Taming Tail Risk: Regularized Multiple β Worst-Case CVaR Portfolio.

Kei Nakagawa, Katsuya Ito

Symmetry, 2021

Trader-Company Method: A Metaheuristics for Interpretable Stock Price Prediction.

Katsuya Ito, Kentaro Minami, Kentaro Imajo, Kei Nakagawa

Proceedings of the AAMAS '21: 20th International Conference on Autonomous Agents and Multiagent Systems, 2021

Deep Portfolio Optimization via Distributional Prediction of Residual Factors.

Kentaro Imajo, Kentaro Minami, Katsuya Ito, Kei Nakagawa

Proceedings of the Thirty-Fifth AAAI Conference on Artificial Intelligence, 2021

2019

Structural Change Point Detection Using A Large Random Matrix and Sparse Modeling.

Katsuya Ito, Akira Kinoshita, Masashi Yoshikawa

Proceedings of the Workshops of the EDBT/ICDT 2019 Joint Conference, 2019