Takashi Shinzato | DeepAI

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Featured Co-authors

Daichi Tada
1 publication
Hisashi Yamamoto
1 publication

research

∙ 01/30/2019

Minimal Investment Risk with Cost and Return Constraints: A Replica Analysis

Previous studies into the budget constraint of portfolio optimization pr...

0 Takashi Shinzato, et al. ∙

research

∙ 09/14/2017

Random matrix approach for primal-dual portfolio optimization problems

In this paper, we revisit the portfolio optimization problems of the min...

0 Daichi Tada, et al. ∙