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Takashi Shinzato

Identifiers

  • name variant Takashi Shinzato 0.60 · backfill

Papers (19)

  1. Macroscopic theorem of the portfolio optimization problem with a risk-free asset q-fin.PM · 2019 · author #2
  2. Minimal Investment Risk with Cost and Return Constraints: A Replica Analysis q-fin.PM · 2019 · author #1
  3. Replica Analysis for Maximization of Net Present Value q-fin.PM · 2018 · author #1
  4. Replica Approach for Minimal Investment Risk with Cost q-fin.PM · 2018 · author #1
  5. Random matrix approach for primal-dual portfolio optimization problems q-fin.PM · 2017 · author #3
  6. Replica Analysis for Portfolio Optimization with Single-Factor Model q-fin.PM · 2017 · author #1
  7. Pythagorean theorem of Sharpe ratio q-fin.PM · 2017 · author #1
  8. Property Safety Stock Policy for Correlated Commodities Based on Probability Inequality math.OC · 2017 · author #1
  9. Replica Analysis for the Duality of the Portfolio Optimization Problem q-fin.PM · 2016 · author #1
  10. Maximizing and Minimizing Investment Concentration with Constraints of Budget and Investment Risk q-fin.PM · 2016 · author #1
  11. Universality of Makespan in Flowshop Scheduling Problem math.OC · 2016 · author #1
  12. Validation of the Replica Trick for Simple Models cond-mat.dis-nn · 2016 · author #1
  13. Minimal Investment Risk of Portfolio Optimization Problem with Budget and Investment Concentration Constraints q-fin.PM · 2016 · author #1
  14. Portfolio Optimization Problem with Non-identical Variances of Asset Returns using Statistical Mechanical Informatics q-fin.PM · 2016 · author #1
  15. Asymptotic Eigenvalue Distribution of Wishart Matrices whose Components are not Independently and Identically Distributed q-fin.PM · 2016 · author #1
  16. Self-Averaging Property of Minimal Investment Risk of Mean-Variance Model q-fin.PM · 2014 · author #1
  17. Belief Propagation Algorithm for Portfolio Optimization Problems q-fin.PM · 2010 · author #1
  18. Learning of correlated patterns by simple perceptrons cond-mat.dis-nn · 2008 · author #1
  19. Perceptron capacity revisited: classification ability for correlated patterns cond-mat.dis-nn · 2007 · author #1

Mentions

  • 1404.5222 #1 · backfill · confidence 0.70 Takashi Shinzato
  • 1008.3746 #1 · backfill · confidence 0.70 Takashi Shinzato
  • 0809.1978 #1 · backfill · confidence 0.70 Takashi Shinzato
  • 0712.4050 #1 · backfill · confidence 0.70 Takashi Shinzato

Frequent Coauthors