Takashi Shinzato
Identifiers
- name variant Takashi Shinzato 0.60 · backfill
Papers (19)
- Macroscopic theorem of the portfolio optimization problem with a risk-free asset q-fin.PM · 2019 · author #2
- Minimal Investment Risk with Cost and Return Constraints: A Replica Analysis q-fin.PM · 2019 · author #1
- Replica Analysis for Maximization of Net Present Value q-fin.PM · 2018 · author #1
- Replica Approach for Minimal Investment Risk with Cost q-fin.PM · 2018 · author #1
- Random matrix approach for primal-dual portfolio optimization problems q-fin.PM · 2017 · author #3
- Replica Analysis for Portfolio Optimization with Single-Factor Model q-fin.PM · 2017 · author #1
- Pythagorean theorem of Sharpe ratio q-fin.PM · 2017 · author #1
- Property Safety Stock Policy for Correlated Commodities Based on Probability Inequality math.OC · 2017 · author #1
- Replica Analysis for the Duality of the Portfolio Optimization Problem q-fin.PM · 2016 · author #1
- Maximizing and Minimizing Investment Concentration with Constraints of Budget and Investment Risk q-fin.PM · 2016 · author #1
- Universality of Makespan in Flowshop Scheduling Problem math.OC · 2016 · author #1
- Validation of the Replica Trick for Simple Models cond-mat.dis-nn · 2016 · author #1
- Minimal Investment Risk of Portfolio Optimization Problem with Budget and Investment Concentration Constraints q-fin.PM · 2016 · author #1
- Portfolio Optimization Problem with Non-identical Variances of Asset Returns using Statistical Mechanical Informatics q-fin.PM · 2016 · author #1
- Asymptotic Eigenvalue Distribution of Wishart Matrices whose Components are not Independently and Identically Distributed q-fin.PM · 2016 · author #1
- Self-Averaging Property of Minimal Investment Risk of Mean-Variance Model q-fin.PM · 2014 · author #1
- Belief Propagation Algorithm for Portfolio Optimization Problems q-fin.PM · 2010 · author #1
- Learning of correlated patterns by simple perceptrons cond-mat.dis-nn · 2008 · author #1
- Perceptron capacity revisited: classification ability for correlated patterns cond-mat.dis-nn · 2007 · author #1
Mentions
Frequent Coauthors
- Yoshiyuki Kabashima 2 shared papers
- Daichi Tada 1 shared papers
- Hisashi Yamamoto 1 shared papers
- Ikou Kaku 1 shared papers
- Ippei Suzuki 1 shared papers
- Kei Kobayashi 1 shared papers
- Muneki Yasuda 1 shared papers