Yusuke Uchiyama | DeepAI

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Featured Co-authors

Kei Nakagawa
9 publications
Takanori Kadoya
1 publication

research

∙ 01/29/2020

TPLVM: Portfolio Construction by Student's t-process Latent Variable Model

Optimal asset allocation is a key topic in modern finance theory. To rea...

0 Yusuke Uchiyama, et al. ∙

research

∙ 09/13/2018

Superstatistics with cut-off tails for financial time series

Financial time series have been investigated to follow fat-tailed distri...

0 Yusuke Uchiyama, et al. ∙