Structural Change Point Detection Using A Large Random Matrix and Sparse Modeling. - Katsuya Ito; Akira Kinoshita; Masashi Yoshikawa (EDBT/ICDT Workshops, 2019)

Deep Portfolio Optimization via Distributional Prediction of Residual Factors. - Kentaro Imajo; Kentaro Minami; Katsuya Ito; Kei Nakagawa (AAAI, 2021)

Trader-Company Method: A Metaheuristics for Interpretable Stock Price Prediction. - Katsuya Ito; Kentaro Minami; Kentaro Imajo; Kei Nakagawa (AAMAS, 2021)

Taming Tail Risk: Regularized Multiple β Worst-Case CVaR Portfolio. - Kei Nakagawa; Katsuya Ito (Symmetry, 2021)