Detecting Short-Term Mean Reverting Phenomenon in the Stock Market and OLMAR Method. - Kazunori Umino; Takamasa Kikuchi; Masaaki Kunigami; Takashi Yamada; Takao Terano (JSAI-isAI Workshops, 2017)

Modeling the Momentum Effect in Stock Markets to Propose a New Portfolio Algorithm. - Kazunori Umino; Takamasa Kikuchi; Masaaki Kunigami; Takashi Yamada; Takao Terano (J. Adv. Comput. Intell. Intell. Informatics, 2018)

Empirical Analyses of OLMAR Method for Financial Portfolio Selection in Stock Markets. - Kazunori Umino; Takamasa Kikuchi; Masaaki Kunigami; Takashi Yamada; Takao Terano (J. Adv. Comput. Intell. Intell. Informatics, 2022)