Differential Privacy without Sensitivity. - Kentaro Minami; Hiromi Arai; Issei Sato; Hiroshi Nakagawa (NIPS, 2016)

Smoothness and Stability in GANs. - Casey Chu; Kentaro Minami; Kenji Fukumizu (ICLR, 2020)

The equivalence between Stein variational gradient descent and black-box variational inference. - Casey Chu; Kentaro Minami; Kenji Fukumizu (CoRR, 2020)

Degrees of freedom in submodular regularization: A computational perspective of Stein's unbiased risk estimate. - Kentaro Minami (J. Multivar. Anal., 2020)

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)

What Data Augmentation Do We Need for Deep-Learning-Based Finance? - Liu Ziyin 001; Kentaro Minami; Kentaro Imajo (CoRR, 2021)

Contrastive Representation Learning with Trainable Augmentation Channel. - Masanori Koyama; Kentaro Minami; Takeru Miyato; Yarin Gal (CoRR, 2021)

Uncertainty Aware Trader-Company Method: Interpretable Stock Price Prediction Capturing Uncertainty. - Yugo Fujimoto; Kei Nakagawa; Kentaro Imajo; Kentaro Minami (IEEE Big Data, 2022)

Theoretically Motivated Data Augmentation and Regularization for Portfolio Construction. - Liu Ziyin 001; Kentaro Minami; Kentaro Imajo (ICAIF, 2022)

Unified Perspective on Probability Divergence via Maximum Likelihood Density Ratio Estimation: Bridging KL-Divergence and Integral Probability Metrics. - Masahiro Kato; Masaaki Imaizumi; Kentaro Minami (CoRR, 2022)

Unified Perspective on Probability Divergence via the Density-Ratio Likelihood: Bridging KL-Divergence and Integral Probability Metrics. - Masahiro Kato; Masaaki Imaizumi; Kentaro Minami (AISTATS, 2023)

Adversarial Deep Hedging: Learning to Hedge without Price Process Modeling. - Masanori Hirano 001; Kentaro Minami; Kentaro Imajo (ICAIF, 2023)

Efficient Learning of Nested Deep Hedging using Multiple Options. - Masanori Hirano 001; Kentaro Imajo; Kentaro Minami; Takuya Shimada (IIAI-AAI, 2023)

Error Analysis of Option Pricing via Deep PDE Solvers: Empirical Study. - Rawin Assabumrungrat; Kentaro Minami; Masanori Hirano 001 (IIAI-AAI, 2024)

A Multi-agent Market Model Can Explain the Impact of AI Traders in Financial Markets-A New Microfoundations of GARCH Model. - Kei Nakagawa; Masanori Hirano 001; Kentaro Minami; Takanobu Mizuta (PRIMA, 2024)