Verification of Lead-Lag Effect in Financial Markets by the Adaptive Elastic Net Regression. - Yusuke Uchiyama; Takanori Kadoya; Kei Nakagawa (IIAI-AAI, 2019)

Complex Valued Risk Diversification. - Yusuke Uchiyama; Takanori Kadoya; Kei Nakagawa (Entropy, 2019)