Predicting Financial Asset Returns with Factor and Lead-Lag Relationships: Ridge Regression with Lagged Penalty. - Tatsuki Masuda; Kei Nakagawa (IIAI-AAI, 2023)

Dynamic Dual Sparse Topic Model: Integrating Temporal Dynamics and Sparsity with Spike and Slab Priors into Topic Model. - Tatsuki Masuda; Kei Nakagawa; Takahiro Hoshino (IIAI-AAI, 2024)