Analysis of the Fed's communication by using textual entailment model of Zero-Shot classification. - Yasuhiro Nakayama; Tomochika Sawaki (CoRR, 2023)

Causal Inference on Investment Constraints and Non-stationarity in Dynamic Portfolio Optimization through Reinforcement Learning. - Yasuhiro Nakayama; Tomochika Sawaki (CoRR, 2023)

Text-Based Correlation Matrix in Multi-Asset Allocation. - Yasuhiro Nakayama; Tomochika Sawaki; Issei Furuya; Shunsuke Tamura (CoRR, 2024)