Nakagawa, Kei

3 publications

AAAI 2021 Deep Portfolio Optimization via Distributional Prediction of Residual Factors Kentaro Imajo, Kentaro Minami, Katsuya Ito, Kei Nakagawa

NeurIPSW 2021 Mean-Variance Efficient Reinforcement Learning by Expected Quadratic Utility Maximization Masahiro Kato, Kei Nakagawa, Kenshi Abe, Tetsuro Morimura

IJCAI 2020 RM-CVaR: Regularized Multiple Β-CVaR Portfolio Kei Nakagawa, Shuhei Noma, Masaya Abe