Rei Yamamoto

发表

A MAXIMAL PREDICTABILITY PORTFOLIO MODEL: ALGORITHM AND PERFORMANCE EVALUATION

H. Konno, Rei Yamamoto, Daisuke Ishii, 2007 .

An Efficient Algorithm for Solving Convex–Convex Quadratic Fractional Programs

H. Konno, Rei Yamamoto, R. Yamamoto, 2007 .

Optimal Symmetric No-Trade Ranges in Asset Rebalancing Strategy with Transaction Costs

Norio Hibiki, Rei Yamamoto, 2013 .

ANALYSIS OF FOREST KINEMATIC MODEL WITH NONLINEAR DEGENERATE DIFFUSION

Rei Yamamoto, 2020 .

A Maximal Predictability Portfolio Using Dynamic Factor Selection Strategy

H. Konno, Rei Yamamoto, Y. Takaya, 2010 .

Interaction between financial risk measures and machine learning methods

Akiko Takeda, Rei Yamamoto, Jun-ya Gotoh, 2013, Computational Management Science.