Kazuhide Nakata
- Unbiased Recommender Learning from Missing-Not-At-Random Implicit Feedback
2019/09/09 by Yuta Saito, Saito, Yuta, Suguru Yaginuma +7 · 7 citations
Computer Science · Decision Sciences · #Advanced Bandit Algorithms Research #FOS: Computer and information sciences #Information Retrieval (cs.IR) #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and Algorithms #Recommender Systems and Techniques
- Towards Assessing and Benchmarking Risk-Return Tradeoff of Off-Policy Evaluation
2023/11/30 by Haruka Kiyohara, Kiyohara, Haruka, Ren Kishimoto +9 · 4 citations
Economics, Econometrics and Finance · #Artificial Intelligence (cs.AI) #Economic Policies and Impacts #FOS: Computer and information sciences #Machine Learning (cs.LG)
- Bilevel Cutting-plane Algorithm for Solving Cardinality-constrained Mean-CVaR Portfolio Optimization Problems
2020/05/26 by Ken Kobayashi, Kobayashi, Ken, Yuichi Takano +3 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · Engineering · #Risk and Portfolio Optimization #Stochastic processes and financial applications #Reservoir Engineering and Simulation Methods
- Cardinality-constrained Distributionally Robust Portfolio Optimization
2021/12/23 by Ken Kobayashi, Yuichi Takano, Kobayashi, Ken +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #Data Structures and Algorithms (cs.DS) #FOS: Computer and information sciences #FOS: Mathematics #Market Dynamics and Volatility #Monetary Policy and Economic Impact #Optimization and Control (math.OC) #Risk and Portfolio Optimization
- SCOPE-RL: A Python Library for Offline Reinforcement Learning and Off-Policy Evaluation
2023/11/30 by Haruka Kiyohara, Kiyohara, Haruka, Ren Kishimoto +9 · 1 citation
Psychology · #Artificial Intelligence (cs.AI) #Behavioral and Psychological Studies #FOS: Computer and information sciences #Machine Learning (cs.LG)