Takashi Shinzato

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All published works

Action	Title	Year	Authors
+	Relationship between optimal portfolios which can maximize and minimize the expected return	2019	Takashi Shinzato
+ PDF Chat	Minimal Investment Risk with Cost and Return Constraints: A Replica Analysis	2019	Takashi Shinzato
+	Macroscopic theorem of the portfolio optimization problem with a risk-free asset	2019	Ippei Suzuki Takashi Shinzato
+	Relationship between optimal portfolios which can maximize and minimize the expected return	2019	Takashi Shinzato
+	Replica Analysis for Maximization of Net Present Value	2018	Takashi Shinzato
+ PDF Chat	Replica Approach for Minimal Investment Risk with Cost	2018	Takashi Shinzato
+ PDF Chat	Validation of the replica trick for simple models	2018	Takashi Shinzato
+	Replica Analysis for Maximization of Net Present Value	2018	Takashi Shinzato
+ PDF Chat	Random Matrix Approach for Primal-Dual Portfolio Optimization Problems	2017	Daichi Tada Hisashi Yamamoto Takashi Shinzato
+ PDF Chat	Maximizing and minimizing investment concentration with constraints of budget and investment risk	2017	Takashi Shinzato
+ PDF Chat	Replica Analysis for Portfolio Optimization with Single-Factor Model	2017	Takashi Shinzato
+	Pythagorean theorem of Sharpe ratio	2017	Takashi Shinzato
+ PDF Chat	Minimal investment risk of a portfolio optimization problem with budget and investment concentration constraints	2017	Takashi Shinzato
+	Property Safety Stock Policy for Correlated Commodities Based on Probability Inequality	2017	Takashi Shinzato
+	Reliability of a Circular Connected-(1,2)-or-(2,1)-out-of-(<i>m</i>,<i>n</i>):F Lattice System with Identical Components	2017	Taishin Nakamura Hisashi Yamamoto Takashi Shinzato Xiao Xiao Tomoaki Akiba
+	Pythagorean theorem of Sharpe ratio	2017	Takashi Shinzato
+	Property Safety Stock Policy for Correlated Commodities Based on Probability Inequality	2017	Takashi Shinzato
+ PDF Chat	Portfolio optimization problem with nonidentical variances of asset returns using statistical mechanical informatics	2016	Takashi Shinzato
+ PDF Chat	Replica analysis for the duality of the portfolio optimization problem	2016	Takashi Shinzato
+	Maximizing and Minimizing Investment Concentration with Constraints of Budget and Investment Risk	2016	Takashi Shinzato
+	Validation of the Replica Trick for Simple Models	2016	Takashi Shinzato
+	Validation of the Replica Trick for Simple Models	2016	Takashi Shinzato
+	Asymptotic Eigenvalue Distribution of Wishart Matrices whose Components are not Independently and Identically Distributed	2016	Takashi Shinzato
+	Universality of Makespan in Flowshop Scheduling Problem	2016	Takashi Shinzato Kei Kobayashi Ikou Kaku
+	Asymptotic Eigenvalue Distribution of Wishart Matrices whose Components are not Independently and Identically Distributed	2016	Takashi Shinzato
+	Validation of the Replica Trick for Simple Models	2016	Takashi Shinzato
+	Maximizing and Minimizing Investment Concentration with Constraints of Budget and Investment Risk	2016	Takashi Shinzato
+ PDF Chat	Belief Propagation Algorithm for Portfolio Optimization Problems	2015	Takashi Shinzato Muneki Yasuda
+ PDF Chat	Self-Averaging Property of Minimal Investment Risk of Mean-Variance Model	2015	Takashi Shinzato
+	Asymptotic Eigenvalue Distribution of Random Matrix with Non-identical Variance Components	2011	Takashi Shinzato
+	Improved and Developed Upper Bound of Price of Anarchy in Two Echelon Case	2009	Takashi Shinzato Ikou Kaku
+	Improved and Developed Upper Bound of Price of Anarchy in Two Echelon Case	2009	Takashi Shinzato Ikou Kaku
+ PDF Chat	Learning from correlated patterns by simple perceptrons	2008	Takashi Shinzato Yoshiyuki Kabashima
+ PDF Chat	Perceptron capacity revisited: classification ability for correlated patterns	2008	Takashi Shinzato Yoshiyuki Kabashima

Common Coauthors

Coauthor	Papers Together
Ikou Kaku	3
Hisashi Yamamoto	2
Yoshiyuki Kabashima	2
Taishin Nakamura	1
Daichi Tada	1
Xiao Xiao	1
Ippei Suzuki	1
Tomoaki Akiba	1
Kei Kobayashi	1
Muneki Yasuda	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Self-Averaging Property of Minimal Investment Risk of Mean-Variance Model	2015	Takashi Shinzato	12
+ PDF Chat	Risk minimization through portfolio replication	2007	Stefano Ciliberti Marc Mézard	8
+ PDF Chat	Belief Propagation Algorithm for Portfolio Optimization Problems	2015	Takashi Shinzato Muneki Yasuda	7
+ PDF Chat	Replica approach to mean-variance portfolio optimization	2016	Istvan Varga-Haszonits Fabio Caccioli Imre Kondor	7
+ PDF Chat	Replica analysis for the duality of the portfolio optimization problem	2016	Takashi Shinzato	6
+ PDF Chat	Perceptron capacity revisited: classification ability for correlated patterns	2008	Takashi Shinzato Yoshiyuki Kabashima	6
+ PDF Chat	Minimal investment risk of a portfolio optimization problem with budget and investment concentration constraints	2017	Takashi Shinzato	6
+ PDF Chat	Noise sensitivity of portfolio selection under various risk measures	2007	Imre Kondor Szilárd Pafka Gábor P. Nagy	6
+ PDF Chat	Portfolio optimization problem with nonidentical variances of asset returns using statistical mechanical informatics	2016	Takashi Shinzato	6
+ PDF Chat	Noisy covariance matrices and portfolio optimization	2002	Sz Pafka Imre Kondor	5
+ PDF Chat	Maximizing and minimizing investment concentration with constraints of budget and investment risk	2017	Takashi Shinzato	5
+ PDF Chat	Noisy covariance matrices and portfolio optimization II	2003	Szilárd Pafka Imre Kondor	4
+ PDF Chat	Random Matrix Approach for Primal-Dual Portfolio Optimization Problems	2017	Daichi Tada Hisashi Yamamoto Takashi Shinzato	3
+ PDF Chat	Moment Problem in Replica Method	2007	Toshiyuki Tanaka	3
+ PDF Chat	Statistical mechanics of low-density parity-check codes	2004	Yoshiyuki Kabashima David Saad	3
+ PDF Chat	On the Feasibility of Portfolio Optimization under Expected Shortfall	2008	Stefano Ciliberti Imre Kondor Marc Mézard	3
+ PDF Chat	Analytic solution to variance optimization with no short positions	2017	Imre Kondor Gábor Papp Fabio Caccioli	3
+ PDF Chat	Optimal liquidation strategies regularize portfolio selection	2011	Fabio Caccioli Susanne Still Matteo Marsili Imre Kondor	3
+	Random Matrix Theory and Wireless Communications	2004	Antonia M. Tulino Sergio Verdú	3
+	DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES	1967	V A Marčenko L. А. Pastur	2
+	The Oxford Handbook of Random Matrix Theory	2015	Gernot Akemann Jinho Baik Philippe Di Francesco	2
+ PDF Chat	Tractable Approximations for Probabilistic Models: The Adaptive Thouless-Anderson-Palmer Mean Field Approach	2001	Manfred Opper Ole Winther	2
+ PDF Chat	Statistical Mechanical Development of a Sparse Bayesian Classifier	2005	Shinsuke Uda Yoshiyuki Kabashima	2
+	Inference from correlated patterns: a unified theory for perceptron learning and linear vector channels	2008	Yoshiyuki Kabashima	2
+ PDF Chat	Replica Analysis for Portfolio Optimization with Single-Factor Model	2017	Takashi Shinzato	2
+ PDF Chat	Statistical mechanics of lossy compression using multilayer perceptrons	2006	Kazushi Mimura Masato Okada	2
+	Random Matrix Theory and Wireless Communications	2004	Antonia M. Tulino S. Valero	2
+	Replica Analysis for Maximization of Net Present Value	2018	Takashi Shinzato	2
+ PDF Chat	Statistical mechanics of lossy data compression using a nonmonotonic perceptron	2002	Tadaaki Hosaka Yoshiyuki Kabashima Hidetoshi Nishimori	2
+ PDF Chat	Learning by Message Passing in Networks of Discrete Synapses	2006	Alfredo Braunstein Riccardo Zecchina	1
+ PDF Chat	Mean-field equations for spin models with orthogonal interaction matrices	1995	Giorgio Parisi Marc Potters	1
+ PDF Chat	Vector Precoding for Wireless MIMO Systems and its Replica Analysis	2008	Ralf R. Müller Dongning Guo Aris L. Moustakas	1
+	A recursive algorithm for the reliability of a circular connected-(r, s)-out-of-(m, n):F lattice system	2005	Hisashi Yamamoto Tomoaki Akiba	1
+ PDF Chat	Analysis of Belief Propagation for Non-Linear Problems: The Example of CDMA (or: How to Prove Tanaka's Formula)	2006	Andrea Montanari David Tse	1
+	Developments and Applications of the Finite Markov Chain Imbedding Approach in Reliability	2010	Lirong Cui Yu Xu Xian Zhao	1
+	The replica method and solvable spin glass model	1979	J. Leo van Hemmen R. G. Palmer	1
+ PDF Chat	Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series	1999	Vasiliki Plerou Parameswaran Gopikrishnan Bernd Rosenow Luı́s A. Nunes Amaral H. Eugene Stanley	1
+	An integral formula for large random rectangular matrices and its application to analysis of linear vector channels	2008	Yoshiyuki Kabashima	1
+ PDF Chat	Randomly Spread CDMA: Asymptotics Via Statistical Physics	2005	Dongning Guo Sergio Verdú	1
+ PDF Chat	Noise Dressing of Financial Correlation Matrices	1999	Laurent Laloux Pierre Cizeau Jean‐Philippe Bouchaud Marc Potters	1
+ PDF Chat	Limiting shape for directed percolation models	2004	James B. Martin	1
+	Convex Optimization	2004	Stephen Boyd Lieven Vandenberghe	1
+	A Realistic Approach for Modeling Stochastic Lead Time Distributions	1979	John F. Kottas Hon‐Shiang Lau	1
+	Special Functions and their Applications	1966	Y. L. L. Nikolai Lebedev Richard A. Silverman	1
+	Free Random Variables	1992	Dan Voiculescu Kenneth J. Dykema Alexandru Nica	1
+	An integral formula for large random rectangular matrices and its application to analysis of linear vector channels	2008	Yoshiyuki Kabashima	1
+ PDF Chat	One more discussion of the replica trick: the example of the exact solution	2011	Victor Dotsenko	1
+ PDF Chat	THE KARDAR–PARISI–ZHANG EQUATION AND UNIVERSALITY CLASS	2011	Ivan Corwin	1
+ PDF Chat	A Formula for the Reliability of a <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" id="M1"><mml:mrow><mml:mi>d</mml:mi></mml:mrow></mml:math>-Dimensional Consecutive-<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" id="M2"><mml:mrow><mml:mi>k</mml:mi></mml:mrow></mml:math>-out-of-<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" id="M3"><mml:mrow><mml:mi>n</mml:mi></mml:mrow></mml:math>:F System	2015	Simon Cowell	1
+ PDF Chat	Replica Approach for Minimal Investment Risk with Cost	2018	Takashi Shinzato	1