Kei Nakagawa

Stock price prediction using <i>k</i>‐medoids clustering with indexing dynamic time warping

Kei Nakagawa, Mitsuyoshi Imamura, Kenichi Yoshida · Electronics and Communications in Japan · 2019 · 33 citations · Full text

Engineering, Data Science, Data Mining +18

Deep Portfolio Optimization via Distributional Prediction of Residual Factors

Kentaro Imajo, Kentaro Minami, Katsuya Ito et al. · Proceedings of the AAAI Conference on Artificial Intelligence · 2021 · 33 citations · Full text

Engineering, Machine Learning, Amplitude Invariance +17

The value of reputation capital during the COVID-19 crisis: Evidence from Japan

Tomonori Manabe, Kei Nakagawa · Finance research letters · 2021 · 32 citations · Full text

Covid-19 Crisis, Economics, International Finance +9

Cryptocurrency network factors and gold

Kei Nakagawa, Ryuta Sakemoto · Finance research letters · 2021 · 21 citations

Fintech, Economics, Business +5

Risk-Based Portfolios with Large Dynamic Covariance Matrices

Kei Nakagawa, Mitsuyoshi Imamura, Kenichi Yoshida · International Journal of Financial Studies · 2018 · 20 citations · Full text

Portfolio Optimization, Asset Pricing, Japanese Stock Market +10