論文

• Eisuke Yamagata, Shunsuke Ono. Sparse index tracking: Simultaneous asset selection and capital allocation via $\ell_0$-constrained portfolio, IEEE Open Journal of Signal Processing, vol. 5, pp. 810-819, Apr. 2024.

国際会議発表 (査読有り)

• Eisuke Yamagata, Shunsuke Ono. Risk-managed sparse index tracking via market graph clustering, IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), pp. 9796-9800, Apr. 2024.
• Eisuke Yamagata, Shunsuke Ono. Generalized time-varying graph signal recovery over dynamic graphs, ASPIRE 2024, pp. 10, Mar. 2024.

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