Yusuke Yuki

Yusuke Yuki is a data scientist of NTT DATA Corporation, Japan. He has been engaged in web application development, data analysis and quantum computer research. He received the master's degree in computer science from Osaka University, Japan, in 2017.

Articles by Yusuke Yuki

Original research

Correlation diversified passive portfolio strategy based on permutation of assets

This paper proposes a new idea to determine the adjustment weight vector in order to construct a passive portfolio with lower risk than the risk of the benchmark index.

28 Sep 2021