Ryota Katsuki

Ryota Katsuki is a researcher of NTT DATA Corporation, Japan. He has been engaged in research and development on mathematical optimization for business applications and advanced computing hardware, in particular quantum computing and quantum annealing. He received the B.E. and MCS degree from Kyoto University, Japan, in 2016 and 2018, respectively.

Articles by Ryota Katsuki

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