Yutaka Sakurai

Yutaka Sakurai is the head of the AI Finance Application Research Institute of RP Tech. He has been a trader and an investor in financial institutions in Tokyo and London for over 20 years, while also serving as a quant. Since 2010, he has been a researcher and a consultant on various new technologies including AI and quantum computers related to finance. He published a number of books on Finance and AI. In recent years, he has been particularly focusing on the application of AI and quantum computers. He holds a bachelor's degree in mathematics from Waseda University.

Articles by Yutaka Sakurai

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

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