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In this paper, we address the problem of how many randomly labeled patterns can be correctly classified by a single-layer perceptron when the patterns are correlated with each other. In order to solve this problem, two analytical schemes are developed based on the replica method and Thouless-Anderson-Palmer (TAP) approach by utilizing an integral formula… (More)

In portfolio optimization problems, the minimum expected investment risk is not always smaller than the expected minimal investment risk. That is, using a well-known approach from operations research, it is possible to derive a strategy that minimizes the expected investment risk, but this strategy does not always result in the best rate of return on… (More)

We discuss replica analytic continuation using several simple models in order to prove mathematically the validity of replica analysis, which is used in a wide range of fields related to large scale complex systems. While replica analysis consists of two analytical techniques, the replica trick (or replica analytic continuation) and the thermodynamical… (More)

- Takashi Shinzato, Muneki Yasuda, Yong Deng
- PloS one
- 2015

The typical behavior of optimal solutions to portfolio optimization problems with absolute deviation and expected shortfall models using replica analysis was pioneeringly estimated by S. Ciliberti et al. [Eur. Phys. B. 57, 175 (2007)]; however, they have not yet developed an approximate derivation method for finding the optimal portfolio with respect to a… (More)

—Price of anarchy, the performance ratio, which could characterize the loss of efficiency of the distributed supply chain management compared with the integrated supply chain management is discussed by utilizing newsvendor problem in single period which is well-known. In particular, some of remarkable distributed policies are handled, the performance ratios… (More)

Learning behavior of simple perceptrons is analyzed for a teacher-student scenario in which output labels are provided by a teacher network for a set of possibly correlated input patterns, and such that teacher and student networks are of the same type. Our main concern is the effect of statistical correlations among the input patterns on learning… (More)

- C Edelstein, Wenlian Xu, Maurice J Bessman, Paul H Edelstein, Baofeng Hu, Takashi Shinzato +1 other
- 2005

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