The following pages link to Yuichi Takano (Q301696):
Displayed 19 items.
- Feature subset selection for logistic regression via mixed integer optimization (Q301699) (← links)
- Mixed integer second-order cone programming formulations for variable selection in linear regression (Q320071) (← links)
- Constant rebalanced portfolio optimization under nonlinear transaction costs (Q538327) (← links)
- A polynomial optimization approach to constant rebalanced portfolio selection (Q694522) (← links)
- Newsvendor solutions via conditional value-at-risk minimization (Q858416) (← links)
- \(\alpha \)-conservative approximation for probabilistically constrained convex programs (Q969716) (← links)
- Best subset selection via cross-validation criterion (Q2192029) (← links)
- Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization (Q2231331) (← links)
- Investigating consumers' store-choice behavior via hierarchical variable selection (Q2324251) (← links)
- Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs (Q2355203) (← links)
- Multi-period resource allocation for estimating project costs in competitive bidding (Q2401316) (← links)
- Mixed integer quadratic optimization formulations for eliminating multicollinearity based on variance inflation factor (Q2633546) (← links)
- A NONLINEAR CONTROL POLICY USING KERNEL METHOD FOR DYNAMIC ASSET ALLOCATION(<Special Issue>SCOPE (Seminar on Computation and OPtimization for new Extensions)) (Q3144759) (← links)
- METRIC-PRESERVING REDUCTION OF EARTH MOVER'S DISTANCE (Q3560106) (← links)
- BEST SUBSET SELECTION FOR ELIMINATING MULTICOLLINEARITY (Q4597001) (← links)
- (Q5011563) (← links)
- PIECEWISE-LINEAR APPROXIMATION FOR FEATURE SUBSET SELECTION IN A SEQUENTIAL LOGIT MODEL (Q5267563) (← links)
- Cardinality-constrained distributionally robust portfolio optimization (Q6112845) (← links)
- Cutting-plane algorithm for estimation of sparse Cox proportional hazards models (Q6126527) (← links)