| Publication | Date of Publication | Type |
|---|
Exact penalization at d-stationary points of cardinality- or rank-constrained problem
Optimization | 2026-08-21 | Paper |
EM algorithms for optimization problems with polynomial objectives
Information Geometry | 2026-06-16 | Paper |
Technical note -- A data-driven approach to beating SAA out of sample
Operations Research | 2025-06-05 | Paper |
| Exact Penalty Method for Knot Selection of B-Spline Regression | 2023-04-05 | Paper |
| Exact Penalization at D-Stationary Points of Cardinality- or Rank-Constrained Problem | 2022-09-06 | Paper |
Calibration of distributionally robust empirical optimization models
Operations Research | 2022-02-16 | Paper |
On the superiority of PGMs to PDCAs in nonsmooth nonconvex sparse regression
Optimization Letters | 2021-09-28 | Paper |
| Pursuit of the Cluster Structure of Network Lasso: Recovery Condition and Non-convex Extension | 2020-12-14 | Paper |
Robust empirical optimization is almost the same as mean-variance optimization
Operations Research Letters | 2019-06-11 | Paper |
DC formulations and algorithms for sparse optimization problems
Mathematical Programming. Series A. Series B | 2018-05-16 | Paper |
Support vector machines based on convex risk functions and general norms
Annals of Operations Research | 2017-03-07 | Paper |
| Efficient DC Algorithm for Constrained Sparse Optimization | 2017-01-30 | Paper |
Two pairs of families of polyhedral norms versus \(\ell _p\)-norms: proximity and applications in optimization
Mathematical Programming. Series A. Series B | 2016-04-04 | Paper |
Interaction between financial risk measures and machine learning methods
Computational Management Science | 2015-07-21 | Paper |
Convex optimization approaches to maximally predictable portfolio selection
Optimization | 2014-10-24 | Paper |
Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios
Computational Management Science | 2014-10-06 | Paper |
Robust portfolio techniques for mitigating the fragility of CVaR minimization and generalization to coherent risk measures
Quantitative Finance | 2014-01-23 | Paper |
A nonlinear control policy using kernel method for dynamic asset allocation
Journal of the Operations Research Society of Japan | 2012-12-08 | Paper |
Minimizing loss probability bounds for portfolio selection
European Journal of Operational Research | 2012-08-16 | Paper |
Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm
Management Science | 2012-02-19 | Paper |
Bounding contingent claim prices via hedging strategy with coherent risk measures
Journal of Optimization Theory and Applications | 2012-02-13 | Paper |
Third degree stochastic dominance and mean-risk analysis
Management Science | 2012-02-12 | Paper |
On the role of norm constraints in portfolio selection
Computational Management Science | 2011-11-15 | Paper |
Constant rebalanced portfolio optimization under nonlinear transaction costs
Asia-Pacific Financial Markets | 2011-05-25 | Paper |
Numerical evaluation of dynamic behavior of Ornstein-Uhlenbeck processes modified by various boundaries and its application to pricing barrier options
Methodology and Computing in Applied Probability | 2011-03-14 | Paper |
\(\alpha \)-conservative approximation for probabilistically constrained convex programs
Computational Optimization and Applications | 2010-05-07 | Paper |
Conditional minimum volume ellipsoid with application to multiclass discrimination
Computational Optimization and Applications | 2009-10-09 | Paper |
NUMERICAL EXPLORATION OF DYNAMIC BEHAVIOR OF ORNSTEIN-UHLENBECK PROCESSES VIA EHRENFEST PROCESS APPROXIMATION(<Special Issue>Advanced Planning and Scheduling for Supply Chain Management)
Journal of the Operations Research Society of Japan | 2007-10-30 | Paper |
Newsvendor solutions via conditional value-at-risk minimization
European Journal of Operational Research | 2007-01-09 | Paper |
Minimal ellipsoid circumscribing a polytope defined by a system of linear inequalities
Journal of Global Optimization | 2006-06-28 | Paper |
| scientific article; zbMATH DE number 2190130 (Why is no real title available?) | 2005-08-01 | Paper |
Global optimization method for solving the minimum maximal flow problem
Optimization Methods & Software | 2005-04-05 | Paper |
| scientific article; zbMATH DE number 1836463 (Why is no real title available?) | 2002-11-27 | Paper |
A cutting plane algorithm for semi-definite programming problems with applications to failure discriminant analysis
Journal of Computational and Applied Mathematics | 2002-09-17 | Paper |
Maximization of the ratio of two convex quadratic functions over a polytope
Computational Optimization and Applications | 2002-03-05 | Paper |
A cutting plane algorithm for semi-definite programming problems with applications to failure discrimination and cancer diagnosis
RIMS Kokyuroku | 2001-09-23 | Paper |
