Jun-Ya Gotoh

Available identifiers

zbMath Open gotoh.jun-yaMaRDI QIDQ210409

List of research outcomes

Publication	Date of Publication	Type
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	2022-02-16	Paper
On the superiority of PGMs to PDCAs in nonsmooth nonconvex sparse regression	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	2019-06-11	Paper
DC formulations and algorithms for sparse optimization problems	2018-05-16	Paper
Support vector machines based on convex risk functions and general norms	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	2016-04-04	Paper
Interaction between financial risk measures and machine learning methods	2015-07-21	Paper
Convex optimization approaches to maximally predictable portfolio selection	2014-10-24	Paper
Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios	2014-10-06	Paper
Robust portfolio techniques for mitigating the fragility of CVaR minimization and generalization to coherent risk measures	2014-01-23	Paper
A NONLINEAR CONTROL POLICY USING KERNEL METHOD FOR DYNAMIC ASSET ALLOCATION(<Special Issue>SCOPE (Seminar on Computation and OPtimization for new Extensions))	2012-12-08	Paper
Minimizing loss probability bounds for portfolio selection	2012-08-16	Paper
Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm	2012-02-19	Paper
Bounding contingent claim prices via hedging strategy with coherent risk measures	2012-02-13	Paper
Third Degree Stochastic Dominance and Mean-Risk Analysis	2012-02-12	Paper
On the role of norm constraints in portfolio selection	2011-11-15	Paper
Constant rebalanced portfolio optimization under nonlinear transaction costs	2011-05-25	Paper
Numerical evaluation of dynamic behavior of Ornstein-Uhlenbeck processes modified by various boundaries and its application to pricing barrier options	2011-03-14	Paper
\(\alpha \)-conservative approximation for probabilistically constrained convex programs	2010-05-07	Paper
Conditional minimum volume ellipsoid with application to multiclass discrimination	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)	2007-10-30	Paper
Newsvendor solutions via conditional value-at-risk minimization	2007-01-09	Paper
Minimal ellipsoid circumscribing a polytope defined by a system of linear inequalities	2006-06-28	Paper
https://portal.mardi4nfdi.de/entity/Q5462189	2005-08-01	Paper
Global optimization method for solving the minimum maximal flow problem	2005-04-05	Paper
https://portal.mardi4nfdi.de/entity/Q4782159	2002-11-27	Paper
A cutting plane algorithm for semi-definite programming problems with applications to failure discriminant analysis	2002-09-17	Paper
Maximization of the ratio of two convex quadratic functions over a polytope	2002-03-05	Paper
https://portal.mardi4nfdi.de/entity/Q2742677	2001-09-23	Paper

Research outcomes over time

Doctoral students

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This page was built for person: Jun-Ya Gotoh