Yuichi Takano

Available identifiers

zbMath Open takano.yuichiMaRDI QIDQ301696

List of research outcomes

Publication	Date of Publication	Type
Cutting-plane algorithm for estimation of sparse Cox proportional hazards models	2024-04-09	Paper
Cardinality-constrained distributionally robust portfolio optimization	2023-07-10	Paper
Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization	2021-09-29	Paper
https://portal.mardi4nfdi.de/entity/Q5011563	2021-08-27	Paper
Best subset selection via cross-validation criterion	2020-06-26	Paper
Investigating consumers' store-choice behavior via hierarchical variable selection	2019-09-11	Paper
Mixed integer quadratic optimization formulations for eliminating multicollinearity based on variance inflation factor	2019-05-09	Paper
BEST SUBSET SELECTION FOR ELIMINATING MULTICOLLINEARITY	2017-12-11	Paper
Multi-period resource allocation for estimating project costs in competitive bidding	2017-09-08	Paper
PIECEWISE-LINEAR APPROXIMATION FOR FEATURE SUBSET SELECTION IN A SEQUENTIAL LOGIT MODEL	2017-06-13	Paper
Mixed integer second-order cone programming formulations for variable selection in linear regression	2016-10-06	Paper
Feature subset selection for logistic regression via mixed integer optimization	2016-07-01	Paper
Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs	2015-07-21	Paper
A polynomial optimization approach to constant rebalanced portfolio selection	2012-12-12	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
Constant rebalanced portfolio optimization under nonlinear transaction costs	2011-05-25	Paper
METRIC-PRESERVING REDUCTION OF EARTH MOVER'S DISTANCE	2010-05-19	Paper
\(\alpha \)-conservative approximation for probabilistically constrained convex programs	2010-05-07	Paper
Newsvendor solutions via conditional value-at-risk minimization	2007-01-09	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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instance of	human

This page was built for person: Yuichi Takano