| Publication | Date of Publication | Type |
|---|
Robust personalized pricing under uncertainty of purchase probabilities
EURO Journal on Computational Optimization | 2025-12-19 | Paper |
Robust portfolio optimization model for electronic coupon allocation
INFOR: Information Systems and Operational Research | 2024-12-20 | Paper |
Cutting-plane algorithm for estimation of sparse Cox proportional hazards models
Top | 2024-04-09 | Paper |
Cardinality-constrained distributionally robust portfolio optimization
European Journal of Operational Research | 2023-07-10 | Paper |
Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization
Journal of Global Optimization | 2021-09-29 | Paper |
| scientific article; zbMATH DE number 7387624 (Why is no real title available?) | 2021-08-27 | Paper |
Best subset selection via cross-validation criterion
Top | 2020-06-26 | Paper |
Investigating consumers' store-choice behavior via hierarchical variable selection
Advances in Data Analysis and Classification. ADAC | 2019-09-11 | Paper |
Mixed integer quadratic optimization formulations for eliminating multicollinearity based on variance inflation factor
Journal of Global Optimization | 2019-05-09 | Paper |
BEST SUBSET SELECTION FOR ELIMINATING MULTICOLLINEARITY
Journal of the Operations Research Society of Japan | 2017-12-11 | Paper |
Multi-period resource allocation for estimating project costs in competitive bidding
CEJOR. Central European Journal of Operations Research | 2017-09-08 | Paper |
Piecewise-linear approximation for feature subset selection in a sequential logit model
Journal of the Operations Research Society of Japan | 2017-06-13 | Paper |
A Latent-class Model for Estimating Product-choice Probabilities from Clickstream Data
(available as arXiv preprint) | 2016-12-20 | Paper |
Mixed integer second-order cone programming formulations for variable selection in linear regression
European Journal of Operational Research | 2016-10-06 | Paper |
Feature subset selection for logistic regression via mixed integer optimization
Computational Optimization and Applications | 2016-07-01 | Paper |
Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs
Computational Management Science | 2015-07-21 | Paper |
A polynomial optimization approach to constant rebalanced portfolio selection
Computational Optimization and Applications | 2012-12-12 | Paper |
A nonlinear control policy using kernel method for dynamic asset allocation
Journal of the Operations Research Society of Japan | 2012-12-08 | Paper |
Constant rebalanced portfolio optimization under nonlinear transaction costs
Asia-Pacific Financial Markets | 2011-05-25 | Paper |
Metric-preserving reduction of earth mover's distance
Asia-Pacific Journal of Operational Research | 2010-05-19 | Paper |
\(\alpha \)-conservative approximation for probabilistically constrained convex programs
Computational Optimization and Applications | 2010-05-07 | Paper |
Newsvendor solutions via conditional value-at-risk minimization
European Journal of Operational Research | 2007-01-09 | Paper |
