| Publication | Date of Publication | Type |
|---|
Cardinality-constrained maximal predictability portfolios with an _2 regularization
Journal of Industrial and Management Optimization | 2026-08-27 | Paper |
Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation
Computational Management Science | 2023-12-14 | Paper |
| Analysis of forest kinematic model with nonlinear degenerate diffusion | 2021-08-31 | Paper |
OPTIMAL MULTIPLE PAIRS TRADING STRATEGYUSING DERIVATIVE FREE OPTIMIZATIONUNDER ACTUAL INVESTMENT MANAGEMENT CONDITIONS
Journal of the Operations Research Society of Japan | 2017-12-11 | Paper |
Interaction between financial risk measures and machine learning methods
Computational Management Science | 2015-07-21 | Paper |
Rebalance schedule optimization of a large scale portfolio under transaction cost
Journal of the Operations Research Society of Japan | 2014-03-19 | Paper |
Construction of a portfolio with shorter downside tail and longer upside tail
Computational Optimization and Applications | 2011-05-11 | Paper |
| scientific article; zbMATH DE number 5879523 (Why is no real title available?) | 2011-04-18 | Paper |
A maximal predictability portfolio using dynamic factor selection strategy
International Journal of Theoretical and Applied Finance | 2010-08-11 | Paper |
A maximal predictability portfolio using absolute deviation reformulation
Computational Management Science | 2010-01-26 | Paper |
Comparative studies on dynamic programming and integer programming approaches for concave cost production/inventory control problems
Computational Management Science | 2009-11-02 | Paper |
Choosing the best set of variables in regression analysis using integer programming
Journal of Global Optimization | 2009-09-01 | Paper |
An efficient algorithm for solving convex-convex quadratic fractional programs
Journal of Optimization Theory and Applications | 2008-09-23 | Paper |
Comparison of search strategies of branch and bound algorithm for concave minimization problems under linear constraints
Vietnam Journal of Mathematics | 2008-07-29 | Paper |
A MAXIMAL PREDICTABILITY PORTFOLIO MODEL: ALGORITHM AND PERFORMANCE EVALUATION
International Journal of Theoretical and Applied Finance | 2008-05-20 | Paper |
| scientific article; zbMATH DE number 5056705 (Why is no real title available?) | 2006-09-25 | Paper |
Integer programming approaches in mean-risk models
Computational Management Science | 2006-06-12 | Paper |
| Portfolio optimization under long-short constraints | 2006-02-21 | Paper |
Global optimization versus integer programming in portfolio optimization under nonconvex transaction costs
Journal of Global Optimization | 2005-12-13 | Paper |
Optimization of a long-short portfolio under nonconvex transaction cost
Computational Optimization and Applications | 2005-11-16 | Paper |
A MEAN-VARIANCE-SKEWNESS MODEL: ALGORITHM AND APPLICATIONS
International Journal of Theoretical and Applied Finance | 2005-08-03 | Paper |
Minimal concave cost rebalance of a portfolio to the efficient frontier
Mathematical Programming. Series A. Series B | 2003-09-01 | Paper |
