The following pages link to Jun-Ya Gotoh (Q210409):
Displaying 31 items.
- (Q263207) (redirect page) (← links)
- Two pairs of families of polyhedral norms versus \(\ell _p\)-norms: proximity and applications in optimization (Q263209) (← links)
- Minimizing loss probability bounds for portfolio selection (Q439383) (← links)
- Support vector machines based on convex risk functions and general norms (Q513637) (← links)
- Constant rebalanced portfolio optimization under nonlinear transaction costs (Q538327) (← links)
- Numerical evaluation of dynamic behavior of Ornstein-Uhlenbeck processes modified by various boundaries and its application to pricing barrier options (Q631490) (← links)
- On the role of norm constraints in portfolio selection (Q645500) (← links)
- Bounding contingent claim prices via hedging strategy with coherent risk measures (Q662867) (← links)
- A cutting plane algorithm for semi-definite programming problems with applications to failure discriminant analysis (Q697556) (← links)
- Conditional minimum volume ellipsoid with application to multiclass discrimination (Q732238) (← links)
- Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios (Q744224) (← links)
- Newsvendor solutions via conditional value-at-risk minimization (Q858416) (← links)
- \(\alpha \)-conservative approximation for probabilistically constrained convex programs (Q969716) (← links)
- DC formulations and algorithms for sparse optimization problems (Q1749449) (← links)
- On the superiority of PGMs to PDCAs in nonsmooth nonconvex sparse regression (Q2230800) (← links)
- Interaction between financial risk measures and machine learning methods (Q2355190) (← links)
- Robust empirical optimization is almost the same as mean-variance optimization (Q2417186) (← links)
- Minimal ellipsoid circumscribing a polytope defined by a system of linear inequalities (Q2494476) (← links)
- (Q2742677) (← links)
- Robust portfolio techniques for mitigating the fragility of CVaR minimization and generalization to coherent risk measures (Q2871416) (← links)
- Convex optimization approaches to maximally predictable portfolio selection (Q2926485) (← links)
- Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm (Q3114783) (← links)
- Third Degree Stochastic Dominance and Mean-Risk Analysis (Q3116732) (← links)
- A NONLINEAR CONTROL POLICY USING KERNEL METHOD FOR DYNAMIC ASSET ALLOCATION(<Special Issue>SCOPE (Seminar on Computation and OPtimization for new Extensions)) (Q3144759) (← links)
- Global optimization method for solving the minimum maximal flow problem (Q4664042) (← links)
- (Q4782159) (← links)
- Calibration of Distributionally Robust Empirical Optimization Models (Q5031650) (← links)
- NUMERICAL EXPLORATION OF DYNAMIC BEHAVIOR OF ORNSTEIN-UHLENBECK PROCESSES VIA EHRENFEST PROCESS APPROXIMATION(<Special Issue>Advanced Planning and Scheduling for Supply Chain Management) (Q5423047) (← links)
- (Q5462189) (← links)
- Maximization of the ratio of two convex quadratic functions over a polytope (Q5946768) (← links)
- Exact Penalty Method for Knot Selection of B-Spline Regression (Q6432155) (← links)
