Takano Yuichi
- Refereed academic journal/Refereed international conference paper
- A Polynomial Optimization Approach to Constant Rebalanced Portfolio Selection
Takano Yuichi; Sotirov Renata
Computational Optimization and Applications/52(3)/pp.645-666, 2012-07 - A Nonlinear Control Policy Using Kernel Method for Dynamic Asset Allocation
Takano Yuichi; Gotoh Jun-ya
Journal of the Operations Research Society of Japan/54(4)/pp.201-218, 2011-12 - CREDIT RISK OPTIMIZATION VIA CVAR AND ITS SOLUTION
後藤 順哉; 高野 祐一; 山本 芳嗣; 和田 保乃
Transactions of the Operations Research Society of Japan/54(0)/pp.23-42, 2011-12 - Constant Rebalanced Portfolio Optimization under Nonlinear Transaction Costs
Takano Yuichi; Gotoh Jun-ya
Asia-Pacific Financial Markets/18(2)/pp.191-211, 2011-05 - Alpha-Conservative approximation for probabilistically constrained convex programs
Takano Yuichi; Gotoh Jun-ya
Computational Optimization and Applications/46(1)/pp.113-133, 2010-05 - Metric-preserving reduction of earth mover's distance
Takano Yuichi; Yamamoto Yoshitsugu
Asia-Pacific Journal of Operational Research/27(1)/pp.39-54, 2010-04 - 食卓メニューの販売促進効果を考慮した商品陳列決定モデル(<特集>データ解析コンペティション:食卓データの分析)
高野 祐一; 小川 直哉; 角田 淳史; 木村 康宏; 矢島 洋平
Communications of the Operations Research Society of Japan/55(2)/pp.113-120, 2010-02 - 最小絶対値回帰分析を利用した中古車落札金額予測モデルの構築(<特集>データ解析コンペティション:オークション・データの解析)
高野 祐一; 水野 圭; 山菅 和人; 佐藤 齊行; 小川 直哉
Communications of the Operations Research Society of Japan/54(2)/pp.81-90, 2009-02 - Newsvendor solutions via conditional value-at-risk minimization
Gotoh Jun-ya; Takano Yuichi
European Journal of Operational Research/179(1)/pp.80-96, 2007-05
- A Polynomial Optimization Approach to Constant Rebalanced Portfolio Selection