Jun-ya Gotoh

According to our database1, Jun-ya Gotoh authored at least 20 papers between 2001 and 2020.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2020
Worst-case sensitivity.
CoRR, 2020

2018
Robust empirical optimization is almost the same as mean-variance optimization.
Oper. Res. Lett., 2018

DC formulations and algorithms for sparse optimization problems.
Math. Program., 2018

Preface.
Ann. Oper. Res., 2018

2017
Calibration of Distributionally Robust Empirical Optimization Models.
CoRR, 2017

Support vector machines based on convex risk functions and general norms.
Ann. Oper. Res., 2017

2016
Two pairs of families of polyhedral norms versus ℓ p -norms: proximity and applications in optimization.
Math. Program., 2016

2014
Multi-period portfolio selection using kernel-based control policy with dimensionality reduction.
Expert Syst. Appl., 2014

Interaction between financial risk measures and machine learning methods.
Comput. Manag. Sci., 2014

2013
Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios.
Comput. Manag. Sci., 2013

2012
Minimizing loss probability bounds for portfolio selection.
Eur. J. Oper. Res., 2012

2011
Bounding Contingent Claim Prices via Hedging Strategy with Coherent Risk Measures.
J. Optim. Theory Appl., 2011

On the role of norm constraints in portfolio selection.
Comput. Manag. Sci., 2011

2010
<i>α</i>-Conservative approximation for probabilistically constrained convex programs.
Comput. Optim. Appl., 2010

2008
Conditional minimum volume ellipsoid with application to multiclass discrimination.
Comput. Optim. Appl., 2008

2007
Newsvendor solutions via conditional value-at-risk minimization.
Eur. J. Oper. Res., 2007

2006
Minimal Ellipsoid Circumscribing a Polytope Defined by a System of Linear Inequalities.
J. Glob. Optim., 2006

2003
Global optimization method for solving the minimum maximal flow problem.
Optim. Methods Softw., 2003

2002
Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm.
Manag. Sci., 2002

2001
Maximization of the Ratio of Two Convex Quadratic Functions over a Polytope.
Comput. Optim. Appl., 2001


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