TAKANO Yuichi
- Refereed academic journal/Refereed international conference paper
- Improvement on a Stepwise Method in Variable Selection Problem in Linear Regression
Tamura Ryuta; Miyashiro Ryuhei; Takano Yuichi
Proceedings of the 2015 4th ICT International Student Project Conference (ICT-ISPC 2015), 2015-05 - Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs
Takano Yuichi; Nanjo Keisuke; Sukegawa Noriyoshi; Mizuno ...
Computational Management Science/12(2)/pp.319-340, 2015-04 - Subset Selection by Mallows' Cp: A Mixed Integer Programming Approach
Miyashiro Ryuhei; Takano Yuichi
Expert Systems with Applications/42(1)/pp.325-331, 2015-01 - Multi-Period Portfolio Selection Using Kernel-Based Control Policy with Dimensionality Reduction
Takano Yuichi; Gotoh Jun-ya
Expert Systems with Applications/41(8)/pp.3901-3914, 2014-06 - An Order Acceptance Strategy under Limited Engineering Man-Hours for Cost Estimation in Engineering-Procurement-Construction Projects
Ishii Nobuaki; Takano Yuichi; Muraki Masaaki
International Journal of Project Management/32(3)/pp.519-528, 2014-04 - ファジィクラスタワイズ回帰を用いた共同購入型クーポンサイトの閲覧傾向分析
高野 祐一; 田中 未来; 鮏川矩義; 竹山 光将; 神里 栄; 千代 竜佑; 小林 健; 田中 研太郎; 中田 和秀
オペレーションズ・リサーチ：経営の科学/59(2)/pp.81-87, 2014-02 - A Sequential Competitive Bidding Strategy Considering Inaccurate Cost Estimates
Takano Yuichi; Ishii Nobuaki; Muraki Masaaki
OMEGA, The International Journal of Management Science/42(1)/pp.132-140, 2014-01 - リスク評価にCVaRを用いた保険料決定の最適化モデル
柴崎 佑翔; 高野 祐一; 南條 慶輔; 水野 眞冶
オペレーションズ・リサーチ：経営の科学/58(8)/pp.469-475, 2013-08 - A Two-Step Bidding Price Decision Algorithm under Limited Man-Hours in EPC Projects
Ishii Nobuaki; Takano Yuichi; Muraki Masaaki
Proceedings of the 3rd International Conference on Simulation and Modeling Methodologies, Technologies and Applications (SIMULTECH 2013)/pp.393-403, 2013-07 - 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
- Improvement on a Stepwise Method in Variable Selection Problem in Linear Regression