Jun-Ya Gotoh - Citegraph

Author Info

Name	Affiliation	Papers
JUN-YA GOTOH	Institute of Policy and Planning Sciences, University of Tsukuba, Ibaraki, Japan	17
Collaborators	Citations	PageRank
13	117	10.17
Referers	Referees	References
256	275	183

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100275

Publications (17 rows)

Collaborators (13 rows)

Referers (100 rows)

Referees (100 rows)

Title	Citations	PageRank	Year
Robust empirical optimization is almost the same as mean-variance optimization.	2	0.36	2018
DC formulations and algorithms for sparse optimization problems.	12	0.55	2018
Calibration of Distributionally Robust Empirical Optimization Models	0	0.34	2017
Support vector machines based on convex risk functions and general norms.	1	0.36	2017
Multi-period portfolio selection using kernel-based control policy with dimensionality reduction	1	0.35	2014
Interaction between financial risk measures and machine learning methods	4	0.44	2014
Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios	11	0.74	2013
Minimizing loss probability bounds for portfolio selection.	5	0.45	2012
Bounding Contingent Claim Prices via Hedging Strategy with Coherent Risk Measures.	0	0.34	2011
On the role of norm constraints in portfolio selection	12	0.98	2011
α-Conservative approximation for probabilistically constrained convex programs	0	0.34	2010
Conditional minimum volume ellipsoid with application to multiclass discrimination	0	0.34	2008
Newsvendor solutions via conditional value-at-risk minimization	52	2.17	2007
Minimal Ellipsoid Circumscribing a Polytope Defined by a System of Linear Inequalities	1	0.37	2006
Global optimization method for solving the minimum maximal flow problem	2	0.42	2003
Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm	4	0.59	2002
Maximization of the Ratio of Two Convex Quadratic Functions over a Polytope	10	1.04	2001

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