Search Results - "GOTOH, JUN"

DC formulations and algorithms for sparse optimization problems by Gotoh, Jun-ya, Takeda, Akiko, Tono, Katsuya

“…We propose a DC (Difference of two Convex functions) formulation approach for sparse optimization problems having a cardinality or rank constraint. With the…”
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Newsvendor solutions via conditional value-at-risk minimization by Gotoh, Jun-ya, Takano, Yuichi

“…In this paper, we consider the minimization of the conditional value-at-risk (CVaR), a most preferable risk measure in financial risk management, in the…”
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Exact penalty method for knot selection of B-spline regression by Yagishita, Shotaro, Gotoh, Jun-ya

“…This paper presents a new approach to selecting knots at the same time as estimating the B-spline regression model. Such simultaneous selection of knots and…”
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Robust empirical optimization is almost the same as mean–variance optimization by Gotoh, Jun-ya, Kim, Michael Jong, Lim, Andrew E.B.

“…We formulate a distributionally robust optimization problem where the deviation of the alternative distribution is controlled by a ϕ-divergence penalty in the…”
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On the superiority of PGMs to PDCAs in nonsmooth nonconvex sparse regression by Nakayama, Shummin, Gotoh, Jun-ya

“…This paper conducts a comparative study of proximal gradient methods (PGMs) and proximal DC algorithms (PDCAs) for sparse regression problems which can be cast…”
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Support vector machines based on convex risk functions and general norms by Gotoh, Jun-ya, Uryasev, Stan

“…This paper studies unified formulations of support vector machines (SVMs) for binary classification on the basis of convex analysis, especially, convex risk…”
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Two pairs of families of polyhedral norms versus ...-norms: proximity and applications in optimization by Gotoh, Jun-ya, Uryasev, Stan

“…(ProQuest: ... denotes formulae and/or non-USASCII text omitted; see image).This paper studies four families of polyhedral norms parametrized by a single…”
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Dynamic portfolio selection with linear control policies for coherent risk minimization by Takano, Yuichi, Gotoh, Jun-ya

“…This paper is concerned with a linear control policy for dynamic portfolio selection. We develop this policy by incorporating time-series behaviors of asset…”
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Multi-period portfolio selection using kernel-based control policy with dimensionality reduction by Takano, Yuichi, Gotoh, Jun-ya

“…•Kernel method is employed for multi-period portfolio selection.•A dimensionality reduction technique is adopted to efficiently solve the problem.•Numerical…”
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Continuous-Wave Laser Lateral Crystallization of A-Si Thin Films on Polyimide Using a Heatsink Layer Embedded in the Buffer SiO2 by Sasaki, Nobuo, Arif, Muhammad, Uraoka, Yukiharu, Gotoh, Jun, Sugimoto, Shigeto

“…Continuous-wave laser crystallization of amorphous Si (a-Si) thin films on a polyimide (PI)-coated glass substrate is studied by using a single scan of a…”
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Minimizing loss probability bounds for portfolio selection by Gotoh, Jun-ya, Takeda, Akiko

“…► We derive nonparametric upper and lower bounds of portfolio loss probability. ► We propose to minimize a fraction consisting of VaR/CVaR and any norm of a…”
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Unseeded Crystal Growth of (100)-Oriented Grain-Boundary-Free Si Thin-Film by a Single Scan of the CW-Laser Lateral Crystallization of a-Si on Insulator by Sasaki, Nobuo, Arif, Muhammad, Uraoka, Yukiharu, Gotoh, Jun, Sugimoto, Shigeto

“…Laser crystallization of a-Si film on insulating substrate is a promising technology to fabricate three-dimensional integrations (3D ICs), flat panel displays…”
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Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios by Takeda, Akiko, Niranjan, Mahesan, Gotoh, Jun-ya, Kawahara, Yoshinobu

“…Index tracking is a passive investment strategy in which a fund (e.g., an ETF: exchange traded fund) manager purchases a set of assets to mimic a market index…”
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Robust portfolio techniques for mitigating the fragility of CVaR minimization and generalization to coherent risk measures by Gotoh, Jun-Ya, Shinozaki, Keita, Takeda, Akiko

“…The conditional value-at-risk (CVaR) has gained growing popularity in financial risk management due to the coherence property and tractability in its…”
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Peer-To-Peer Lending: Classification in the Loan Application Process by Wei, Xinyuan, Gotoh, Jun-ya, Uryasev, Stan

“…This paper studies the peer-to-peer lending and loan application processing of LendingClub. We tried to reproduce the existing loan application processing…”
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On the role of norm constraints in portfolio selection by Gotoh, Jun-ya, Takeda, Akiko

“…Several optimization approaches for portfolio selection have been proposed in order to alleviate the estimation error in the optimal portfolio. Among them are…”
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Identification of B.1.346 Lineage of SARS-CoV-2 in Japan: Genomic Evidence of Re-entry of Clade 20C by Abe, Kodai, Shimura, Takako, Takenouchi, Toshiki, Iwasaki, Yuka W., Ishizu, Hirotsugu, Uwamino, Yoshifumi, Uno, Shunsuke, Gotoh, Jun, Tachikawa, Natsuo, Takeuchi, Yuriko, Katayama, Junpei, Nozaki, Hiroyuki, Fujii, Susumu, Seki, Shikou, Nakamura, Morio, Uda, Kazuhiro, Misumi, Takahiko, Ishihara, Jun, Yamada, Kenichiro, Kanai, Toshio, Murai, Shinji, Araki, Kazuhiro, Ebihara, Tamotsu, Siomi, Haruhiko, Hasegawa, Naoki, Kitagawa, Yuko, Amagai, Masayuki, Suematsu, Makoto, Kosaki, Kenjiro

“…SARS-CoV-2 whole-genome sequencing of samples from COVID-19 patients is useful for informing infection control. Datasets of these genomes assembled from…”
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Interaction between financial risk measures and machine learning methods by Gotoh, Jun-ya, Takeda, Akiko, Yamamoto, Rei

“…The purpose of this article is to review the similarity and difference between financial risk minimization and a class of machine learning methods known as…”
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Clinical features and varieties of non-motor fluctuations in Parkinson's disease: A Japanese multicenter study by Seki, Morinobu, Takahashi, Kazushi, Uematsu, Daisuke, Mihara, Ban, Morita, Yoko, Isozumi, Kazuo, Ohta, Kouichi, Muramatsu, Kazuhiro, Shirai, Toshitaka, Nogawa, Shigeru, Gotoh, Jun, Yamaguchi, Keiji, Tomita, Yutaka, Yasutomi, Daisuke, Nihei, Yoshihiro, Iwasawa, Satoko, Suzuki, Norihiro

“…Abstract Objective This multicenter cross-sectional study aimed to investigate the clinical features and varieties of non-motor fluctuation in Parkinson's…”
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Head positioning in suspected patients with acute stroke from prehospital to emergency department settings: a systematic review and meta‐analysis by Hifumi, Toru, Yamakawa, Kazuma, Shiba, Daiki, Okazaki, Tomoya, Kobata, Hitoshi, Gotoh, Jun, Unemoto, Kyoko, Kondo, Yutaka, Yokobori, Shoji, Ajimi, Yasuhiko, Iwase, Masaaki, Kumasawa, Junji, Goto, Jun, Sawamura, Atsushi, Hoshiyama, Eisei, Honda, Mitsuru, Norisue, Yasuhiro, Matsumoto, Shoji, Miyake, Yasufumi, Moriya, Takashi, Yasuda, Hideto, Yatabe, Tomoaki, Yang, Sunghoon, Wakasugi, Masahiro, Nagayama, Masao

“…Aim This study aimed to clarify whether the lying‐flat position from prehospital to emergency department settings more effectively improves neurological…”
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