16 results on '"Gotoh, Jun-Ya"'
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2. On the superiority of PGMs to PDCAs in nonsmooth nonconvex sparse regression
3. DC formulations and algorithms for sparse optimization problems
4. Support vector machines based on convex risk functions and general norms
5. Two pairs of families of polyhedral norms versus ℓ p -norms: proximity and applications in optimization
6. Interaction between financial risk measures and machine learning methods
7. Preface
8. Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios
9. Bounding Contingent Claim Prices via Hedging Strategy with Coherent Risk Measures
10. On the role of norm constraints in portfolio selection
11. Constant Rebalanced Portfolio Optimization Under Nonlinear Transaction Costs
12. Numerical Evaluation of Dynamic Behavior of Ornstein–Uhlenbeck Processes Modified by Various Boundaries and its Application to Pricing Barrier Options
13. α-Conservative approximation for probabilistically constrained convex programs
14. Conditional minimum volume ellipsoid with application to multiclass discrimination
15. Minimal Ellipsoid Circumscribing a Polytope Defined by a System of Linear Inequalities
16. Maximization of the Ratio of Two Convex Quadratic Functions over a Polytope
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