| Newsvendor solutions via conditional value-at-risk minimization J Gotoh, Y Takano European Journal of Operational Research 179 (1), 80-96, 2007 | 370 | 2007 |
| DC formulations and algorithms for sparse optimization problems J Gotoh, A Takeda, K Tono Mathematical Programming 169, 141-176, 2018 | 187 | 2018 |
| Robust empirical optimization is almost the same as mean–variance optimization J Gotoh, MJ Kim, AEB Lim Operations research letters 46 (4), 448-452, 2018 | 118 | 2018 |
| Third degree stochastic dominance and mean-risk analysis J Gotoh, H Konno Management science 46 (2), 289-301, 2000 | 106 | 2000 |
| Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios A Takeda, M Niranjan, J Gotoh, Y Kawahara Computational Management Science 10, 21-49, 2013 | 85 | 2013 |
| On the role of norm constraints in portfolio selection J Gotoh, A Takeda Computational Management Science 8, 323-353, 2011 | 77 | 2011 |
| Maximization of the ratio of two convex quadratic functions over a polytope JY Gotoh, H Konno Computational Optimization and Applications 20, 43-60, 2001 | 76 | 2001 |
| Calibration of distributionally robust empirical optimization models J Gotoh, MJ Kim, AEB Lim Operations Research 69 (5), 1630-1650, 2021 | 54 | 2021 |
| Robust portfolio techniques for mitigating the fragility of CVaR minimization and generalization to coherent risk measures JY Gotoh, K Shinozaki, A Takeda Quantitative Finance 13 (10), 1621-1635, 2013 | 39 | 2013 |
| Bounding option prices by semidefinite programming: A cutting plane algorithm J Gotoh, H Konno Management Science 48 (5), 665-678, 2002 | 39 | 2002 |
| Efficient DC algorithm for constrained sparse optimization K Tono, A Takeda, J Gotoh arXiv preprint arXiv:1701.08498, 2017 | 36 | 2017 |
| Support vector machines based on convex risk functions and general norms J Gotoh, S Uryasev Annals of Operations Research 249, 301-328, 2017 | 34 | 2017 |
| A linear classification model based on conditional geometric score J Gotoh, A Takeda | 32 | 2004 |
| Multi-period portfolio selection using kernel-based control policy with dimensionality reduction Y Takano, J Gotoh Expert Systems with Applications 41 (8), 3901-3914, 2014 | 31 | 2014 |
| Interaction between financial risk measures and machine learning methods J Gotoh, A Takeda, R Yamamoto Computational Management Science 11 (4), 365-402, 2014 | 29 | 2014 |
| Two pairs of families of polyhedral norms versus -norms: proximity and applications in optimization J Gotoh, S Uryasev Mathematical Programming 156 (1), 391-431, 2016 | 25 | 2016 |
| Minimizing loss probability bounds for portfolio selection J Gotoh, A Takeda European Journal of Operational Research 217 (2), 371-380, 2012 | 19 | 2012 |
| Global optimization method for solving the minimum maximal flow problem JY Gotoh, N Van Thoai, Y Yamamoto Optimization Methods and Software 18 (4), 395-415, 2003 | 18 | 2003 |
| NUMERICAL EXPLORATION OF DYNAMIC BEHAVIOR OF ORNSTEIN-UHLENBECK PROCESSES VIA EHRENFEST PROCESS APPROXIMATION (< Special Issue> Advanced Planning and Scheduling for Supply … U Sumita, J Gotoh, H Jin Journal of the Operations Research Society of Japan 49 (3), 256-278, 2006 | 15 | 2006 |
| A cutting plane algorithm for semi-definite programming problems with applications to failure discriminant analysis H Konno, J Gotoh, T Uno, A Yuki Journal of Computational and Applied Mathematics 146 (1), 141-154, 2002 | 15 | 2002 |
Yuichi TAKANOUniversity of TsukubaVerified email at sk.tsukuba.ac.jp
