Jun-ya Gotoh

According to our database, Jun-ya Gotoh authored at least 23 papers between 2001 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Pursuit of the Cluster Structure of Network Lasso: Recovery Condition and Non-convex Extension.

Shotaro Yagishita, Jun-ya Gotoh

J. Mach. Learn. Res., 2024

2021

On the superiority of PGMs to PDCAs in nonsmooth nonconvex sparse regression.

Shummin Nakayama, Jun-ya Gotoh

Optim. Lett., 2021

Calibration of Distributionally Robust Empirical Optimization Models.

Jun-ya Gotoh, Michael Jong Kim, Andrew E. B. Lim

Oper. Res., 2021

A data-driven approach to beating SAA out-of-sample.

Jun-ya Gotoh, Michael Jong Kim, Andrew E. B. Lim

CoRR, 2021

2020

Worst-case sensitivity.

Jun-ya Gotoh, Michael Jong Kim, Andrew E. B. Lim

CoRR, 2020

2018

Robust empirical optimization is almost the same as mean-variance optimization.

Jun-ya Gotoh, Michael Jong Kim, Andrew E. B. Lim

Oper. Res. Lett., 2018

DC formulations and algorithms for sparse optimization problems.

Jun-ya Gotoh, Akiko Takeda, Katsuya Tono

Math. Program., 2018

Preface.

Stan Uryasev, Jun-ya Gotoh

Ann. Oper. Res., 2018

2017

Support vector machines based on convex risk functions and general norms.

Jun-ya Gotoh, Stan Uryasev

Ann. Oper. Res., 2017

2016

Two pairs of families of polyhedral norms versus ℓ p -norms: proximity and applications in optimization.

Jun-ya Gotoh, Stan Uryasev

Math. Program., 2016

2014

Multi-period portfolio selection using kernel-based control policy with dimensionality reduction.

Yuichi Takano, Jun-ya Gotoh

Expert Syst. Appl., 2014

Interaction between financial risk measures and machine learning methods.

Jun-ya Gotoh, Akiko Takeda, Rei Yamamoto

Comput. Manag. Sci., 2014

2013

Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios.

Akiko Takeda, Mahesan Niranjan, Jun-ya Gotoh, Yoshinobu Kawahara

Comput. Manag. Sci., 2013

2012

Minimizing loss probability bounds for portfolio selection.

Jun-ya Gotoh, Akiko Takeda

Eur. J. Oper. Res., 2012

2011

Bounding Contingent Claim Prices via Hedging Strategy with Coherent Risk Measures.

Jun-ya Gotoh, Yoshitsugu Yamamoto, Weifeng Yao

J. Optim. Theory Appl., 2011

On the role of norm constraints in portfolio selection.

Jun-ya Gotoh, Akiko Takeda

Comput. Manag. Sci., 2011

2010

<i>α</i>-Conservative approximation for probabilistically constrained convex programs.

Yuichi Takano, Jun-ya Gotoh

Comput. Optim. Appl., 2010

2008

Conditional minimum volume ellipsoid with application to multiclass discrimination.

Jun-ya Gotoh, Akiko Takeda

Comput. Optim. Appl., 2008

2007

Newsvendor solutions via conditional value-at-risk minimization.

Jun-ya Gotoh, Yuichi Takano

Eur. J. Oper. Res., 2007

2006

Minimal Ellipsoid Circumscribing a Polytope Defined by a System of Linear Inequalities.

Jun-ya Gotoh, Hiroshi Konno

J. Glob. Optim., 2006

2003

Global optimization method for solving the minimum maximal flow problem.

Jun-ya Gotoh, Nguyen Van Thoai, Yoshitsugu Yamamoto

Optim. Methods Softw., 2003

2002

Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm.

Jun-ya Gotoh, Hiroshi Konno

Manag. Sci., 2002

2001

Maximization of the Ratio of Two Convex Quadratic Functions over a Polytope.

Jun-ya Gotoh, Hiroshi Konno

Comput. Optim. Appl., 2001