Rei Yamamoto

According to our database, Rei Yamamoto authored at least 13 papers between 2003 and 2023.

Collaborative distances:

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

2023

Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation.

Katsuhiro Tanaka, Rei Yamamoto

Comput. Manag. Sci., December, 2023

2016

Dynamic Task Scheduling Scheme for a GPGPU Programming Framework.

Kazuhiko Ohno, Rei Yamamoto, Hiroaki Tanaka

Int. J. Netw. Comput., 2016

2015

Dynamic Task Scheduling Scheme for a GPGPU Programming Framework.

Kazuhiko Ohno, Rei Yamamoto

Proceedings of the Third International Symposium on Computing and Networking, 2015

2014

Interaction between financial risk measures and machine learning methods.

Jun-ya Gotoh, Akiko Takeda, Rei Yamamoto

Comput. Manag. Sci., 2014

2013

Sonoba: on-the-spot information sharing.

Rei Yamamoto, Toshiyuki Masui, Michiaki Yasumura

Proceedings of the Computer Supported Cooperative Work, 2013

2011

Construction of a portfolio with shorter downside tail and longer upside tail.

Hiroshi Konno, Katsuhiro Tanaka, Rei Yamamoto

Comput. Optim. Appl., 2011

2010

A maximal predictability portfolio using absolute deviation reformulation.

Hiroshi Konno, Yuuhei Morita, Rei Yamamoto

Comput. Manag. Sci., 2010

2009

Choosing the best set of variables in regression analysis using integer programming.

Hiroshi Konno, Rei Yamamoto

J. Glob. Optim., 2009

Comparative studies on dynamic programming and integer programming approaches for concave cost production/inventory control problems.

Hiroshi Konno, Takaaki Egawa, Rei Yamamoto

Comput. Manag. Sci., 2009

2005

Global Optimization Versus Integer Programming in Portfolio Optimization under Nonconvex Transaction Costs.

Hiroshi Konno, Rei Yamamoto

J. Glob. Optim., 2005

Optimization of a Long-Short Portfolio under Nonconvex Transaction Cost.

Hiroshi Konno, Keisuke Akishino, Rei Yamamoto

Comput. Optim. Appl., 2005

Integer programming approaches in mean-risk models.

Hiroshi Konno, Rei Yamamoto

Comput. Manag. Sci., 2005

2003

Minimal concave cost rebalance of a portfolio to the efficient frontier.

Hiroshi Konno, Rei Yamamoto

Math. Program., 2003