Rei Yamamoto

13 papers Journal 11Unranked 2
YearRankTypeTitle / Venue / Authors
2023 J jnl
Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation.
Comput. Manag. Sci.
Katsuhiro Tanaka, Rei Yamamoto
2016 J jnl
Dynamic Task Scheduling Scheme for a GPGPU Programming Framework.
Int. J. Netw. Comput.
Kazuhiko Ohno, Rei Yamamoto, Hiroaki Tanaka
2015 — conf
Dynamic Task Scheduling Scheme for a GPGPU Programming Framework.
CANDAR
Kazuhiko Ohno, Rei Yamamoto
2014 J jnl
Interaction between financial risk measures and machine learning methods.
Comput. Manag. Sci.
Jun-ya Gotoh, Akiko Takeda, Rei Yamamoto
2013 — conf
Sonoba: on-the-spot information sharing.
CSCW Companion
Rei Yamamoto, Toshiyuki Masui, Michiaki Yasumura
2011 J jnl
Construction of a portfolio with shorter downside tail and longer upside tail.
Comput. Optim. Appl.
Hiroshi Konno, Katsuhiro Tanaka, Rei Yamamoto
2010 J jnl
A maximal predictability portfolio using absolute deviation reformulation.
Comput. Manag. Sci.
Hiroshi Konno, Yuuhei Morita, Rei Yamamoto
2009 J jnl
Choosing the best set of variables in regression analysis using integer programming.
J. Glob. Optim.
Hiroshi Konno, Rei Yamamoto
2009 J jnl
Comparative studies on dynamic programming and integer programming approaches for concave cost production/inventory control problems.
Comput. Manag. Sci.
Hiroshi Konno, Takaaki Egawa, Rei Yamamoto
2005 J jnl
Global Optimization Versus Integer Programming in Portfolio Optimization under Nonconvex Transaction Costs.
J. Glob. Optim.
Hiroshi Konno, Rei Yamamoto
2005 J jnl
Integer programming approaches in mean-risk models.
Comput. Manag. Sci.
Hiroshi Konno, Rei Yamamoto
2005 J jnl
Optimization of a Long-Short Portfolio under Nonconvex Transaction Cost.
Comput. Optim. Appl.
Hiroshi Konno, Keisuke Akishino, Rei Yamamoto
2003 J jnl
Minimal concave cost rebalance of a portfolio to the efficient frontier.
Math. Program.
Hiroshi Konno, Rei Yamamoto