15 citations · 23 across the 9 of their papers we have counts for
9 papers
Feature subset selection for kernel SVM classification via mixed-integer optimization
Ryuta Tamura, Yuichi Takano, Ryuhei Miyashiro
We study the mixed-integer optimization (MIO) approach to feature subset selection in nonlinear kernel support vector machines (SVMs) for binary classification. First proposed for…
Cardinality-constrained Distributionally Robust Portfolio Optimization
Ken Kobayashi, Yuichi Takano, Kazuhide Nakata
This paper studies a distributionally robust portfolio optimization model with a cardinality constraint for limiting the number of invested assets. We formulate this model as a mix…
Prediction of hierarchical time series using structured regularization and its application to artificial neural networks
Tomokaze Shiratori, Ken Kobayashi, Yuichi Takano
This paper discusses the prediction of hierarchical time series, where each upper-level time series is calculated by summing appropriate lower-level time series. Forecasts for such…
Predicting Online Item-choice Behavior: A Shape-restricted Regression Perspective
Naoki Nishimura, Noriyoshi Sukegawa, Yuichi Takano +1
This paper examines the relationship between user pageview (PV) histories and their item-choice behavior on an e-commerce website. We focus on PV sequences, which represent time se…
Bilevel Cutting-plane Algorithm for Solving Cardinality-constrained Mean-CVaR Portfolio Optimization Problems
Ken Kobayashi, Yuichi Takano, Kazuhide Nakata
This paper studies mean-risk portfolio optimization models using the conditional value-at-risk (CVaR) as a risk measure. We also employ a cardinality constraint for limiting the nu…
Smoothness-constrained model for nonparametric item response theory
Toshiki Sato, Yuichi Takano
This paper is concerned with the nonparametric item response theory (NIRT) for estimating item characteristic curves (ICCs) and latent abilities of examinees on educational and psy…
Investigating consumers' store-choice behavior via hierarchical variable selection
Toshiki Sato, Yuichi Takano, Takanobu Nakahara
This paper is concerned with a store-choice model for investigating consumers' store-choice behavior based on scanner panel data. Our store-choice model enables us to evaluate the…
A Latent-class Model for Estimating Product-choice Probabilities from Clickstream Data
Naoki Nishimura, Noriyoshi Sukegawa, Yuichi Takano +1
This paper analyzes customer product-choice behavior based on the recency and frequency of each customer's page views on e-commerce sites. Recently, we devised an optimization mode…
Piecewise-Linear Approximation for Feature Subset Selection in a Sequential Logit Model
Toshiki Sato, Yuichi Takano, Ryuhei Miyashiro
This paper concerns a method of selecting a subset of features for a sequential logit model. Tanaka and Nakagawa (2014) proposed a mixed integer quadratic optimization formulation…