15 citations · 23 across the 9 of their papers we have counts for
3 papers · 1 filter
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…