6 papers · 1 filter
Safe screening rules for portfolio optimization with linear and cardinality constraints
Nanari Wada, Shunnosuke Ikeda, Yuichi Takano +1
In portfolio optimization, a cardinality constraint, which limits the number of assets held, plays a key role in cutting down monitoring and transaction costs. However, the resulti…
Cross-validated feature selection using least-squares support vector machines for binary classification
Masaharu Mori, Shunnosuke Ikeda, Ryuta Tamura +2
Support vector machines (SVMs) are widely used for binary classification. However, irrelevant or redundant features can degrade classification accuracy and model interpretability,…
Distributionally robust optimization for recommendation selection
Tomoya Yanagi, Shunnosuke Ikeda, Ken Kobayashi +1
Recommender systems play an essential role in online services by providing personalized item lists to support users' decision-making processes. While collaborative filtering method…
Estimating profitable price bounds for prescriptive price optimization
Masato Inokuma, Shunnosuke Ikeda, Yuichi Takano
Pricing of products and services, which has a significant impact on consumer demand, is one of the most important factors in maximizing business profits. Prescriptive price optimiz…
Robust personalized pricing under uncertainty of purchase probabilities
Shunnosuke Ikeda, Naoki Nishimura, Noriyoshi Sukegawa +1
This paper is concerned with personalized pricing models aimed at maximizing the expected revenues or profits for a single item. While it is essential for personalized pricing to p…
Container pre-marshalling problem minimizing CV@R under uncertainty of ship arrival times
Daiki Ikuma, Shunnosuke Ikeda, Noriyoshi Sukegawa +1
This paper is concerned with the container pre-marshalling problem, which involves relocating containers in the storage area so that they can be efficiently loaded onto ships witho…