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math.OC2026
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…
math.OC2026
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,…
math.OC2026
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…