Katsuhiro Tanaka

Publication Activity (10 Years)

Years Active: 2011-2023
Publications (10 Years): 1

Publications

Katsuhiro Tanaka, Rei Yamamoto
Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation. Comput. Manag. Sci. 20 (1) (2023)
Hiroshi Konno, Katsuhiro Tanaka, Rei Yamamoto
Construction of a portfolio with shorter downside tail and longer upside tail. Comput. Optim. Appl. 48 (2) (2011)