Rei Yamamoto

Publication Activity (10 Years)

Years Active: 2003-2023
Publications (10 Years): 2

Top Topics

Optimization Scheme

Machine Learning Methods

Homeland Security

Information Sharing

Top Venues

Comput. Manag. Sci.

Int. J. Netw. Comput.

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)
Kazuhiko Ohno, Rei Yamamoto, Hiroaki Tanaka
Dynamic Task Scheduling Scheme for a GPGPU Programming Framework. Int. J. Netw. Comput. 6 (2) (2016)
Kazuhiko Ohno, Rei Yamamoto
Dynamic Task Scheduling Scheme for a GPGPU Programming Framework. CANDAR (2015)
Jun-ya Gotoh, Akiko Takeda, Rei Yamamoto
Interaction between financial risk measures and machine learning methods. Comput. Manag. Sci. 11 (4) (2014)
Rei Yamamoto, Toshiyuki Masui, Michiaki Yasumura
Sonoba: on-the-spot information sharing. CSCW Companion (2013)
Hiroshi Konno, Katsuhiro Tanaka, Rei Yamamoto
Construction of a portfolio with shorter downside tail and longer upside tail. Comput. Optim. Appl. 48 (2) (2011)
Hiroshi Konno, Yuuhei Morita, Rei Yamamoto
A maximal predictability portfolio using absolute deviation reformulation. Comput. Manag. Sci. 7 (1) (2010)
Hiroshi Konno, Rei Yamamoto
Choosing the best set of variables in regression analysis using integer programming. J. Glob. Optim. 44 (2) (2009)
Hiroshi Konno, Takaaki Egawa, Rei Yamamoto
Comparative studies on dynamic programming and integer programming approaches for concave cost production/inventory control problems. Comput. Manag. Sci. 6 (4) (2009)
Hiroshi Konno, Rei Yamamoto
Integer programming approaches in mean-risk models. Comput. Manag. Sci. 2 (4) (2005)
Hiroshi Konno, Rei Yamamoto
Global Optimization Versus Integer Programming in Portfolio Optimization under Nonconvex Transaction Costs. J. Glob. Optim. 32 (2) (2005)
Hiroshi Konno, Keisuke Akishino, Rei Yamamoto
Optimization of a Long-Short Portfolio under Nonconvex Transaction Cost. Comput. Optim. Appl. 32 (1-2) (2005)
Hiroshi Konno, Rei Yamamoto
Minimal concave cost rebalance of a portfolio to the efficient frontier. Math. Program. 97 (3) (2003)