Takeda Akiko

Akiko Takeda

Information about the author Akiko Takeda will soon be added to the site.
Found 9 papers in total
Simultaneous pursuit of out‐of‐sample performance and sparsity in index tracking portfolios
Simultaneous pursuit of out‐of‐sample performance and sparsity in index tracking portfolios
2013
Index tracking is a passive investment strategy in which a fund (e.g., an ETF:...
Worst‐Case Violation of Sampled Convex Programs for Optimization with Uncertainty
Worst‐Case Violation of Sampled Convex Programs for Optimization with Uncertainty
2012
A deterministic approach called robust optimization has been recently proposed to deal...
Minimizing loss probability bounds for portfolio selection
Minimizing loss probability bounds for portfolio selection
2012
In this paper, we derive a portfolio optimization model by minimizing upper and lower...
On the role of norm constraints in portfolio selection
On the role of norm constraints in portfolio selection
2011
Several optimization approaches for portfolio selection have been proposed in order to...
A relaxation algorithm with a probabilistic guarantee for robust deviation optimization
A relaxation algorithm with a probabilistic guarantee for robust deviation optimization
2010
Three measures of robustness (absolute robustness, deviation robustness and relative...
Solving large scale optimization problems via grid and cluster computing
Solving large scale optimization problems via grid and cluster computing
2004
Solving large scale optimization problems requires a huge amount of computational...
Complexity analysis of successive convex relaxation methods for nonconvex sets
Complexity analysis of successive convex relaxation methods for nonconvex sets
2001
This paper discusses computational complexity of conceptual successive convex...
Enumeration of all solutions of a combinatorial linear inequality system arising from the polyhedral homotopy continuation method
Enumeration of all solutions of a combinatorial linear inequality system arising from the polyhedral homotopy continuation method
2002
An interesting combinatorial (enumeration) problem arises in the initial phase of the...
On measuring the inefficiency with the inner-product norm in data envelopment analysis
On measuring the inefficiency with the inner-product norm in data envelopment analysis
2001
A technique for assessing the sensitivity of efficiency classifications in Data...
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