Similar Search Results - EconBiz

Solving a large scale semi-definite logit model

Konno, Hiroshi; Kameda, Sadanori; Kawadai, Naoya - In: Computational Management Science : CMS 7 (2010) 2, pp. 111-120

Persistent link: https://www.econbiz.de/10003954075

Solving Large Scale Mean-Variance Models with Dense Non-Factorable Covariance Matrices

Kawadai, Naoya; Konno, Hiroshi - In: Journal of the Operations Research Society of Japan : JORSJ 44 (2001) 3, pp. 251-279

Persistent link: https://www.econbiz.de/10006724878

Estimation of failure probability using semi-definite logit model

Konno, Hiroshi; Kawadai, Naoya; Wu, Dai - In: Computational Management Science 1 (2003) 1, pp. 59-73

We will propose a new and practical method for estimating the failure probability of a large number of small to medium scale companies using their balance sheet data. We will use the maximum likelihood method to estimate the best parameters of the logit function, where the failure intensity...

Persistent link: https://www.econbiz.de/10005596525

Cutting Plane Algorithms for Nonlinear Semi-Definite Programming Problems with Applications

Konno, Hiroshi; Kawadai, Naoya; Tuy, Hoang - In: Journal of global optimization : an international … 25 (2003) 2, pp. 141-156

Persistent link: https://www.econbiz.de/10007162240

New smart beta index using the Rachev ratio under a non-normal return distribution

Yamamoto, Rei; Kawadai, Naoya - In: International journal of portfolio analysis and … 2 (2021) 3, pp. 238-248

Persistent link: https://www.econbiz.de/10012595952

Momentum information propagation through global supply chain networks

Yamamoto, Rei; Kawadai, Naoya; Miyahara, Hiroki - In: The journal of portfolio management : JPM 47 (2021) 8, pp. 197-211

Persistent link: https://www.econbiz.de/10012613453

Managements' tone strategies by earnings call transcripts in the global markets

Yamamoto, Rei; Kawadai, Naoya; Kurita, Masataka; Baba, … - In: The journal of asset management : a major new, … 23 (2022) 3, pp. 246-255

Persistent link: https://www.econbiz.de/10013199112

A cutting plane algorithm for solving bilinear programs

Konno, Hiroshi - 1975

Persistent link: https://www.econbiz.de/10002235236

Maximization of a convex quadratic function under linear constraints

Konno, Hiroshi - 1975

Persistent link: https://www.econbiz.de/10002235251

Minimum concave cost series production systems with deterministic demands : a backlogging case

Konno, Hiroshi - In: Journal of the Operations Research Society of Japan : JORSJ 16 (1973) 4, pp. 246-253

Persistent link: https://www.econbiz.de/10002235262

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