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 …

We will propose an outer-approximation (cutting plane) method for minimizing a function f X
subject to semi-definite constraints on the variables X∈R n . A number of efficient algorithms …

Customer momentum has been demonstrated to be effective in the US and Japanese stock
markets but has not been examined using a large global supply chain network. In this article, …

Thereexists a nurnber of studies about efficient･ algorithins f (') rsolving a largescale mean-variance
(rv'IV) inodel which still plays a fundament･ alrole in port･ foliooptimization.[I] hefirst, …

This paper proposes a new investment strategy by using earnings call transcripts in the
global stock markets. For this study, we (i) conducted appropriate data-cleaning, (ii) adjusted …

In this paper, we focus on the 'Rachev ratio' proposed by Biglova et al. (2004) and propose
a new smart beta index using it. This ratio has demonstrated its effectiveness as a …

This paper is concerned with an algorithm for solving a large scale semi-definite logit model
which cannot be solved by an outer approximation (cutting plane) algorithm proposed …

This paper proposes a two step algorithm for solving a large scale semi-definite logit model,
which is appreciated as a powerful model in failure discriminant analysis. This problem has …

Beta-1,2-Glucans are natural glucose polymers that play important physiological roles,
including as symbiotic or pathogenic factors and in osmoregulation. Phylogenetically new …

… Naoya Kawadai (Solving Large Scale MeanVariance Models with Dense Non-Factorable
Covariance Matrices) is a doctoral student at the Department of Industrial Engineering and …