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Yuichi TAKANO

Assistant Professor

Department of Industrial Engineering and Management,
Graduate School of Decision Science and Technology,
Tokyo Institute of Technology

Office : W9-425 (Room 425, West 9 Building)
Postal Address : 2-12-1-W9-77 Ookayama, Meguro-ku,
                               Tokyo 152-8552, JAPAN
Phone : +81-3-5734-2361
Fax : +81-3-5734-2947
E-mail : takano.y.ad [ at mark ] m.titech.ac.jp



in the Grand Canyon, U.S.A. (October, 2012)

 
(Academic) Background:

Work Experience:

Research Areas:

Refereed Journal Articles:

  1. Y. Takano and J. Gotoh, ``Multi-Period Portfolio Selection Using Kernel-Based Control Policy with Dimensionality Reduction,'' Expert Systems with Applications, Vol.41, No.8, pp.3901--3914 (2014).
  2. N. Ishii, Y. Takano and M. Muraki, ``An Order Acceptance Strategy under Limited Engineering Man-Hours for Cost Estimation in Engineering-Procurement-Construction Projects,'' to appear in International Journal of Project Management.
  3. Y. Takano, N. Ishii and M. Muraki, ``A Sequential Competitive Bidding Strategy Considering Inaccurate Cost Estimates,'' OMEGA, The International Journal of Management Science, Vol.42, No.1, pp.132--140 (2014). 
  4. Y. Takano and R. Sotirov, ``A Polynomial Optimization Approach to Constant Rebalanced Portfolio Selection,'' Computational Optimization and Applications, Vol.52, No.3, pp.645--666 (2012).
  5. Y. Takano and J. Gotoh, ``A Nonlinear Control Policy Using Kernel Method for Dynamic Asset Allocation,'' Journal of the Operations Research Society of Japan, Vol.54, No.4, pp.201--218 (2011).
  6. Y. Takano and J. Gotoh, ``Constant Rebalanced Portfolio Optimization under Nonlinear Transaction Costs,'' Asia-Pacific Financial Markets, Vol.18, No.2, pp.191--211 (2011).
  7. Y. Takano and J. Gotoh, ``$\alpha$-Conservative Approximation for Probabilistically Constrained Convex Programs,'' Computational Optimization and Applications, Vol.46, No.1, pp.113--133 (2010).
  8. Y. Takano and Y. Yamamoto, ``Metric-Preserving Reduction of Earth Mover's Distance,'' Asia-Pacific Journal of Operational Research, Vol.27, No.1, pp.39--54 (2010).
  9. J. Gotoh and Y. Takano, ``Newsvendor Solutions via Conditional Value-at-Risk Minimization,'' European Journal of Operational Research, Vol.179, No.1, pp.80--96 (2007).

See also Google Scholar Profile and Japanese Page.

Refereed Conference Proceedings:

  1. N. Ishii, Y. Takano and M. Muraki, ``A Two-Step Bidding Price Decision Algorithm under Limited Man-Hours in EPC Projects,'' Proceedings of the 3rd International Conference on Simulation and Modeling Methodologies, Technologies and Applications (2013).

Other Publications:

  1. N. Ishii, Y. Takano and M. Muraki, ``A Heuristic Bidding Price Decision Algorithm Based on Cost Estimation Accuracy under Limited Engineering Man-Hours in EPC Projects,'' to appear in Advances in Intelligent and Soft Computing.
  2. Y. Takano and R. Sotirov, ``Towards Global Optimization of Constant Rebalanced Portfolio,'' Medium for Econometric Applications, Vol.18, No.4, pp.22--28 (2012).

Technical Reports/Discussion Papers:

  1. R. Miyashiro and Y. Takano, ``Subset Selection by Mallows' Cp: A Mixed Integer Programming Approach,'' Department of Industrial Engineering and Management, Technical Report, Tokyo Institute of Technology (2014).
  2. Y. Takano, K. Nanjo, N. Sukegawa and S. Mizuno, ``Cutting Plane Algorithms for Mean-CVaR Portfolio Optimization with Nonconvex Transaction Costs,'' Department of Industrial Engineering and Management, Technical Report, Tokyo Institute of Technology (2013).
  3. Y. Takano and J. Gotoh, ``Multi-Period Portfolio Selection Using Kernel-Based Control Policy with Dimensionality Reduction,'' Department of Industrial Engineering and Management, Technical Report, Tokyo Institute of Technology (2013). 
  4. R. Miyashiro and Y. Takano, ``Mixed Integer Second-Order Cone Programming Formulations for Variable Selection,'' Department of Industrial Engineering and Management, Technical Report, Tokyo Institute of Technology (2013).
  5. N. Ishii, Y. Takano and M. Muraki, ``A Man-Hour Based Order Acceptance Strategy for Maximizing Expected Profit in EPC Projects,'' Department of Industrial Engineering and Management, Technical Report, Tokyo Institute of Technology (2013).
  6. Y. Takano, N. Ishii and M. Muraki, ``A Sequential Competitive Bidding Strategy Considering Inaccurate Cost Estimates,'' Department of Industrial Engineering and Management, Technical Report, Tokyo Institute of Technology (2012).
  7. Y. Takano and J. Gotoh, ``A Nonlinear Control Policy Using Kernel Method for Dynamic Asset Allocation,'' Department of Industrial Engineering and Management, Technical Report, Tokyo Institute of Technology (2011).
  8. N. Ishii, Y. Takano and M. Muraki, ``A Bidding Price Decision Process in Consideration of Cost Estimation Accuracy and Deficit Order Probability for Engineer-To-Order Manufacturing,'' Department of Industrial Engineering and Management, Technical Report, Tokyo Institute of Technology (2011).
  9. Y. Takano and R. Sotirov, ``A Polynomial Optimization Approach to Constant Rebalanced Portfolio Selection,'' CentER Discussion Paper, Tilburg University (2010).
  10. Y. Takano and J. Gotoh, ``Constant Rebalanced Portfolio Optimization under Nonlinear Transaction Costs,'' Department of Social Systems and Management, Discussion Paper Series, University of Tsukuba (2009). 
  11. Y. Takano and Y. Yamamoto, ``Metric-Preserving Reduction of Earth Mover's Distance and its Application to Non-negative Matrix Factorization,'' Department of Social Systems and Management, Discussion Paper Series, University of Tsukuba (2008).
  12. Y. Takano and J. Gotoh, ``$\alpha$-Conservative Approximation for Probabilistically Constrained Convex Programs,'' Department of Industrial and Systems Engineering, Discussion Paper Series, Chuo University (2007).
  13. J. Gotoh and Y. Takano, ``The Downside Risk-Averse News-Vendor Minimizing Conditional Value-at-Risk,'' Department of Social Systems and Management, Discussion Paper Series, University of Tsukuba (2005).

See also Technical Report Series and Japanese Page.

International Conferences and Seminars:
  1. Y. Takano, K. Nanjo, N. Sukegawa and S. Mizuno, ``A Cutting Plane Algorithm for Mean-CVaR Portfolio Optimization under Nonconvex Transaction Costs,'' The 26th EURO-INFORMS Joint International Conference, Sapienza University of Rome, Italy, July 1--4, 2013.
  2. Y. Takano and J. Gotoh, ``Control Policy Optimization for Dynamic Asset Allocation,'' INFORMS 2012 Annual Meeting, Phoenix Convention Center, U.S.A., October 14--17, 2012.
  3. Y. Takano and J. Gotoh, ``Control Policy Optimization for Dynamic Asset Allocation by Using Kernel Principal Component Analysis,'' The 21th International Symposium of Mathematical Programming (ISMP), Berlin Institute of Technology, Germany, August 19--24, 2012.
  4. Y. Takano and J. Gotoh, ``A Nonlinear Control Policy Using Kernel Method for Dynamic Asset Allocation,'' INFORMS 2011 Annual Meeting, Charlotte Convention Center, U.S.A., November 13--16, 2011.
  5. Y. Takano and R. Sotirov, ``Polynomial Optimization Approach to Constant Rebalanced Portfolio Optimization,'' CentER Operations Research Seminar, Tilburg University, The Netherlands, September 9, 2010.
  6. Y. Takano and Y. Yamamoto, ``Metric-Preserving Reduction of Earth Mover's Distance,'' The 20th International Symposium of Mathematical Programming (ISMP), Chicago Marriott Downtown Magnificent Mile, U.S.A., August 23--28, 2009.
  7. Y. Takano and J. Gotoh, ``Constant Rebalanced Portfolio Optimization under Nonlinear Transaction Costs,'' Modeling and Optimization: Theory and Applications (MOPTA) 2009, Lehigh University, U.S.A., August 19--21, 2009.
  8. Y. Takano and J. Gotoh, ``$\alpha$-Conservative Approximation for Probabilistically Constrained Convex Programs,'' The 7th International Conference on Optimization: Techniques and Applications (ICOTA7), Kobe International Conference Center, Japan, December 12--15, 2007.