2022年度1:Tanaka, K. and Yamamoto, R., "Ellipsoidal Buffered AUC Maximization Model with Variable Selection in Credit Risk Estimation," Computational Management Science, Vol. 20 (2023) Article No.18.
2:田中克弘, 山本零, 「銘柄数制約付き決定係数最大化ポートフォリオ構築問題の効率的解法」, Transactions of the Operations Research Society of Japan, Vol. 66 (2023) pp. 1-22.
2021年度1:Tanaka, K. and Yamamoto, R., "Identification of Best Discrimination Surface by Mixed-integer Semi-definite Programming for Support Vector Machine," International J. of Financial Engineering, Vol. 9, No. 4 (2022).
2:吉田周平, 山本零,「実務的制約を意識した深層強化学習ポートフォリオ最適化モデルの提案」, ジャフィー・ジャーナル, Vol. 21 (2022) pp. 43-62.
2021年度1:Tanaka, K. and Yamamoto, R., "Identification of Best Discrimination Surface by Mixed-Integer Semi-Definite Programming for Support Vector Machine", 31th European Conference on Operational Research, 2021
2:Tanaka, K. and Yamamoto, R., "Failure Discrimination and Variable Selection Problem by Mixed Integer Semi-definite Programming using Maximal Margin Hyperplane", The 22nd Conference of the International Federation of Operational Research Societies, 2021
3:田中克弘, 山本零,「楕円分類器と変数選択を評価できるbAUC最大化モデルによる格付分類問題への適用」, 日本OR学会2022年春季大会