Gotoh Jun-ya

ゴトウジュンヤ | Gotoh Jun-ya

Affiliation and department：
Job title： Professor
Homepage URL (1)： http://www.indsys.chuo-u.ac.jp/~jgoto/

Research field (2)： Safety engineering , Social systems engineering

Research keywords (4)： "decision making under uncertainty (risk measure, robust optimization)" , "financial optimization (portfolio selection, credit risk scoring)" , "data analysis (machine learning, sparse optimization)" , "continuous optimization (global optimization, fractional program)"

Research theme for competitive and other funds (16)：

2020 - 2025 Construction of risk management system to support renewable energy P2P transactions
2016 - 2020 Constructions of demand-prediction based strategy and real-time experimental system to accelerate electricity market
2019 - 機械学習システムの社会実装に向けた次世代最適化技法の研究
2019 - 機械学習システムの社会実装に向けた次世代最適化技法の研究
2019 - ロバストなデータ解析のための最適化モデリングの深化

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Papers (49)：

Shotaro Yagishita, Jun-ya Gotoh. Pursuit of the Cluster Structure of Network Lasso: Recovery Condition and Non-convex Extension. Journal of Machine Learning Research. 2024. 25. 21. 1-42
Shotaro Yagishita, Jun-ya Gotoh. Exact penalty method for knot selection of B-spline regression. Japan Journal of Industrial and Applied Mathematics. 2023
Jun-ya Gotoh, Michael Jong Kim, Andrew E. B. Lim. A Data-Driven Approach to Beating SAA Out of Sample. Operations Research. 2023
Yuichi Takano, Jun-ya Gotoh. Dynamic portfolio selection with linear control policies for coherent risk minimization. Operations Research Perspectives. 2023. 10. 1-10
Shummin Nakayama, Jun-ya Gotoh. On the superiority of PGMs to PDCAs in nonsmooth nonconvex sparse regression. Optimization Letters. 2021. 15. 2831-2860

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MISC (32)：

後藤順哉. 分布的ロバスト最適化モデリング : 解釈と実用への示唆-特集最適化の理論と応用. オペレーションズ・リサーチ = Communications of the Operations Research Society of Japan : 経営の科学. 2021. 66. 5. 300-307
Katsuya Tono, Akiko Takeda, Jun-ya Gotoh. Efficient DC Algorithm for Constrained Sparse Optimization. 2017
後藤順哉. 情報の窓国際会議ICCOPT 2016 Tokyo開催の経験と教訓(2)プログラム作成の舞台裏. オペレーションズ・リサーチ = Communications of the Operations Research Society of Japan : 経営の科学. 2017. 62. 1. 51-58
後藤順哉. 資産価格付けの基本定理 : ポートフォリオと確率の双対性-特集はじめよう金融工学. オペレーションズ・リサーチ = Communications of the Operations Research Society of Japan : 経営の科学. 2016. 61. 6. 345-350
三澤祐一, 後藤順哉, 山田雄二. 1-C-3 地域間送電・分断を考慮した電源構成についての比較(オリンピック・パラリンピックとOR(1)). 日本オペレーションズ・リサーチ学会秋季研究発表会アブストラクト集. 2015. 2015. 46-47

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Books (3)：

数理最適化
オーム社 2012
意思決定のための数理モデル入門
朝倉書店 2011
Excelで学ぶOR
オーム社 2011

Lectures and oral presentations (60)：

Optimization approaches to tailor regression spline for better fit
(International Conference on Stochastic Programming 2023 2023)
Knot Selection of B-Spline Regression via Trimmed Regularizer
(INFORMS Annual Meeting 2022 Indianapolis 2022)
Knot Selection of B-Spline Regression via Trimmed Regularizer
(International Conference on Continuous Optimization 2022 2022)
Fitting Models to Data with Trimmed LASSO Penalties
(NUS-Tsukuba Joint-Online-Workshop on “Sustainable Management and Data Sciences” 2021)
分布的ロバスト最適化におけるパラメータの選択
(数理システムアカデミックコンファレンス FY 2020 2021)

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Education (2)：

1998 - 2001 Tokyo Institute of Technology Graduate School of Decision Science and Technology 経営工学専攻
1996 - 1998 Tokyo Institute of Technology Graduate School of Decision Science and Technology 経営工学専攻

Professional career (4)：

修士(工学) (東京工業大学)
Master (Engineering) (Tokyo Institute of Technology)
Ph.D (Engineering) (Tokyo Institute of Technology)
博士(工学) (東京工業大学)

Work history (7)：

2021/04/01 - Chuo university Department of Data Science for Business Innovation Professor
2015/04/01 - 2021/03/31 Chuo University "Department of Industrial and Systems Engineering, Faculty of Science and Engineering" Professor
2007/04/01 - 2015/03/31 Chuo University "Department of Industrial and Systems Engineering, School of Science and Engineering" Associate Professor
2007/04 - 2015/03 Associate Professor, School of Science and Engineering, Chuo University
2004/04 - 2007/03 University of Tsukuba Graduate School of Systems and Information Engineering Assistant Professor

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Awards (5)：

2023/03 - 中央大学中央大学学術研究奨励賞
2022/09 - The Japan Society for Industrial and Applied Mathematics 2022年度論文賞応用部門
2018/03 - Chuo University 中央大学学術研究奨励賞
2017/09/14 - Operations Research Society of Japan The 7th Research Award by the OR Society of Japan
2007/03 - the Operations Research Society of Japan The 2nd Best Paper of the Year among Young Researchers by the OR Society of Japan

Association Membership(s) (4)：

The Operations Research Society of Japan , Japanese Association of Financial Econometrics and Engineering (JAFEE) , INFORMS, Regular Member , Japanese Society of Applied Statistics

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