Rchr
J-GLOBAL ID:200901050835102144
Update date: Feb. 01, 2024
Yoshida Yuji
ヨシダ ユウジ | Yoshida Yuji
Affiliation and department:
Job title:
Professor
Homepage URL (1):
http://www.kitakyu-u.ac.jp/economy/index.htm
Research field (6):
Applied mathematics and statistics
, Basic mathematics
, Safety engineering
, Social systems engineering
, Sensitivity (kansei) informatics
, Soft computing
Research keywords (10):
人工知能
, 数理ファイナンス
, 意思決定
, ファジィ・システム
, 計画数学
, Artificail Intelligence
, Mathematical Finance
, Decision Making
, Fuzzy System
, Mathematical Programming
Research theme for competitive and other funds (20):
- 2016 - 2019 Mathematical Analysis on Decision-Making and Its Application to Economical Theory
- 2009 - 2012 Nonlinear stochastic and dynamic decision processes by invariantAnd imbedding methods
- 2009 - 2011 Studies on a robust structure of optimal fuzzy decision processes
- 2005 - 2008 Dynamical Mathematical Models based on Artificial Intelligence under Uncertainty and Their Applications
- 2006 - 2007 Studies on Learning Algorithms for Flexibly Structured Decision Process Models
- 2005 - 2006 Studies on System Reliability with Choquet Integral under Uncertainty
- 2003 - 2005 Studies on Flexibly Structured Models of Decision Making
- 2002 - 2004 Mathematical analysis of System Modeling and their applications
- 2001 - 2004 Analysis on Dynamical Decision Making under Uncertainty and Its Applications
- 2001 - 2004 Research on theories and applications of the robust structure of fuzzy decision processes
- 2000 - 2001 Fuzzy Logic Analysis and Their Applications in Mathematical Finance
- 2000 - 2001 Studies on Flexible Structure of Dynamic Programming
- 1997 - 2000 Mathematical analysis of System Modeling and their applications
- 1998 - 1999 Studies on Fuzzy Decision Processes and Their Applications
- 1998 - 1999 Analysis of fuzzy-valued stopping problem
- 1997 - 1998 Studies on Mathematical Structure of Dynamic Programming
- 1992 - Studies on Probabilistic Processes and Their Applications
- 1988 - 1988 応用上の制約を考慮した高次分割表解析法の開発研究
- 1988 - Studies on Probabilistic Processes and Their Applications
- 1987 - Theory of Optimizations on Stochastic Processes and Their Applications
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Papers (148):
MISC (68):
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On a decision process with portfolios for value-at-risks (Mathematical Models of Decision Making under Uncertainty and Ambiguity and Related Topics). 2016. 1990. 81-88
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YOSHIDA Yuji. 2-G-5 An Optimal Value-at-Risk Portfolio Model. 2009. 2009. 265-266
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Yoshida Yuji. Perception-Based Extension of Probability Models and its Application to Finance (Information and mathematics of non-additivity and non-extensivity : non-additivity and convex analysis). RIMS Kokyuroku. 2009. 1630. 96-105
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YOSHIDA Yuji. 2-G-3 Mean values on intervals with aggregation operations. 2008. 2008. 322-323
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YOSHIDA Yuji. 1-E-1 A Risk-Minimizing Problem under Uncertainty in Portfolio. 2007. 2007. 84-85
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Books (13):
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‘Advances in Dynamic Games: Applications to Economics, Finance, Optimization, and Stochastic Control’ の 第10章 ‘Stopping Game Problem for Dynamic Fuzzy Systems’ (Y.Yoshida, M.Yasuda, J.Nakagami and M.Kurano)
Birkhauser 2005
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The Chapter 10 ‘Stopping Game Problem for Dynamic Fuzzy Systems’ (Y.Yoshida, M.Yasuda, J.Nakagami and M.Kurano) in the book ‘Advances in Dynamic Games: Applications to Economics, Finance, Optimization, and Stochastic Control’
Birkhauser 2005
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‘Game Theory and Applications, Volume 9’ の 第17章 ‘The Mean Value with Evaluation Measures and a Zero-Sum Stopping Game with Fuzzy Values’ (Y.Yoshida, M.Yasuda, J.Nakagami and M.Kurano)
Nova Sci. Publishers 2003
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‘Multi-Objective Programming and Goal-Programming’ の 第III-16章 ‘A Discrete-Time European Options Model under Uncertainty in Financial Engineering’ (Y.Yoshida)
Springer, Heidelberg 2003
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The Chapter 17 ‘The Mean Value with Evaluation Measures and a Zero-Sum Stopping Game with Fuzzy Values’ (Y.Yoshida, M.Yasuda, J.Nakagami and M.Kurano) in the book ‘Game Theory and Applications, Volume 9’
Nova Sci. Publishers 2003
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Lectures and oral presentations (25):
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An optimal process for average value-at-risk portfolios in financial management
(Lecture Notes in Electrical Engineering 2018)
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Portfolios optimization with coherent risk measures in fuzzy asset management
(5th International Symposium on Computational and Business Intelligence, ISCBI 2017 2017)
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Dynamic optimization of value-at-risk portfolios with fuzziness in asset management
(7th International Conference on Intelligent Control and Information Processing, ICICIP 2016 - Proceedings 2017)
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Weighted Quasi-Arithmetic Means on Two-Dimensional Regions and Their Applications
(Lecture Notes in Artificial Intelligence 9321 ‘Modeling Decisions for Artificial Intelligence - MDAI2015’ 2015)
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A Decision Process with Portfolios for Value-at-Risks
(Proceedings ‘the 12th International Conference of Numerical Analysis and Applied Mathematics 2014- ICNAAM2014’ 2015)
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Works (26):
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不確実性下での人工知能に基づく動的数理モデルとその応用
2005 - 2008
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Dynamical Mathematical Models based on Artificial Intelligence under Uncertainty and Their Applications
2005 - 2008
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平成20年度科学研究助成金による研究集共同主催「数理決定における解析と展開」
2008 -
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平成19年度科学研究助成金による研究集共同主催「数理的決定モデルの展開」
2007 -
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国際学術会議 4th international conference 'Modeling Decisions for Artificial Intelligence 2007' を委員長として北九州市立大学で主催
2007 -
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Education (4):
- - 1984 Kyushu University
- - 1984 Kyushu University Graduate School, Division of Natural Science Mathematics
- - 1978 Kyushu University School of Sciences
- - 1978 Kyushu University Faculty of Science Mathematics
Professional career (2):
- Doctor(Science) (Kyushu University)
- Master(Science) (Kyushu University)
Work history (10):
- 1993 - 1996 The University of Kitakyushu
- 1993 - 1996 The University of Kitakyushu, Assistant Professor
- 1996 - - 北九州市立大学 教授
- 1996 - - The University of Kitakyushu, Professor
- 1989 - 1993 Chiba University
- 1989 - 1993 Chiba University, Assistant Professor
- 1988 - 1989 Chiba University
- 1988 - 1989 Chiba University, Lecturer
- 1986 - 1988 Kyushu University
- 1986 - 1988 Kyushu University, Research Assistant
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Committee career (1):
- 日本オペレーションズ・リサーチ学会 九州支部副支部長
Association Membership(s) (4):
北九州市立大学経済学会
, 日本ファジィ学会
, 日本オペレーションズ・リサーチ学会
, 日本数学会
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