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
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Papers (148):
MISC (68):
  • 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
  • YOSHIDA Yuji. 2-G-5 An Optimal Value-at-Risk Portfolio Model. 2009. 2009. 265-266
  • 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
  • YOSHIDA Yuji. 2-G-3 Mean values on intervals with aggregation operations. 2008. 2008. 322-323
  • YOSHIDA Yuji. 1-E-1 A Risk-Minimizing Problem under Uncertainty in Portfolio. 2007. 2007. 84-85
more...
Books (13):
  • ‘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
  • 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
  • ‘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
  • ‘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
  • 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):
  • An optimal process for average value-at-risk portfolios in financial management
    (Lecture Notes in Electrical Engineering 2018)
  • Portfolios optimization with coherent risk measures in fuzzy asset management
    (5th International Symposium on Computational and Business Intelligence, ISCBI 2017 2017)
  • 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)
  • Weighted Quasi-Arithmetic Means on Two-Dimensional Regions and Their Applications
    (Lecture Notes in Artificial Intelligence 9321 ‘Modeling Decisions for Artificial Intelligence - MDAI2015’ 2015)
  • A Decision Process with Portfolios for Value-at-Risks
    (Proceedings ‘the 12th International Conference of Numerical Analysis and Applied Mathematics 2014- ICNAAM2014’ 2015)
more...
Works (26):
  • 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
  • Dynamical Mathematical Models based on Artificial Intelligence under Uncertainty and Their Applications
    2005 - 2008
  • 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 -
  • 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 -
  • 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 -
more...
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
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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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