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Rchr
J-GLOBAL ID：200901050835102144
Update date: Feb. 01, 2024 Yoshida Yuji
ヨシダ ユウジ | Yoshida Yuji
ClipsLectures 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) -
Aggregation of Dynamic Risk Measures in Financial Management
(Lecture Notes in Artificial Intelligence 8825 ‘Modeling Decisions for Artificial Intelligence - MDAI2014’ 2014) -
Weighted Quasi-Arithmetic Means: Utility Functions and Weighting Functions
(Lecture Notes in Artificial Intelligence 8234 ‘Modeling Decisions for Artificial Intelligence - MDAI2013’ 2013) -
An Ordered Weighted Average with a Truncation Weight on Intervals
(Lecture Notes in Artificial Intelligence 7647 ‘Modeling Decisions for Artificial Intelligence - MDAI2012’ 2012) -
A Dynamic Value-at-Risk Portfolio Model
(Lecture Notes in Artificial Intelligence 6820 ‘Modeling Decisions for Artificial Intelligence - MDAI2011 2011) -
Weighted Quasi-Arithmetic Means and Conditional Expectations
(Lecture Notes in Artificial Intelligence 6408 (Modeling Decisions for Artificial Intelligence - MDAI2010) Springer 2010) -
The minimization of the risk of falling in portfolios under uncertainty
(Proceedings of IFSA 2009, 13th World Congress of International Fuzzy System Association 2009) -
A Perception-Based Portfolio under Uncertainty: Minimization of Average Rates of Falling
(Lecture Notes in Artificial Intelligence 5861 (Modeling Decisions for Artificial Intelligence - MDAI2009) Springer 2009) -
A perception-based estimation of uncertainty and its application to financial portfolios
(Proceedings of CIMMACS 2008, 7th Intern. Conf. on Computat. Intell., Man-Machine Systems 2009) -
Aggregated Mean Ratios of an Interval Induced from Aggregation Operations
(Lecture Notes in Artificial Intelligence 5285 (Modeling Decisions for Artificial Intelligence - MDAI2008) Springer 2008) -
A Risk-Minimizing Portfolio Model with Fuzziness
(Proceedings of WCCI 2008, 2008 IEEE World Congr. on Computational Intellig. 2008) -
A Risk-Sensitive Portfolio with Mean and Variance of Fuzzy Random Variables
(Lecture Notes in Artificial Intelligence 5227 (Advanced Intell. Computing Theories and Applications- ICIC2008) Springer 2008) -
An Analysis of Value-at-Risk in Portfolios
(Proceedings of IBFR 2008 Winter Global Conf. on Business & Finance 2008) -
An Average Value-at-Risk Portfolio under Uncertainty
(Proceedings of IPMU 2008 2008) -
Fuzzy Extension of Estimations with Randomness: The Perception-Based Approach
(Lecture Notes in Artificial Intelligence 4617 (Modeling Decisions for Artificial Intelligence - MDAI2007) Springer 2007) -
A Risk-Minimizing Model under Uncertainty in Portfolio
(Lecture Notes in Artificial Intelligence 4529 (Foundations of Fuzzy Logic and Soft Computing - IFSA2007) Springer 2007)
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