ORITO YUKIKO

オリトユキコ | ORITO YUKIKO

Affiliation and department：

Research field (1)： Soft computing

Research theme for competitive and other funds (10)：

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Papers (79)：

Kiyoharu Tagawa, Yukiko Orito. Prospect Theory-Based Formulation of Portfolio Optimization Problem Using Loan and Its Solution by Evolutionary Algorithm. Proceedings of Joint 13th International Conference on Soft Computing and Intelligent Systems and 15th International Symposium on Advanced Intelligent Systems (SCIS/ISIS), M-1-F-6, 6pp. 2024
Kohei Oda, Yoshiko Hanada, Yukiko Orito. Investigating Global Search Performance of Multi-Objective Genetic Algorithm based on Innately Split Model. Proceedings of Joint 13th International Conference on Soft Computing and Intelligent Systems and 15th International Symposium on Advanced Intelligent Systems (SCIS/ISIS), S-1-E-4, 4pp. 2024
Kiyoharu Tagawa, Yukiko Orito. Prospect Theory-based Formulation of Chance Constrained Portfolio Optimization Problem using Loan. SICE Journal of Control, Measurement, and System Integration, Vol.17, No.1, pp.176-193. 2024
Kiyoharu Tagawa, Yukiko Orito. Fitness Landscape Analysis of Prospect Theory-Based Portfolio Optimization Problem Using Loan. Proceedings of 62nd Annual Conference of the Society of Instrument and Control Engineers of Japan (SICE), pp.878-883. 2023
Kiyoharu Tagawa, Yukiko Orito. Prospect Theory-Based Formulation of Portfolio Optimization Problem using Loan and Its Solution by Multi-Start Local Search. Proceedings of 8th International Conference on Business and Industrial Research (ICBIR), pp.291-296. 2023

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Books (3)：

Theoretical and Empirical Analysis in Environmental Economics (Chapter 3: Emission Taxation and Investment in Cleaner Production: The Case of Differentiated Duopoly)
Springer, pp.35-48, [book chapter] 2019
進化技術ハンドブック第III巻: 応用編: 生産・物流システム (32.2節: 金融・経済: 確率モデルベースGAによるポートフォリオの最適化)
近代科学社, pp.732-737, [book chapter] 2012
Multi-Agent Applications with Evolutionary Computation and Biologically Inspired Technologies: Intelligent Techniques for Ubiquity and Optimization (Chapter 2: An Agent-Based Model for Portfolio Optimization Using Search Space Splitting)
IGI Global, pp.19-33, [book chapter] 2010

Lectures and oral presentations (108)：

Picross Optimization by Using Genetic Algorithm with Probabilistic Determination for Black Cells
(電気学会電子・情報・システム部門大会予稿集 (IEEJ), pp.1354-1355 2024)
融資を利用した分散投資問題の経験分布による定式化とプロスペクト理論に基づく拡張
(電気学会電子・情報・システム部門大会予稿集 (IEEJ), pp.13-18 2024)
生得分離モデルに基づく多目的遺伝的アルゴリズムの大域的探索性能の評価
(電気学会電子・情報・システム部門大会予稿集 (IEEJ), pp.195-198 2023)
プロスペクト理論に基づく分散投資問題の凸包写像による地形解析と最適化
(電気学会電子・情報・システム部門大会予稿集 (IEEJ), pp.155-160 2023)
縁付きヘッセ行列の極値判定法と相関係数を用いた大規模資産配分問題に対する次元削減方法の検討
(電気学会電子・情報・システム部門大会予稿集 (IEEJ), pp.151-154 2023)

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Professional career (1)：

Work history (5)：

2022/04 - 現在 Tamagawa University College of Engineering
2020/04 - 2022/03 Hiroshima University
2016/01 - 2020/03 Hiroshima University Graduate School of Social Sciences Associate Professor
2009/09 - 2015/12 Hiroshima University Graduate School of Social Sciences
2003/04 - 2009/08 Ashikaga Institute of Technology Faculty of Engineering

Awards (4)：

2023/05 - Best Paper Award in 8th International Conference on Business and Industrial Research
2020/09 - 電気学会 2019年電子・情報・システム部門大会企画賞
2011/09 - 電気学会平成22年度電子・情報・システム部門誌論文奨励賞
2010/09 - 電気学会平成21年度電子・情報・システム部門誌論文奨励賞

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