Prospect Theory-Based Formulation of Portfolio Optimization Problem using Loan And Its Solution by Evolutionary Algorithm

Authors: Tagawa, Kiyoharu, Orito, Yukiko

Source: 2024 Joint 13th International Conference on Soft Computing and Intelligent Systems and 25th International Symposium on Advanced Intelligent Systems (SCIS&ISIS) Soft Computing and Intelligent Systems and 25th International Symposium on Advanced Intelligent Systems (SCIS&ISIS), 2024 Joint 13th International Conference on. :1-6 Nov, 2024

Relation: 2024 Joint 13th International Conference on Soft Computing and Intelligent Systems and 25th International Symposium on Advanced Intelligent Systems (SCIS&ISIS)

Investigating Global Search Performance of Multi-Objective Genetic Algorithm based on Innately Split Model

Authors: Oda, Kohei, Hanada, Yoshiko, Orito, Yukiko

Source: 2024 Joint 13th International Conference on Soft Computing and Intelligent Systems and 25th International Symposium on Advanced Intelligent Systems (SCIS&ISIS) Soft Computing and Intelligent Systems and 25th International Symposium on Advanced Intelligent Systems (SCIS&ISIS), 2024 Joint 13th International Conference on. :1-4 Nov, 2024

Relation: 2024 Joint 13th International Conference on Soft Computing and Intelligent Systems and 25th International Symposium on Advanced Intelligent Systems (SCIS&ISIS)

Prospect Theory-Based Formulation of Portfolio Optimization Problem using Loan and Its Solution by Multi-Start Local Search

Authors: Tagawa, Kiyoharu, Orito, Yukiko

Source: 2023 8th International Conference on Business and Industrial Research (ICBIR) Business and Industrial Research (ICBIR), 2023 8th International Conference on. :291-296 May, 2023

Relation: 2023 8th International Conference on Business and Industrial Research (ICBIR)

Edge Assembly Crossover with Tabu for Traveling Salesman Problem

Authors: Sakai, Maaki, Hanada, Yoshiko, Orito, Yukiko

Source: 2020 IEEE Congress on Evolutionary Computation (CEC) Evolutionary Computation (CEC), 2020 IEEE Congress on. :1-6 Jul, 2020

Relation: 2020 IEEE Congress on Evolutionary Computation (CEC)

Search Space Reduction Model with Trigonometric Function for Linear Equality Constraint-handling: The Case of Portfolio Replication Problem

Authors: Orito, Yukiko, Hanada, Yoshiko, Li, Junzhi

Source: 2019 IEEE Congress on Evolutionary Computation (CEC) Evolutionary Computation (CEC), 2019 IEEE Congress on. :1074-1080 Jun, 2019

Relation: 2019 IEEE Congress on Evolutionary Computation (CEC)

Edge Assembly Crossover using Multiple Parents for Traveling Salesman Problem

Authors: Sakai, Maaki, Hanada, Yoshiko, Orito, Yukiko

Source: 2018 Joint 10th International Conference on Soft Computing and Intelligent Systems (SCIS) and 19th International Symposium on Advanced Intelligent Systems (ISIS) Soft Computing and Intelligent Systems (SCIS) and 19th International Symposium on Advanced Intelligent Systems (ISIS), 2018 Joint 10th International Conference on. :474-477 Dec, 2018

Relation: 2018 Joint 10th International Conference on Soft Computing and Intelligent Systems (SCIS) and 19th International Symposium on Advanced Intelligent Systems (ISIS)

Equality Constraint-Handling Technique with Variables Grouping in EA for Large Scale Global Optimization

Authors: Orito, Yukiko, Hanada, Yoshiko

Source: 2018 IEEE International Conference on Systems, Man, and Cybernetics (SMC) SMC Systems, Man, and Cybernetics (SMC), 2018 IEEE International Conference on. :274-279 Oct, 2018

Relation: 2018 IEEE International Conference on Systems, Man, and Cybernetics (SMC)

Search space reduction approach in evolutionary algorithms: The case of high-dimensional portfolio replication problem

Authors: Orito, Yukiko, Hanada, Yoshiko

Source: 2017 IEEE International Conference on Systems, Man, and Cybernetics (SMC) Systems, Man, and Cybernetics (SMC), 2017 IEEE International Conference on. :554-559 Oct, 2017

Relation: 2017 IEEE International Conference on Systems, Man and Cybernetics (SMC)

Effectiveness of iterative asset selection based on bordered hessian for portfolio optimization problems

Authors: Hanada, Yoshiko, Orito, Yukiko, Nakagawa, Yuji

Source: 2017 IEEE International Conference on Systems, Man, and Cybernetics (SMC) Systems, Man, and Cybernetics (SMC), 2017 IEEE International Conference on. :2040-2044 Oct, 2017

Relation: 2017 IEEE International Conference on Systems, Man and Cybernetics (SMC)

Effectiveness of evaluation function and permutation GA in multimodal consecutive meals planning

Authors: Kashima, Tomoko, Someya, Hiroshi, Orito, Yukiko

Source: 2017 18th IEEE/ACIS International Conference on Software Engineering, Artificial Intelligence, Networking and Parallel/Distributed Computing (SNPD) Software Engineering, Artificial Intelligence, Networking and Parallel/Distributed Computing (SNPD), 2017 18th IEEE/ACIS International Conference on. :639-644 Jun, 2017

Relation: 2017 18th IEEE/ACIS International Conference on Software Engineering, Artificial Intelligence, Networking and Parallel/Distributed Computing (SNPD)

Adaptive GA-based AR-hidden Markov model for time series forecasting

Authors: Toriyama, Naoki, Ono, Keiko, Orito, Yukiko

Source: 2017 IEEE Congress on Evolutionary Computation (CEC) Evolutionary Computation (CEC), 2017 IEEE Congress on. :665-672 Jun, 2017

Relation: 2017 IEEE Congress on Evolutionary Computation (CEC)

Dimension Reduction EA for Portfolio Replication Problem: Search Space Change by Fixing Important Variables

Authors: Orito, Yukiko, Hanada, Yoshiko

Source: 2016 Joint 8th International Conference on Soft Computing and Intelligent Systems (SCIS) and 17th International Symposium on Advanced Intelligent Systems (ISIS) SCIS-ISIS Soft Computing and Intelligent Systems (SCIS) and 17th International Symposium on Advanced Intelligent Systems, 2016 Joint 8th International Conference on. :22-25 Aug, 2016

Relation: 2016 Joint 8th International Conference on Soft Computing and Intelligent Systems (SCIS) and 17th International Symposium on Advanced Intelligent Systems (ISIS)

Equality constraint-handling technique with various mapping points: The case of portfolio replication problem

Authors: Orito, Yukiko, Hanada, Yoshiko

Source: 2015 IEEE Congress on Evolutionary Computation (CEC) Evolutionary Computation (CEC), 2015 IEEE Congress on. :2573-2580 May, 2015

Relation: 2015 IEEE Congress on Evolutionary Computation (CEC)

Unsupervised multiobjective design for weighted median filters using genetic algorithm

Authors: Hanada, Yoshiko, Orito, Yukiko

Source: 2014 IEEE Symposium on Computational Intelligence for Multimedia, Signal and Vision Processing (CIMSIVP) Computational Intelligence for Multimedia, Signal and Vision Processing (CIMSIVP), 2014 IEEE Symposium on. :1-8 Dec, 2014

Relation: 2014 IEEE Symposium on Computational Intelligence for Multimedia, Signal and Vision Processing (CIMSIVP)

EDA with Switching Distributions for Long-Short Portfolio Replication Problems

Authors: Shibata, Shunsuke, Orito, Yukiko, Hanada, Yoshiko, Yamamoto, Hisashi

Source: 2013 IEEE International Conference on Systems, Man, and Cybernetics Systems, Man, and Cybernetics (SMC), 2013 IEEE International Conference on. :427-432 Oct, 2013

Relation: 2013 IEEE International Conference on Systems, Man and Cybernetics - SMC

A New Population Initialization Approach Based on Bordered Hessian for Portfolio Optimization Problems

Authors: Orito, Yukiko, Hanada, Yoshiko, Shibata, Shunsuke, Yamamoto, Hisashi

Source: 2013 IEEE International Conference on Systems, Man, and Cybernetics Systems, Man, and Cybernetics (SMC), 2013 IEEE International Conference on. :1341-1346 Oct, 2013

Relation: 2013 IEEE International Conference on Systems, Man and Cybernetics - SMC

Equality constrained long-short portfolio replication by using probabilistic model-building GA

Authors: Orito, Yukiko, Yamamoto, Hisashi, Tsujimura, Yasuhiro

Source: 2012 IEEE Congress on Evolutionary Computation Evolutionary Computation (CEC), 2012 IEEE Congress on. :1-8 Jun, 2012

Relation: 2012 IEEE Congress on Evolutionary Computation (CEC)

Index fund rebalancing using probabilistic model-building genetic algorithm with narrower width histograms

Authors: Orito, Yukiko, Sugizaki, Shota, Yamamoto, Hisashi, Tsujimura, Yasuhiro, Kambayashi, Yasushi

Source: IEEE Congress on Evolutionary Computation Evolutionary Computation (CEC), 2010 IEEE Congress on. :1-6 Jul, 2010

Relation: 2010 IEEE Congress on Evolutionary Computation (CEC)

Consecutive Meals Planning by Using Permutation GA: Evaluation Function Proposal for Measuring Appearance Order of Meal's Characteristics
Advances in swarm intelligence

Authors: Kashima, Tomoko, Orito, Yukiko, Someya, Hiroshi

Source: Lecture notes in computer science. 10385:370-377

Availability: http://explore.bl.uk/primo_library/libweb/action/display.do?tabs=detailsTab&gathStatTab=true&ct=display&fn=search&doc=ETOCCN602551970&indx=1&recIds=ETOCCN602551970

GAs with escape from stagnation of search for multiset iteration permutations problem – consecutive meals planning

Authors: Kashima, Tomoko, Orito, Yukiko, Someya, Hiroshi

Source: Electronics and communications in Japan. 105(2)

Availability: http://explore.bl.uk/primo_library/libweb/action/display.do?tabs=detailsTab&gathStatTab=true&ct=display&fn=search&doc=ETOCvdc_100154925041.0x000001&indx=1&recIds=ETOCvdc_100154925041.0x000001