論文

公開件数: 7 件
No. 掲載種別 単著・共著区分 タイトル 著者 誌名 出版者 巻号頁 出版日 ISSN DOI URL 概要
1 研究論文(学術雑誌)
共著
Fund Allocation Method Based on A Block of Shares

Journal of Scientiae Mathematicue Japonicae

60/ 2, 257-267
2004




2

A Meta - Controlled Boltzmann Machine for Rebalancing Portfolio Selection

Central European Journal of Operations Research

12/ 1, 99-103
2004




3

Fund Allocation Method Based on A Block of Shares

Journal of Scientiae Mathematicue Japonicae

60/ 2, 257-267
2004




4

A Meta - Controlled Boltzmann Machine for Rebalancing Portfolio Selection

Central European Journal of Operations Research

12/ 1, 99-103
2004




5
共著
Effective Solution of a Portfolio Selection Based on a Block of Shares by a Meta-Controlled Boltzmann Machine
"Teruyuki Watanabe, Junzo Watada(Waseda University)"
"Proccedings of 8th International Conference, KES 2004"

III, 129-135
2004/09



"In a real investment, stocks are dealt with based on a block of shares. A block of shares is a minimum unit for trading stocks. However, a conventional portfolio selection problem does not consider about a block of shares. If we deal with stocks according to a block of shares, real allocations of funds to each stock should differ among the cases of different amounts of money. Furthermore, a decision maker should be unable to buy less than one block even if the investing ratio for some stock is much smaller. The objective of this paper is to build a portfolio selection model in consideration of the amount of investing funds and a block of shares. Our model is formulated as an integer quadratic programming problem. In general, an integer nonlinear programming problem is difficult to solve for all but the smallest cases. So we also propose the efficiently approximate model employing a Meta-controlled Boltzmann machine."
6

Hierarchical Decision Making in Strategic Investment by A Boltzmann Machine

International Journal of Uncertainty, Fuzziness and Knowledge - Bassed Systems

7/ 4, 429-437
1999




7

Hierarchical Decision Making in Strategic Investment by A Boltzmann Machine

International Journal of Uncertainty, Fuzziness and Knowledge - Bassed Systems

7/ 4, 429-437
1999