Junzo WATADA


Fuzzy Levy-GJR-GARCH American Option Pricing Model Based on an Infinite Pure Jump Process
Huiming ZHANG Junzo WATADA 
Publication:   
Publication Date: 2018/07/01
Vol. E101-D  No. 7  pp. 1843-1859
Type of Manuscript:  PAPER
Category: Fundamentals of Information Systems
Keyword: 
American optionfuzzy set theoryfuzzy simulation technologyLevy processGJR-GARCH modelleast squares Monte Carlo approachbinomial tree methodquasi-random numberBrownian Bridge approach
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Portfolio Selection Models with Technical Analysis-Based Fuzzy Birandom Variables
You LI Bo WANG Junzo WATADA 
Publication:   IEICE TRANSACTIONS on Information and Systems
Publication Date: 2014/01/01
Vol. E97-D  No. 1  pp. 11-21
Type of Manuscript:  PAPER
Category: Fundamentals of Information Systems
Keyword: 
portfolio selectiontechnical analysisfuzzy birandom variableValue-at-Riskfuzzy birandom simulationparticle swarm optimization
 Summary | Full Text:PDF(365.3KB)

Risk Assessment of a Portfolio Selection Model Based on a Fuzzy Statistical Test
Pei-Chun LIN Junzo WATADA Berlin WU 
Publication:   IEICE TRANSACTIONS on Information and Systems
Publication Date: 2013/03/01
Vol. E96-D  No. 3  pp. 579-588
Type of Manuscript:  PAPER
Category: Fundamentals of Information Systems
Keyword: 
portfolio selectionoptimizationfuzzy probability distributionsfuzzy statisticsdata analysis
 Summary | Full Text:PDF(282.7KB)

Re-Scheduling of Unit Commitment Based on Customers' Fuzzy Requirements for Power Reliability
Bo WANG You LI Junzo WATADA 
Publication:   IEICE TRANSACTIONS on Information and Systems
Publication Date: 2011/07/01
Vol. E94-D  No. 7  pp. 1378-1385
Type of Manuscript:  PAPER
Category: Fundamentals of Information Systems
Keyword: 
customer requirementspower supply reliabilityfuzzy set theoryfuzzy value-at-riskparticle swarm optimization algorithmtest systems
 Summary | Full Text:PDF(294.7KB)