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IEICE Trans

Junzo WATADA

Fuzzy Levy-GJR-GARCH American Option Pricing Model Based on an Infinite Pure Jump Process Huiming ZHANG Junzo WATADA
Publication: IEICE TRANSACTIONS on Information and Systems Publication Date: 2018/07/01 Vol. E101-D No. 7 pp. 1843-1859 Type of Manuscript: PAPER Category: Fundamentals of Information Systems Keyword: American option, fuzzy set theory, fuzzy simulation technology, Levy process, GJR-GARCH model, least squares Monte Carlo approach, binomial tree method, quasi-random number, Brownian 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 selection, technical analysis, fuzzy birandom variable, Value-at-Risk, fuzzy birandom simulation, particle swarm optimization,
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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 selection, optimization, fuzzy probability distributions, fuzzy statistics, data analysis,
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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 requirements, power supply reliability, fuzzy set theory, fuzzy value-at-risk, particle swarm optimization algorithm, test systems,
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