Takamasa Kikuchi

Orcid: 0000-0002-9183-6457

According to our database1, Takamasa Kikuchi authored at least 15 papers between 2008 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
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Links

On csauthors.net:

Bibliography

2023
Extracting Branch Factors of Scenarios from a Gaming Simulation Using Log-Cluster Analysis.
J. Adv. Comput. Intell. Intell. Informatics, March, 2023

2022
Empirical Analyses of OLMAR Method for Financial Portfolio Selection in Stock Markets.
J. Adv. Comput. Intell. Intell. Informatics, 2022

Tongaraas: Tongs for Recognizing Littering Garbage with Active Acoustic Sensing.
Proceedings of the 12th International Conference on the Internet of Things, 2022

2021
A Customer Experience Mapping Model for Business Case Description of Innovation and Value Co-creation.
Proceedings of the Agents and Multi-Agent Systems: Technologies and Applications 2021, 2021

Policy Simulation for Retirement Planning Based on Clusters Generated from Questionnaire Data.
Proceedings of the Agents and Multi-Agent Systems: Technologies and Applications 2021, 2021

2020
A Formal, Descriptive Model for the Business Case of Managerial Decision-Making.
Proceedings of the Agents and Multi-Agent Systems: Technologies and Applications 2020, 2020

2019
Analysis of the Effect of Financial Regulation on Market Collapse Process in Financial Network.
Proceedings of the Agents and Multi-agent Systems: Technologies and Applications 2019, 2019

2018
Modeling the Momentum Effect in Stock Markets to Propose a New Portfolio Algorithm.
J. Adv. Comput. Intell. Intell. Informatics, 2018

Agent-Based Simulation of Financial Institution Investment Strategy Under Easing Monetary Policy for Operative Collapses.
J. Adv. Comput. Intell. Intell. Informatics, 2018

Simulation of the Effect of Financial Regulation on the Stability of Financial Systems and Financial Institution Behavior.
Proceedings of the Agents and Multi-Agent Systems: Technologies and Applications 2018, 2018

2017
Detecting Short-Term Mean Reverting Phenomenon in the Stock Market and OLMAR Method.
Proceedings of the New Frontiers in Artificial Intelligence, 2017

2016
An Agent-Based Model for Evaluating Post-acquisition Integration Strategies.
Proceedings of the New Frontiers in Artificial Intelligence, 2016

Analysis of the Influences of Central Bank Financing on Operative Collapses of Financial Institutions Using Agent-Based Simulation.
Proceedings of the 40th IEEE Annual Computer Software and Applications Conference, 2016

2013
Simultaneous visualization of surface and flow field for a projectile.
J. Vis., 2013

2008
In Search of Optimum Possible Organizations through Agent Modeling - Business Environment Recognition Models.
Proceedings of the 2008 IEEE/WIC/ACM International Conference on Intelligent Agent Technology, 2008


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