Fuzzy stopping of a dynamic fuzzy system. - Masami Kurano; Masami Yasuda; Jun-ichi Nakagami; Yuji Yoshida (KES (3), 1998)

Optimal stopping of a continuous-time dynamic fuzzy system under possibility theory. - Yuji Yoshida (KES (3), 1998)

Duality in dynamic fuzzy systems. - Yuji Yoshida (Fuzzy Sets Syst., 1998)

Cyclic classes and an ergodic theorem in dynamic fuzzy systems. - Yuji Yoshida (Fuzzy Sets Syst., 1998)

The recurrence of dynamic fuzzy systems. - Yuji Yoshida (Fuzzy Sets Syst., 1998)

A limit theorem in dynamic fuzzy systems with a monotone property. - Yuji Yoshida; Masami Yasuda; Jun-ichi Nakagami; Masami Kurano (Fuzzy Sets Syst., 1998)

A Time-Average Fuzzy Reward Criterion in Fuzzy Decision Processes. - Yuji Yoshida (Inf. Sci., 1998)

A fuzzy relational equation in dynamic fuzzy systems. - Masami Kurano; Masami Yasuda; Jun-ichi Nakagami; Yuji Yoshida (Fuzzy Sets Syst., 1999)

A continuous-time dynamic fuzzy system. (I). A limit theorem. - Yuji Yoshida (Fuzzy Sets Syst., 2000)

A continuous-time dynamic fuzzy system. (II). Fuzzy potentials. - Yuji Yoshida (Fuzzy Sets Syst., 2000)

A limit theorem in dynamic fuzzy systems with transitive fuzzy relations. - Yuji Yoshida (Fuzzy Sets Syst., 2000)

Option Pricing Models for Fuzzy Decision Making in Financial Engineering. - Yuji Yoshida (FUZZ-IEEE, 2001)

Dynamic Decision Making in Fuzzy and Stochastic Environments. - Yuji Yoshida (FSKD, 2002)

Pricing of American Put Option with Uncertainty of Stock Prices by Weighting Functions. - Yuji Yoshida; Masami Yasuda; Jun-ichi Nakagami; Masami Kurano (FSKD, 2002)

A Fuzzy Decision Making Model of American Option Pricing in Financial Engineering. - Yuji Yoshida (JCIS, 2002)

An approach to stopping problems of a dynamic fuzzy system. - Masami Kurano; Masami Yasuda; Jun-ichi Nakagami; Yuji Yoshida (Fuzzy Sets Syst., 2002)

Fuzzy stopping in continuous-time dynamic fuzzy systems. - Yuji Yoshida (Fuzzy Sets Syst., 2002)

A fuzzy ordering on multi-dimensional fuzzy sets induced from convex cones. - Yuji Yoshida; Etienne E. Kerre (Fuzzy Sets Syst., 2002)

Optimal stopping models in a stochastic and fuzzy environment. - Yuji Yoshida (Inf. Sci., 2002)

A Discrete-Time Portfolio Selection with Uncertainty of Stock Prices. - Yuji Yoshida; Masami Yasuda; Jun-ichi Nakagami; Masami Kurano (IFSA, 2003)

A discrete-time model of American put option in an uncertain environment. - Yuji Yoshida (Eur. J. Oper. Res., 2003)

The valuation of European options in uncertain environment. - Yuji Yoshida (Eur. J. Oper. Res., 2003)

Continuous-time fuzzy decision processes with discounted rewards. - Yuji Yoshida (Fuzzy Sets Syst., 2003)

Fuzzy stopping problems in continuous-time fuzzy stochastic systems. - Yuji Yoshida; Masami Yasuda; Jun-ichi Nakagami; Masami Kurano (Fuzzy Sets Syst., 2003)

Dynamic decision making with an objective function based on fuzzy preferences. - Yuji Yoshida; Masami Yasuda; Jun-ichi Nakagami; Masami Kurano; Satoru Kumamoto (FUZZ-IEEE, 2004)

A Mean Estimation of Fuzzy Numbers by Evaluation Measures. - Yuji Yoshida (KES, 2004)

An Objective Function Based on Fuzzy Preferences in Dynamic Decision Making. - Yuji Yoshida; Masami Yasuda; Jun-ichi Nakagami; Masami Kurano; Satoru Kumamoto (KES, 2004)

Decision Making in a Dynamic System Based on Aggregated Fuzzy Preferences. - Yuji Yoshida (MDAI, 2004)

A Fuzzy Stopping Problem with the Concept. - Masami Kurano; Masami Yasuda; Jun-ichi Nakagami; Yuji Yoshida (Fuzzy Optim. Decis. Mak., 2004)

Mean Values of Fuzzy Numbers by Evaluation Measures and its Measurement of Fuzziness. - Yuji Yoshida (CIMCA/IAWTIC, 2005)

Perceptive Evaluation for the Optimal Discounted Reward in Markov Decision Processes. - Masami Kurano; Masami Yasuda; Jun-ichi Nakagami; Yuji Yoshida (MDAI, 2005)

A Discrete-Time American Put Option Model with Fuzziness of Stock Prices. - Yuji Yoshida; Masami Yasuda; Jun-ichi Nakagami; Masami Kurano (Fuzzy Optim. Decis. Mak., 2005)

Mean Values of Fuzzy Numbers with Evaluation Measures and the Measurement of Fuzziness. - Yuji Yoshida (JCIS, 2006)

A Defuzzification Method of Fuzzy Numbers Induced from Weighted Aggregation Operations. - Yuji Yoshida (MDAI, 2006)

A fuzzy approach to Markov decision processes with uncertain transition probabilities. - Masami Kurano; Masami Yasuda; Jun-ichi Nakagami; Yuji Yoshida (Fuzzy Sets Syst., 2006)

A new evaluation of mean value for fuzzy numbers and its application to American put option under uncertainty. - Yuji Yoshida; Masami Yasuda; Jun-ichi Nakagami; Masami Kurano (Fuzzy Sets Syst., 2006)

A Risk-Minimizing Model Under Uncertainty in Portfolio. - Yuji Yoshida (IFSA (1), 2007)

Fuzzy Extension of Estimations with Randomness: The Perception-Based Approach. - Yuji Yoshida (MDAI, 2007)

Fuzzy optimality relation for perceptive MDPs - the average case. - Masami Kurano; Masami Yasuda; Jun-ichi Nakagami; Yuji Yoshida (Fuzzy Sets Syst., 2007)

A risk-minimizing portfolio model with fuzziness. - Yuji Yoshida (FUZZ-IEEE, 2008)

A Risk-Sensitive Portfolio with Mean and Variance of Fuzzy Random Variables. - Yuji Yoshida (ICIC (2), 2008)

Aggregated Mean Ratios of an Interval Induced from Aggregation Operations. - Yuji Yoshida (MDAI, 2008)

Perception-Based Estimations of Fuzzy Random Variables: Linearity and convexity. - Yuji Yoshida (Int. J. Uncertain. Fuzziness Knowl. Based Syst., 2008)

The Minimization of the Risk of Falling in Portfolios under Uncertainty. - Yuji Yoshida (IFSA/EUSFLAT Conf., 2009)

A Perception-Based Portfolio Under Uncertainty: Minimization of Average Rates of Falling. - Yuji Yoshida (MDAI, 2009)

An estimation model of value-at-risk portfolio under uncertainty. - Yuji Yoshida (Fuzzy Sets Syst., 2009)

Weighted Quasi-arithmetic Means and Conditional Expectations. - Yuji Yoshida (MDAI, 2010)

Quasi-arithmetic means and ratios of an interval induced from weighted aggregation operations. - Yuji Yoshida (Soft Comput., 2010)

A Dynamic Value-at-Risk Portfolio Model. - Yuji Yoshida (MDAI, 2011)

Complementary Inverters Based on Soluble P- and N-Channel Organic Semiconductors. - Masayuki Chikamatsu; Yoshinori Horii; Ming Lu; Yuji Yoshida; Reiko Azumi; Kiyoshi Yase (IEICE Trans. Electron., 2011)

Weighted Quasi-Arithmetic Means and a Risk Index for Stochastic Environments. - Yuji Yoshida (Int. J. Uncertain. Fuzziness Knowl. Based Syst., 2011)

Risk Analysis of Portfolios Under Uncertainty: Minimizing Average Rates of Falling. - Yuji Yoshida (J. Adv. Comput. Intell. Intell. Informatics, 2011)

An Ordered Weighted Average with a Truncation Weight on Intervals. - Yuji Yoshida (MDAI, 2012)

Weighted Quasi-Arithmetic Means and the Domain Translations. - Yuji Yoshida (J. Adv. Comput. Intell. Intell. Informatics, 2012)

A Dynamic Risk Allocation of Value-at-Risks with Portfolios. - Yuji Yoshida (J. Adv. Comput. Intell. Intell. Informatics, 2012)

Experimental comparison of classification methods for key kinase identification for neurite elongation. - Yuji Yoshida; Kei Majima; Tatsuya Yamada; Yuki Maruno; Yuichi Sakumura; Kazushi Ikeda (EMBC, 2013)

Optimization of value-at-risk portfolios in uncertain lognormal models. - Yuji Yoshida (IFSA/NAFIPS, 2013)

Weighted Quasi-Arithmetic Means: Utility Functions and Weighting Functions. - Yuji Yoshida (MDAI, 2013)

Ordered Weighted Averages on Intervals and the Sub/Super-Additivity. - Yuji Yoshida (J. Adv. Comput. Intell. Intell. Informatics, 2013)

Aggregation of Dynamic Risk Measures in Financial Management. - Yuji Yoshida (MDAI, 2014)

Weighted Quasi-Arithmetic Mean on Two-Dimensional Regions and Their Applications. - Yuji Yoshida (MDAI, 2015)

Orientation-Controlled Films of Thiophene/Phenylene Co-Oligomers. - Masashi Kouda; Ryuji Hirase; Takeshi Yamao; Shu Hotta; Yuji Yoshida (IEICE Trans. Electron., 2015)

Weighted Quasi-Arithmetic Means on Two-Dimensional Regions: An Independent Case. - Yuji Yoshida (MDAI, 2016)

A Dynamic Average Value-at-Risk Portfolio Model with Fuzzy Random Variables. - Yuji Yoshida (Fuzzy Sets, Rough Sets, Multisets and Clustering, 2017)

Optimization of dynamic maximum for value-at-risks with fuzziness in asset management. - Yuji Yoshida (FUZZ-IEEE, 2017)

Portfolios optimization with coherent risk measures in fuzzy asset management. - Yuji Yoshida (ISCBI, 2017)

Maximization of Returns under an Average Value-at-Risk Constraint in Fuzzy Asset Management. - Yuji Yoshida (KES, 2017)

Comparison of Risk Averse Utility Functions on Two-Dimensional Regions. - Yuji Yoshida (MDAI, 2017)

Dynamic Fuzzy Asset Management for Worst Scenarios with Average Value-at-Risks. - Yuji Yoshida (CIST, 2018)

Maximization of Returns under Value-at-Risk Constraints in Dynamic Fuzzy Asset Allocation. - Yuji Yoshida (FUZZ-IEEE, 2018)

Coherent Risk Measures Derived from Utility Functions. - Yuji Yoshida (MDAI, 2018)

Markov Decision Processes with Coherent Risk Measures: Risk Aversity in Asset Management. - Yuji Yoshida (CogSIMA, 2019)

Risk-sensitive Markov Decision Processes with Risk Constraints of Coherent Risk Measures in Fuzzy and Stochastic Environment. - Yuji Yoshida (IJCCI, 2019)

A Consideration of Evaluation Method of Sentiment Analysis on Social Listening. - Yasuto Nishiwaki; Yuji Yoshida; Takeshi Teramra; Atsushi Motoyama; Kazuhiro Tsuda (KES, 2019)

Risk-Sensitive Decision-Making Under Risk Constraints with Coherent Risk Measures. - Yuji Yoshida (KES-IDT (2), 2019)

Risk-Sensitive Markov Decision Under Risk Constraints with Coherent Risk Measures. - Yuji Yoshida (MDAI, 2019)

Dynamic Average Value-at-Risk Allocation on Worst Scenarios in Asset Management. - Yuji Yoshida; Satoru Kumamoto (TAMC, 2019)

Comparison of Risk Aversity for Two Utility Functions on ℝ2. - Yuji Yoshida (J. Adv. Comput. Intell. Intell. Informatics, 2019)

Stochastic Orders on Two-Dimensional Space: Application to Cross Entropy. - Mateu Sbert; Yuji Yoshida (MDAI, 2020)

Bivariate Risk Measures and Stochastic Orders. - Yuji Yoshida (MDAI, 2020)

Portfolio optimization in fuzzy asset management with coherent risk measures derived from risk averse utility. - Yuji Yoshida (Neural Comput. Appl., 2020)