Index fund selections with genetic algorithms and heuristic classifications. - Yukiko Orito; Hisashi Yamamoto; Genji Yamazaki (Comput. Ind. Eng., 2003)

Index Fund Optimization Using GA Based on Coefficients of Determination. - Yukiko Orito; Jun Takano; Manabu Takeda; Hisashi Yamamoto (ACIS-ICIS, 2006)

Index fund optimization using a genetic algorithm and a heuristic local search algorithm on scatter diagrams. - Yukiko Orito; Hisashi Yamamoto (IEEE Congress on Evolutionary Computation, 2007)

Index fund rebalancing using probabilistic model-building genetic algorithm with narrower width histograms. - Yukiko Orito; Shota Sugizaki; Hisashi Yamamoto; Yasuhiro Tsujimura; Yasushi Kambayashi (IEEE Congress on Evolutionary Computation, 2010)

Equality constrained long-short portfolio replication by using probabilistic model-building GA. - Yukiko Orito; Hisashi Yamamoto; Yasuhiro Tsujimura (IEEE Congress on Evolutionary Computation, 2012)

A New Population Initialization Approach Based on Bordered Hessian for Portfolio Optimization Problems. - Yukiko Orito; Yoshiko Hanada; Shunsuke Shibata; Hisashi Yamamoto (SMC, 2013)

EDA with Switching Distributions for Long-Short Portfolio Replication Problems. - Shunsuke Shibata; Yukiko Orito; Yoshiko Hanada; Hisashi Yamamoto (SMC, 2013)

Unsupervised multiobjective design for weighted median filters using genetic algorithm. - Yoshiko Hanada; Yukiko Orito (CIMSIVP, 2014)

Equality constraint-handling technique with various mapping points: The case of portfolio replication problem. - Yukiko Orito; Yoshiko Hanada (CEC, 2015)

Dimension Reduction EA for Portfolio Replication Problem: Search Space Change by Fixing Important Variables. - Yukiko Orito; Yoshiko Hanada (SCIS&ISIS, 2016)

Adaptive GA-based AR-hidden Markov model for time series forecasting. - Naoki Toriyama; Keiko Ono; Yukiko Orito (CEC, 2017)

Effectiveness of iterative asset selection based on bordered hessian for portfolio optimization problems. - Yoshiko Hanada; Yukiko Orito; Yuji Nakagawa (SMC, 2017)

Search space reduction approach in evolutionary algorithms: The case of high-dimensional portfolio replication problem. - Yukiko Orito; Yoshiko Hanada (SMC, 2017)

Effectiveness of evaluation function and permutation GA in multimodal consecutive meals planning. - Tomoko Kashima; Hiroshi Someya; Yukiko Orito (SNPD, 2017)

Consecutive Meals Planning by Using Permutation GA: Evaluation Function Proposal for Measuring Appearance Order of Meal's Characteristics. - Tomoko Kashima; Yukiko Orito; Hiroshi Someya (ICSI (1), 2017)

Edge Assembly Crossover using Multiple Parents for Traveling Salesman Problem. - Maaki Sakai; Yoshiko Hanada; Yukiko Orito (SCIS&ISIS, 2018)

Equality Constraint-Handling Technique with Variables Grouping in EA for Large Scale Global Optimization. - Yukiko Orito; Yoshiko Hanada (SMC, 2018)

Search Space Reduction Model with Trigonometric Function for Linear Equality Constraint-handling: The Case of Portfolio Replication Problem. - Yukiko Orito; Yoshiko Hanada; Junzhi Li (CEC, 2019)

EDA with hamming distance for consumption-loan planning in experimental economics. - Yukiko Orito; Tomoko Kashima (GECCO (Companion), 2019)

Edge Assembly Crossover with Tabu for Traveling Salesman Problem. - Maaki Sakai; Yoshiko Hanada; Yukiko Orito (CEC, 2020)

Fitness Landscape Analysis of Prospect Theory-Based Portfolio Optimization Problem Using Loan. - Kiyoharu Tagawa; Yukiko Orito (SICE, 2023)

Investigating Global Search Performance of Multi-Objective Genetic Algorithm based on Innately Split Model. - Kohei Oda; Yoshiko Hanada; Yukiko Orito (SCIS/ISIS, 2024)

Prospect Theory-Based Formulation of Portfolio Optimization Problem using Loan And Its Solution by Evolutionary Algorithm. - Kiyoharu Tagawa; Yukiko Orito (SCIS/ISIS, 2024)