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CAViaR-based forecast for oil price risk 期刊论文
ENERGY ECONOMICS, 2009, 卷号: 31, 期号: 4, 页码: 511-518
作者:  Huang, Dashan;  Yu, Baimin;  Fabozzi, Frank J.;  Fukushima, Masao
收藏  |  浏览/下载:97/0  |  提交时间:2018/07/30
VaR  CAViaR  Oil price risk  Mixed data regression  
Tabu search for attribute reduction in rough set theory 期刊论文
SOFT COMPUTING, 2008, 卷号: 12, 期号: 9, 页码: 909-918
作者:  Hedar, Abdel-Rahman;  Wang, Jue;  Fukushima, Masao
收藏  |  浏览/下载:109/0  |  提交时间:2018/07/30
computational intelligence  granular computing  attribute reduction  rough set  tabu search  
A mixed R&D projects and securities portfolio selection model 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2008, 卷号: 185, 期号: 2, 页码: 700-715
作者:  Fang, Yong;  Chen, Lihua;  Fukushima, Masao
收藏  |  浏览/下载:83/0  |  提交时间:2018/07/30
portfolio selection  R&D project portfolio selection  semi-absolute deviation risk function  mixed-integer stochastic programming problem  
A finite algorithm for almost linear complementarity problems 期刊论文
NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION, 2007, 卷号: 28, 期号: 11-12, 页码: 1387-1403
作者:  Wang, Zhengyu;  Fukushima, Masao
收藏  |  浏览/下载:92/0  |  提交时间:2018/07/30
active set identification  almost linear complementarity problem  interval analysis  H-matrix  
Stochastic R-0 matrix linear complementarity problems 期刊论文
SIAM JOURNAL ON OPTIMIZATION, 2007, 卷号: 18, 期号: 2, 页码: 482-506
作者:  Fang, Haitao;  Chen, Xiaojun;  Fukushima, Masao
收藏  |  浏览/下载:90/0  |  提交时间:2018/07/30
stochastic linear complementarity problem  R-0 matrix  expected residual minimization