Yukiko Orito

Publication Activity (10 Years)

Years Active: 2003-2023
Publications (10 Years): 12

Top Topics

Optimization Problems

Subtour Elimination

Search Space Reduction

Hamming Distance

Top Venues

GECCO (Companion)

Publications

Kiyoharu Tagawa, Yukiko Orito
Fitness Landscape Analysis of Prospect Theory-Based Portfolio Optimization Problem Using Loan. SICE (2023)
Maaki Sakai, Yoshiko Hanada, Yukiko Orito
Edge Assembly Crossover with Tabu for Traveling Salesman Problem. CEC (2020)
Yukiko Orito, Yoshiko Hanada, Junzhi Li
Search Space Reduction Model with Trigonometric Function for Linear Equality Constraint-handling: The Case of Portfolio Replication Problem. CEC (2019)
Yukiko Orito, Tomoko Kashima
EDA with hamming distance for consumption-loan planning in experimental economics. GECCO (Companion) (2019)
Maaki Sakai, Yoshiko Hanada, Yukiko Orito
Edge Assembly Crossover using Multiple Parents for Traveling Salesman Problem. SCIS&ISIS (2018)
Yukiko Orito, Yoshiko Hanada
Equality Constraint-Handling Technique with Variables Grouping in EA for Large Scale Global Optimization. SMC (2018)
Naoki Toriyama, Keiko Ono, Yukiko Orito
Adaptive GA-based AR-hidden Markov model for time series forecasting. CEC (2017)
Yukiko Orito, Yoshiko Hanada
Search space reduction approach in evolutionary algorithms: The case of high-dimensional portfolio replication problem. SMC (2017)
Tomoko Kashima, Hiroshi Someya, Yukiko Orito
Effectiveness of evaluation function and permutation GA in multimodal consecutive meals planning. SNPD (2017)
Tomoko Kashima, Yukiko Orito, Hiroshi Someya
Consecutive Meals Planning by Using Permutation GA: Evaluation Function Proposal for Measuring Appearance Order of Meal's Characteristics. ICSI (1) (2017)
Yoshiko Hanada, Yukiko Orito, Yuji Nakagawa
Effectiveness of iterative asset selection based on bordered hessian for portfolio optimization problems. SMC (2017)
Yukiko Orito, Yoshiko Hanada
Dimension Reduction EA for Portfolio Replication Problem: Search Space Change by Fixing Important Variables. SCIS&ISIS (2016)
Yukiko Orito, Yoshiko Hanada
Equality constraint-handling technique with various mapping points: The case of portfolio replication problem. CEC (2015)
Yoshiko Hanada, Yukiko Orito
Unsupervised multiobjective design for weighted median filters using genetic algorithm. CIMSIVP (2014)
Yukiko Orito, Yoshiko Hanada, Shunsuke Shibata, Hisashi Yamamoto
A New Population Initialization Approach Based on Bordered Hessian for Portfolio Optimization Problems. SMC (2013)
Shunsuke Shibata, Yukiko Orito, Yoshiko Hanada, Hisashi Yamamoto
EDA with Switching Distributions for Long-Short Portfolio Replication Problems. SMC (2013)
Yukiko Orito, Hisashi Yamamoto, Yasuhiro Tsujimura
Equality constrained long-short portfolio replication by using probabilistic model-building GA. IEEE Congress on Evolutionary Computation (2012)
Yukiko Orito, Shota Sugizaki, Hisashi Yamamoto, Yasuhiro Tsujimura, Yasushi Kambayashi
Index fund rebalancing using probabilistic model-building genetic algorithm with narrower width histograms. IEEE Congress on Evolutionary Computation (2010)
Yukiko Orito, Hisashi Yamamoto
Index fund optimization using a genetic algorithm and a heuristic local search algorithm on scatter diagrams. IEEE Congress on Evolutionary Computation (2007)
Yukiko Orito, Jun Takano, Manabu Takeda, Hisashi Yamamoto
Index Fund Optimization Using GA Based on Coefficients of Determination. ACIS-ICIS (2006)
Yukiko Orito, Hisashi Yamamoto, Genji Yamazaki
Index fund selections with genetic algorithms and heuristic classifications. Comput. Ind. Eng. 45 (1) (2003)