{"id":"https://openalex.org/W1602140841","doi":"https://doi.org/10.1007/3-540-44967-1_29","title":"A Discrete-Time Portfolio Selection with Uncertainty of Stock Prices","display_name":"A Discrete-Time Portfolio Selection with Uncertainty of Stock Prices","publication_year":2003,"publication_date":"2003-01-01","ids":{"openalex":"https://openalex.org/W1602140841","doi":"https://doi.org/10.1007/3-540-44967-1_29","mag":"1602140841"},"language":"en","primary_location":{"id":"doi:10.1007/3-540-44967-1_29","is_oa":false,"landing_page_url":"https://doi.org/10.1007/3-540-44967-1_29","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5057069621","display_name":"Y\u016bji Yoshida","orcid":"https://orcid.org/0000-0002-3302-3140"},"institutions":[{"id":"https://openalex.org/I17056963","display_name":"The University of Kitakyushu","ror":"https://ror.org/03mfefw72","country_code":"JP","type":"education","lineage":["https://openalex.org/I17056963"]}],"countries":["JP"],"is_corresponding":true,"raw_author_name":"Yuji Yoshida","raw_affiliation_strings":["Faculty of Economics and Business Administration, University of Kitakyushu, 4-2-1 Kitagata, Kokuraminami, Kitakyushu, 802-8577, Japan"],"affiliations":[{"raw_affiliation_string":"Faculty of Economics and Business Administration, University of Kitakyushu, 4-2-1 Kitagata, Kokuraminami, Kitakyushu, 802-8577, Japan","institution_ids":["https://openalex.org/I17056963"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5082460154","display_name":"Masami Yasuda","orcid":"https://orcid.org/0000-0001-6040-3176"},"institutions":[{"id":"https://openalex.org/I159385669","display_name":"Chiba University","ror":"https://ror.org/01hjzeq58","country_code":"JP","type":"education","lineage":["https://openalex.org/I159385669"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Masami Yasuda","raw_affiliation_strings":["Faculty of Science, Chiba University, 1-33 Yayoi-cho, Inage-ku, Chiba, 263-8522, Japan"],"affiliations":[{"raw_affiliation_string":"Faculty of Science, Chiba University, 1-33 Yayoi-cho, Inage-ku, Chiba, 263-8522, Japan","institution_ids":["https://openalex.org/I159385669"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5024511432","display_name":"Jun-ichi Nakagami","orcid":null},"institutions":[{"id":"https://openalex.org/I159385669","display_name":"Chiba University","ror":"https://ror.org/01hjzeq58","country_code":"JP","type":"education","lineage":["https://openalex.org/I159385669"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Jun-ichi Nakagami","raw_affiliation_strings":["Faculty of Science, Chiba University, 1-33 Yayoi-cho, Inage-ku, Chiba, 263-8522, Japan"],"affiliations":[{"raw_affiliation_string":"Faculty of Science, Chiba University, 1-33 Yayoi-cho, Inage-ku, Chiba, 263-8522, Japan","institution_ids":["https://openalex.org/I159385669"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5075735900","display_name":"Masami Kurano","orcid":null},"institutions":[{"id":"https://openalex.org/I159385669","display_name":"Chiba University","ror":"https://ror.org/01hjzeq58","country_code":"JP","type":"education","lineage":["https://openalex.org/I159385669"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Masami Kurano","raw_affiliation_strings":["Faculty of Education, Chiba University, 1-33 Yayoi-cho, Inage-ku, Chiba, 263-8522, Japan"],"affiliations":[{"raw_affiliation_string":"Faculty of Education, Chiba University, 1-33 Yayoi-cho, Inage-ku, Chiba, 263-8522, Japan","institution_ids":["https://openalex.org/I159385669"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5057069621"],"corresponding_institution_ids":["https://openalex.org/I17056963"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.1296875,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"245","last_page":"252"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9983999729156494,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.9926999807357788,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.7026199102401733},{"id":"https://openalex.org/keywords/randomness","display_name":"Randomness","score":0.6465460658073425},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6366611123085022},{"id":"https://openalex.org/keywords/probabilistic-logic","display_name":"Probabilistic logic","score":0.6361864805221558},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6243228316307068},{"id":"https://openalex.org/keywords/weighting","display_name":"Weighting","score":0.6207837462425232},{"id":"https://openalex.org/keywords/dynamic-programming","display_name":"Dynamic programming","score":0.5215016007423401},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.5056571960449219},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.4870477020740509},{"id":"https://openalex.org/keywords/fuzzy-logic","display_name":"Fuzzy logic","score":0.4325186014175415},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2435561716556549},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.11475798487663269},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.11452460289001465},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.08456605672836304},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.075347900390625}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.7026199102401733},{"id":"https://openalex.org/C125112378","wikidata":"https://www.wikidata.org/wiki/Q176640","display_name":"Randomness","level":2,"score":0.6465460658073425},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6366611123085022},{"id":"https://openalex.org/C49937458","wikidata":"https://www.wikidata.org/wiki/Q2599292","display_name":"Probabilistic logic","level":2,"score":0.6361864805221558},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6243228316307068},{"id":"https://openalex.org/C183115368","wikidata":"https://www.wikidata.org/wiki/Q856577","display_name":"Weighting","level":2,"score":0.6207837462425232},{"id":"https://openalex.org/C37404715","wikidata":"https://www.wikidata.org/wiki/Q380679","display_name":"Dynamic programming","level":2,"score":0.5215016007423401},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.5056571960449219},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.4870477020740509},{"id":"https://openalex.org/C58166","wikidata":"https://www.wikidata.org/wiki/Q224821","display_name":"Fuzzy logic","level":2,"score":0.4325186014175415},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2435561716556549},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.11475798487663269},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.11452460289001465},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.08456605672836304},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.075347900390625},{"id":"https://openalex.org/C126838900","wikidata":"https://www.wikidata.org/wiki/Q77604","display_name":"Radiology","level":1,"score":0.0},{"id":"https://openalex.org/C71924100","wikidata":"https://www.wikidata.org/wiki/Q11190","display_name":"Medicine","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/3-540-44967-1_29","is_oa":false,"landing_page_url":"https://doi.org/10.1007/3-540-44967-1_29","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Decent work and economic growth","id":"https://metadata.un.org/sdg/8","score":0.5099999904632568}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":16,"referenced_works":["https://openalex.org/W1488963463","https://openalex.org/W1898259180","https://openalex.org/W1968509795","https://openalex.org/W1976658031","https://openalex.org/W1977914365","https://openalex.org/W2009721924","https://openalex.org/W2016101780","https://openalex.org/W2044793768","https://openalex.org/W2050553287","https://openalex.org/W2056826990","https://openalex.org/W2113688222","https://openalex.org/W2148675883","https://openalex.org/W2277886313","https://openalex.org/W2912565176","https://openalex.org/W4211007335","https://openalex.org/W4300833506"],"related_works":["https://openalex.org/W4360613713","https://openalex.org/W3125148470","https://openalex.org/W2768197547","https://openalex.org/W2055959038","https://openalex.org/W2068727170","https://openalex.org/W4327779378","https://openalex.org/W4206877017","https://openalex.org/W4385665922","https://openalex.org/W4361855747","https://openalex.org/W4225528185"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
