{"id":"https://openalex.org/W2908020327","doi":"https://doi.org/10.1109/cist.2018.8596615","title":"Dynamic Fuzzy Asset Management for Worst Scenarios with Average Value-at-Risks","display_name":"Dynamic Fuzzy Asset Management for Worst Scenarios with Average Value-at-Risks","publication_year":2018,"publication_date":"2018-10-01","ids":{"openalex":"https://openalex.org/W2908020327","doi":"https://doi.org/10.1109/cist.2018.8596615","mag":"2908020327"},"language":"en","primary_location":{"id":"doi:10.1109/cist.2018.8596615","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cist.2018.8596615","pdf_url":null,"source":{"id":"https://openalex.org/S4306498311","display_name":"2018 IEEE 5th International Congress on Information Science and Technology (CiSt)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2018 IEEE 5th International Congress on Information Science and Technology (CiSt)","raw_type":"proceedings-article"},"type":"article","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, Kitakyushu, Japan"],"affiliations":[{"raw_affiliation_string":"Faculty of Economics and Business Administration, University of Kitakyushu, Kitakyushu, Japan","institution_ids":["https://openalex.org/I17056963"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5057069621"],"corresponding_institution_ids":["https://openalex.org/I17056963"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.16449039,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"43","issue":null,"first_page":"437","last_page":"442"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9998000264167786,"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":0.9998000264167786,"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":0.9993000030517578,"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/T10050","display_name":"Multi-Criteria Decision Making","score":0.9969000220298767,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/dynamic-programming","display_name":"Dynamic programming","score":0.7278894782066345},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.6282185316085815},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5898704528808594},{"id":"https://openalex.org/keywords/asset","display_name":"Asset (computer security)","score":0.5679335594177246},{"id":"https://openalex.org/keywords/fuzzy-logic","display_name":"Fuzzy logic","score":0.5607330799102783},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5459976196289062},{"id":"https://openalex.org/keywords/value","display_name":"Value (mathematics)","score":0.5389367938041687},{"id":"https://openalex.org/keywords/stochastic-programming","display_name":"Stochastic programming","score":0.5254713296890259},{"id":"https://openalex.org/keywords/value-at-risk","display_name":"Value at risk","score":0.46179652214050293},{"id":"https://openalex.org/keywords/asset-management","display_name":"Asset management","score":0.45123064517974854},{"id":"https://openalex.org/keywords/risk-management","display_name":"Risk management","score":0.4309481978416443},{"id":"https://openalex.org/keywords/extension","display_name":"Extension (predicate logic)","score":0.42577123641967773},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.25745391845703125},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.12283390760421753},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.10363107919692993},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.09238377213478088}],"concepts":[{"id":"https://openalex.org/C37404715","wikidata":"https://www.wikidata.org/wiki/Q380679","display_name":"Dynamic programming","level":2,"score":0.7278894782066345},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6282185316085815},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5898704528808594},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.5679335594177246},{"id":"https://openalex.org/C58166","wikidata":"https://www.wikidata.org/wiki/Q224821","display_name":"Fuzzy logic","level":2,"score":0.5607330799102783},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5459976196289062},{"id":"https://openalex.org/C2776291640","wikidata":"https://www.wikidata.org/wiki/Q2912517","display_name":"Value (mathematics)","level":2,"score":0.5389367938041687},{"id":"https://openalex.org/C137631369","wikidata":"https://www.wikidata.org/wiki/Q7617831","display_name":"Stochastic programming","level":2,"score":0.5254713296890259},{"id":"https://openalex.org/C94128290","wikidata":"https://www.wikidata.org/wiki/Q963287","display_name":"Value at risk","level":3,"score":0.46179652214050293},{"id":"https://openalex.org/C2776517139","wikidata":"https://www.wikidata.org/wiki/Q873442","display_name":"Asset management","level":2,"score":0.45123064517974854},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.4309481978416443},{"id":"https://openalex.org/C2778029271","wikidata":"https://www.wikidata.org/wiki/Q5421931","display_name":"Extension (predicate logic)","level":2,"score":0.42577123641967773},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.25745391845703125},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.12283390760421753},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.10363107919692993},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.09238377213478088},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.0},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.0},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/cist.2018.8596615","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cist.2018.8596615","pdf_url":null,"source":{"id":"https://openalex.org/S4306498311","display_name":"2018 IEEE 5th International Congress on Information Science and Technology (CiSt)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2018 IEEE 5th International Congress on Information Science and Technology (CiSt)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320334764","display_name":"Japan Society for the Promotion of Science","ror":"https://ror.org/00hhkn466"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":25,"referenced_works":["https://openalex.org/W152337849","https://openalex.org/W406138538","https://openalex.org/W1483175286","https://openalex.org/W1488963463","https://openalex.org/W1595920222","https://openalex.org/W1976658031","https://openalex.org/W2007551252","https://openalex.org/W2009721924","https://openalex.org/W2016101780","https://openalex.org/W2019291268","https://openalex.org/W2037476906","https://openalex.org/W2039796074","https://openalex.org/W2056010438","https://openalex.org/W2069134058","https://openalex.org/W2148675883","https://openalex.org/W2166134957","https://openalex.org/W2171715801","https://openalex.org/W2277886313","https://openalex.org/W2404754871","https://openalex.org/W2912565176","https://openalex.org/W4211007335","https://openalex.org/W4254535626","https://openalex.org/W4292158025","https://openalex.org/W6613986365","https://openalex.org/W6635602977"],"related_works":["https://openalex.org/W175006096","https://openalex.org/W2086136595","https://openalex.org/W1518635954","https://openalex.org/W3092334672","https://openalex.org/W2599556035","https://openalex.org/W1590308505","https://openalex.org/W2150542653","https://openalex.org/W3116776104","https://openalex.org/W2058868784","https://openalex.org/W2067733412"],"abstract_inverted_index":{"A":[0,50],"dynamic":[1,19,32,47],"portfolio":[2,20],"allocation":[3],"is":[4,29,65],"discussed":[5],"in":[6],"asset":[7],"management":[8],"with":[9],"fuzziness.":[10],"By":[11,31],"perception-based":[12],"extension":[13],"for":[14,22,46],"fuzzy":[15,26],"random":[16,27],"variables,":[17],"a":[18,66],"model":[21],"average":[23,63],"value-at-risks":[24],"of":[25,42],"variables":[28],"introduced.":[30],"programming":[33],"and":[34],"mathematical":[35],"programming,":[36],"this":[37],"paper":[38],"derives":[39],"analytical":[40],"solutions":[41],"the":[43,58,62],"optimization":[44],"problem":[45],"worst":[48],"scenarios.":[49],"few":[51],"numerical":[52],"examples":[53],"are":[54],"given":[55],"to":[56],"discuss":[57],"results.":[59],"We":[60],"find":[61],"value-at-risk":[64],"more":[67],"reasonable":[68],"criterion":[69],"than":[70],"value-at-risk.":[71]},"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}