YUKIKO ORITO

Last Updated :2021/11/01

Affiliations, Positions
Graduate School of Humanities and Social Sciences, Associate Professor
E-mail
orito(at)hiroshima-u.ac.jp
Self-introduction
I am focusing on algorithms of Evolutionary Computation for constrained optimization problems.

Basic Information

Major Professional Backgrounds

  • 2003/04/01, 2009/08/31, Ashikaga Institute of Technology, Lecturer
  • 2009/09/01, 2015/12/31, Hiroshima University, Graduate School of Social Sciences, Lecturer
  • 2016/01/01, 2020/03/31, Hiroshima University, Graduate School of Social Sciences, Associate Professor

Academic Degrees

  • Doctor of Engineering, Tokyo Metropolitan Institute of Technology
  • Master of Engineering, Tokyo Metropolitan Institute of Technology

Educational Activity

  • [Bachelor Degree Program] School of Economics : Economics : Economic Analysis
  • [Bachelor Degree Program] School of Economics : Economics : Economics and Management
  • [Master's Program] Graduate School of Humanities and Social Sciences : Division of Humanities and Social Sciences : Economics Program
  • [Doctoral Program] Graduate School of Humanities and Social Sciences : Division of Humanities and Social Sciences : Economics Program

Research Fields

  • Informatics;Human informatics;Soft computing

Research Keywords

  • Evolutionary Algorithm
  • Economic Modeling

Educational Activity

Course in Charge

  1. 2021, Liberal Arts Education Program1, 2Term, Introduction to Information and Data Sciences
  2. 2021, Liberal Arts Education Program1, 1Term, Introductory Seminar for First-Year Students
  3. 2021, Liberal Arts Education Program1, 1Term, Introductory Seminar for First-Year Students
  4. 2021, Liberal Arts Education Program1, 1Term, Introductory Seminar for First-Year Students
  5. 2021, Liberal Arts Education Program1, 1Term, Introductory Seminar for First-Year Students
  6. 2021, Liberal Arts Education Program1, 1Term, Introductory Seminar for First-Year Students
  7. 2021, Liberal Arts Education Program1, 1Term, Introductory Seminar for First-Year Students
  8. 2021, Liberal Arts Education Program1, 1Term, Introductory Seminar for First-Year Students
  9. 2021, Liberal Arts Education Program1, 1Term, Introductory Seminar for First-Year Students
  10. 2021, Liberal Arts Education Program1, 1Term, Introductory Seminar for First-Year Students
  11. 2021, Undergraduate Education, 3Term, Mathematics for Economics
  12. 2021, Graduate Education (Master's Program) , 2Term, Science History for Humanities and Social Sciences
  13. 2021, Graduate Education (Master's Program) , 2Term, Science History for Humanities and Social Sciences
  14. 2021, Graduate Education (Master's Program) , 2Term, Science History for Humanities and Social Sciences
  15. 2021, Graduate Education (Master's Program) , 3Term, Economic Information Analysis
  16. 2021, Graduate Education (Master's Program) , Academic Year, Special Topics
  17. 2021, Graduate Education (Master's Program) , Academic Year, Special Topics
  18. 2021, Graduate Education (Master's Program) , First Semester, Special Seminar on Economics Program I
  19. 2021, Graduate Education (Master's Program) , Second Semester, Special Seminar on Economics Program

Research Activities

Academic Papers

  1. On a Formulation of the Financial Time Series with Chaotic Dynamics, Proceedings of the 3rd International Conference on Engineering Design and Automation (EDA), pp.16-21, 199908
  2. Two Chaotic Approaches for Financial Time Series, Proceedings of the Institute for Operations Research and the Management Sciences 2000 (INFORMS), 7pp, 200003
  3. Stochastic and Chaotic Modeling for Financial Time Series, Proceedings of the 4th International Conference on Engineering Design and Automation (EDA), 7pp, 200008
  4. Modeling for the Hedge in an Option Transaction, Proceedings of the 3rd Asia-Pacific Conference on Industrial Engineering and Management Systems (APIEMS), pp.111-115, 200012
  5. Index Fund Portfolio Selection by Using GA (EDA), Proceedings of the 5th International Conference on Engineering Design and Automation (EDA), pp.1060-1065, 200108
  6. Index Fund Portfolio Selection by Using GA, Proceedings of International Conference on Computational Intelligence and Multimedia Applications (ICCIMA), pp.118-122, 200111
  7. Index Fund Selections with Genetic Algorithms and Heuristic Approaches, Proceedings of the 4th Asia-Pacific Conference on Simulated Evolution and Learning (SEAL), 5pp, 200211
  8. Index Fund Selections with Genetic Algorithms and Heuristic Classifications, Computer and Industrial Engineering, Vol.45, No.1, pp.97-109, 200306
  9. (SCI) Index Fund Selections with GAs and Classifications Based on Turnover, Proceedings of the 7th World Multiconference on Systemics, Cybernetics and Informatics (SCI), 4pp, 200307
  10. Index Fund Selections with GAs and Classifications Based on Turnover (IES), Proceedings of the 10th Asia-Pacific Workshop on Intelligent and Evolutionary Systems (IES), 201-204, 200311
  11. Usefulness of Index Fund Selections with GA, Proceedings of the 33rd International Conference on Computers and Industrial Engineering (ICCIE), 6pp, 200403
  12. Index Fund Selections with GAs and Classifications Based on Turnover, 200410
  13. Evaluating Efficiency of Index Fund Selections with GA, Proceedings of the 5th Asia-Pacific Conference on Industrial Engineering and Management Systems (APIEMS), 8pp, 200412
  14. Evaluating Efficiency of Index Fund Selections Over the Fund's Future, Proceedings of the 4th International Conference on Computational Intelligence in Economics and Finance (CIEF), pp.1154-1157, 200507
  15. Index Fund Optimization Using GA Based on Coefficients of Determination, Proceedings of the 5th IEEE/ACIS International Conference on Computer and Information Science (ICCIS), pp.412-417, 200607
  16. Index Fund Optimization Using Genetic Algorithm and Scatter Diagram Based on Coefficient of Determination, Proceedings of the 10th Asia-Pacific Workshop on Intelligent and Evolutionary Systems (IES), pp.157-163, 200611
  17. Evaluating the Efficiency of Index Fund Selections Over the Fund's Future Period, Computational Intelligence in Economics and Finance, Vol.2, pp.157-168, Springer, [selected paper from CIEF 2005], 200707
  18. Index Fund Optimization Using a Standard Genetic Algorithm and a Heuristic Local Search, Proceedings of the 6th International Conference on Computational Intelligence in Economics and Finance (CIEF), pp.466-472, 200707
  19. Index Fund Optimization Using a Genetic Algorithm and a Heuristic Local Search Algorithm on Scatter Diagrams, Proceedings of the 2007 IEEE Congress on Evolutionary Computation (CEC), pp.2562-2568, 200709
  20. Non-fixed Index Fund Optimization Using a Genetic Algorithm, Proceedings of the 11th Asia-Pacific Workshop on Intelligent and Evolutionary Systems (IES), 7pp, 200711
  21. (APIEMS) Index Fund Optimization Using a Genetic Algorithm and a Heuristic Local Search Algorithm, Proceedings of the 8th Asia Pacific Industrial Engineering and Management System (APIEMS), 10pp, 200712
  22. Index Fund Optimization with High Performance Based on a Genetic Algorithm, Proceedings of the 8th Asia Pacific Industrial Engineering and Management System (APIEMS), 7pp, 200712
  23. Index Fund Rebalancing with Minimum Cost by Using Genetic Algorithm, Proceedings of the 9th Asia Pacific Industrial Engineering and Management System (APIEMS), pp.182-189, 200812
  24. Dynamic Asset Portfolio Optimization by Using Genetic Algorithm, Proceedings of the 9th Asia Pacific Industrial Engineering and Management System (APIEMS), pp.190-196, 200812
  25. Dynamic Asset Portfolio Optimization by a Heuristic GA-based Method, Proceedings of the 7th International Conference on Computational Intelligence in Economics and Finance (CIEF), 7pp, 200812
  26. An Agent-based Model for Portfolio Optimizations in a Tight Problem, Proceedings of the 7th International Conference on Computational Intelligence in Economics and Finance (CIEF), 7pp, 200812
  27. Index Fund Optimization Using Genetic Algorithm and Scatter Diagram Based on Coefficients of Determination, Intelligent and Evolutionary Systems, Studies in Computational Intelligence, Vol.187, pp.1-11, Springer, [selected paper from IES 2006], 200902
  28. Dynamic Index Fund Optimization by a Heuristic GA Method Based on Correlation Coefficients, New Advances in Intelligent Decision Technologies; Results of the 1st KES International Symposium IDT 2009 (KES-IDT), Studies in Computational Intelligence, Vol.199, pp.575-584, Springer, 200904
  29. Evaluating the Efficiency of Portfolios Using New Investment Strategy Indices Based on Information Ratio, Proceedings of the 10th Asia Pacific Industrial Engineering and Management System (APIEMS), pp.1138-1145, 200912
  30. Index Fund Rebalancing Using Probabilistic Model-building Genetic Algorithm with Narrower Width Histograms, Proceedings of WCCI 2010 IEEE World Congress on Computational Intelligence, IEEE Congress on Evolutionary Computation (WCCI/CEC), pp.2974-2979, 201007
  31. Extended Information Ratio Proposal for Portfolio Optimization Based on Market Dynamics, Proceedings of SICE Annual Conference 2010 (SICE), pp.1180-1186, 201008
  32. Proposing Asset Selection Model by Multivariate Statistics Based on Management Indices, Proceedings of the 14th Asia Pacific Symposium on Intelligent and Evolutionary Systems (IES), pp.159-164, 201011
  33. Dynamic Asset Selection by Using Mathematical Properties of Information Ratio, Proceedings of the 14th Asia Pacific Symposium on Intelligent and Evolutionary Systems (IES), pp.165-171, 201011
  34. Extended Multi-factor Model Using Financial Statements for Asset Selection Problem, Proceedings of the 2nd JAMS/JAIMS International Conference on Business & Information (ICBI), pp.135-140, 201109
  35. Proposing Effective Properties of Information Ratio for Asset Selection Problem, Proceedings of the 2nd JAMS/JAIMS International Conference on Business & Information (ICBI), pp.173-178, 201109
  36. Portfolio Optimizations Including Short Position by Genetic Algorithm, Proceedings of the 2nd JAMS/JAIMS International Conference on Business & Information (ICBI), pp.179-184, 201109
  37. Portfolio Multi-objective Optimization by Non-dominated Sorting Probabilistic Model-building Genetic Algorithm with Fixed Width Histograms, Proceedings of the 2nd JAMS/JAIMS International Conference on Business & Information (ICBI), pp.235-240, 201109
  38. A New Equality Constraint-handling Technique: Unconstrained Search Space Proposal for Equality Constrained Optimization Problem, Proceedings of the 18th Asia Pacific Symposium on Intelligent and Evolutionary Systems (IES), Proceedings in Adaptation, Learning and Optimization, Vol.2, pp.453-464, Springer, 201411
  39. A Study on Neighborhood and Temperature in Multi-step Crossover Fusion for Tree Structure, Proceedings of the 18th Asia Pacific Symposium on Intelligent and Evolutionary Systems (IES), Proceedings in Adaptation, Learning and Optimization, Vol.2, pp.519-531, Springer, 201411
  40. Unsupervised Multiobjective Design for Weighted Median Filters Using Genetic Algorithm, Proceedings of 2014 IEEE Symposium Series on Computational Intelligence (SSCI), pp.122-129, 201412
  41. Cleaner Production Technology and Emission Tax in a Differentiated Duopoly, Discussion Paper Series, Faculty of Economics, Hiroshima University, No.2015-2, pp.1-22, [discussion paper], 201503
  42. An Efficient Interactive Evolutionary Computation with Partial Solution Evaluation: A Case Study on Menu Planning Problem, Proceedings of the Workshop on New Directions of Evolutionary Computation and Intelligent Systems, The Workshop at the 2015 IEEE Congress on Evolutionary Computation (CEC Workshop), pp.26, 201505
  43. Equality Constraint-handling Technique with Various Mapping Points: The Case of Portfolio Replication Problem, Proceedings of the 2015 IEEE Congress on Evolutionary Computation (CEC), pp.2573-2580, 201505
  44. Equality Constrained Long-Short Portfolio Replication by Using Probabilistic Model-building GA, Proceedings of WCCI 2012 IEEE World Congress on Computational Intelligence, IEEE Congress on Evolutionary Computation (WCCI/CEC), pp.513-520, 201206
  45. Equality Constrained Long-Short Portfolio Replication by Using Probabilistic Model-building GA with MCMC Method, Proceedings of the 11th International Conference of Industrial Management (ICIM), pp.450-456, 201208
  46. EDA with Switching Distributions for Long-Short Portfolio Replication Problems, Proceedings of 2013 IEEE International Conference on Systems, Man, and Cybernetics (SMC), pp.427-432, 201310
  47. A New Population Initialization Approach Based on Bordered Hessian for Portfolio Optimization Problems, Proceedings of 2013 IEEE International Conference on Systems, Man, and Cybernetics (SMC), pp.1341-1346, 201310
  48. A Plus Alpha Model Proposal for Long-Short Portfolio Replication Based on Genetic Algorithms, Proceedings of the 14th Asia Pacific Industrial Engineering and Management System (APIEMS), 8pp, 201312
  49. Dimension Reduction EA for Portfolio Replication Problem: Search Space Change by Fixing Important Variables, Proceedings of Joint 8th International Conference on Soft Computing and Intelligent Systems and 17th International Symposium on Advanced Intelligent Systems (SCIS/ISIS), pp.22-25, 201608
  50. Meal Entropy Proposal for Consecutive Meals Planning, Proceedings of The Fifth Asian Conference on Information Systems (ACIS), pp.106-113, 201610
  51. Consumption Loan Planning by Using Memetic Algorithm, Proceedings of 2017 International Conference on Intelligent Systems, Metaheuristics and Swarm Intelligence (ISMSI), pp.6-10, 201703
  52. Empirical Analysis of Volatility Forecasting Model Based on Genetic Programming, Proceedings of 2017 International Conference on Intelligent Systems, Metaheuristics and Swarm Intelligence (ISMSI), pp.74-77, 201703
  53. Adaptive GA-based AR-Hidden Markov Model for Time Series Forecasting, Proceedings of the 2017 IEEE Congress on Evolutionary Computation (CEC), pp.665-672, 201706
  54. Effectiveness of Evaluation Function and Permutation GA in Multimodal Consecutive Meals Planning, Proceedings of 18th IEEE/ACIS International Conference on Software Engineering, Artificial Intelligence, Networking and Parallel/Distributed Computing (SNPD), pp.639-644, 201706
  55. Consecutive Meals Planning by Using Permutation GA: Evaluation Function Proposal for Measuring Appearance Order of Meal's Characteristics, Proceedings of the 8th International Conference on Swarm Intelligence (ICSI), Advances in Swarm Intelligence, Part I, LNCS 10385, pp.370-377, Springer, 201707
  56. Consecutive Meals Planning by Using Permutation GA: The Case of Three Meal's Characteristics, Information Engineering Express, International Institute of Applied Informatics, Vol.3, No.3, pp.1-10, [selected paper from ACIS 2016], 201709
  57. Index Fund Optimization Using a Genetic Algorithm and a Heuristic Local Search, Electronics and Communications in Japan, Vol.93, No.10, pp.42-52, 201009
  58. Search Space Reduction Approach in Evolutionary Algorithms: The Case of High-dimensional Portfolio Replication Problem, Proceedings of 2017 IEEE International Conference on Systems, Man, and Cybernetics (SMC), pp.554-559, 201710
  59. Effectiveness of Iterative Asset Selection Based on Bordered Hessian for Portfolio Optimization Problems, Proceedings of 2017 IEEE International Conference on Systems, Man, and Cybernetics (SMC), pp.2040-2044, 201710
  60. Equality Constraint-handling Technique with Variables Grouping in EA for Large Scale Global Optimization, Proceedings of 2018 IEEE International Conference on Systems, Man, and Cybernetics (SMC), pp.274-279, 201810
  61. Edge Assembly Crossover Using Multiple Parents for Traveling Salesman Problem, Proceedings of Joint 10th International Conference on Soft Computing and Intelligent Systems and 19th International Symposium on Advanced Intelligent Systems (SCIS/ISIS), pp.474-477, 201812
  62. Search Space Reduction Model with Trigonometric Function for Linear Equality Constraint-handling: The Case of Portfolio Replication Problem, Proceedings of the 2019 IEEE Congress on Evolutionary Computation (CEC), pp.1051-1057, 201906
  63. Variable Orders Verification for Evolutionary Computation Solutions on Consecutive Meals Planning, Proceedings of the 14th International Conference on Innovative Computing, Information and Control (ICICIC), pp.109-110, 201908
  64. EDA with Hamming Distance for Consumption-Loan Planning in Experimental Economics, Companion Volume of the Genetic and Evolutionary Computation Conference (GECCO), pp.73-74, 201907
  65. Edge Assembly Crossover with Tabu for Traveling Salesman Problem, Proceedings of 2020 IEEE World Congress on Computational Intelligence, IEEE Congress on Evolutionary Computation (WCCI/CEC), 6pp, 202007

Publications such as books

  1. 2019/05, Theoretical and Empirical Analysis in Environmental Economics (Chapter 3: Emission Taxation and Investment in Cleaner Production: The Case of Differentiated Duopoly), Springer, pp.35-48, [book chapter], 2019, Yasunori Ouchida, Makoto Okamura, Yukiko Orito
  2. 2010/10, Multi-Agent Applications with Evolutionary Computation and Biologically Inspired Technologies: Intelligent Techniques for Ubiquity and Optimization (Chapter 2: An Agent-Based Model for Portfolio Optimization Using Search Space Splitting), IGI Global, pp.19-33, [book chapter], Yukiko Orito, Yasushi Kambayashi, Yasuhiro Tsujimura, Hisashi Yamamoto

External Funds

Acceptance Results of Competitive Funds

  1. 2020/04, 2023/03
  2. 2018/04, 2021/03
  3. 2017/04, 2020/03
  4. 2015/04, 2018/03
  5. 2013/04, 2015/03
  6. 2011/02, 2012/01
  7. 2008/04, 2010/03