Upper and Lower Bounds for Reliability of Connected-(1,2)-or-(2,1)-out-of-(m,n):F Lattice System, Best Practice Paper Award, Asia Pacific Industrial Engineering & Management Systems Conference 2018

Winner: Taishin Nakamura, Hisashi Yamamoto, Takashi Shinzato and Tomoaki Akiba

Apr 2017

Study of a Method to Evaluate Sorting Task Aptitude in the Process of Producing Food Products, Best paper award, Japan industrial management association

Optimal investment management for institutional investor of risk-averse type using probabilistic optimization, Best research encouragement award, Kampo Foundation

Aug 2016

Reliability of a Torus connected-(1,2)-or-(2,1)-out-of-(m,n):F Lattice System Using Markov Chain, Best Paper Award in 7th Asia-Pacific International Symposium on Advanced Reliability and Maintenance Modeling (APARM2016), Asia-Pacific International Symposium on Advanced Reliability and Maintenance Modeling

Statistical Mechanical Informatics for Portfolio Optimization Problems Including Distinct Variance, Young Researcher Award in The Institute of Electrical and Electronics Engineers (IEEE) Computational Intelligence Society Japan Chapter, The Institute of Electronics, Information and Communication Engineers

A Mathematical Model of Product Design through Integral Architecture, Young Scientists's Award in 21st International Conference on Production Research, 21st International Conference on Production Research

Winner: Dongxiao Jiang， Takashi Shinzato， Ikou Kaku and Yong Yin

Physical Review E 94(6) 062102 Dec 2016 [Refereed]

The portfolio optimization problem in which the variances of the return rates of assets are not identical is analyzed in this paper using the methodology of statistical mechanical informatics, specifically, replica analysis. We defined two charact...

Physical Review E 94(5) 052307 Nov 2016 [Refereed]

In the present paper, the primal-dual problem consisting of the investment risk minimization problem and the expected return maximization problem in the mean-variance model is discussed using replica analysis. As a natural extension of the investm...

YATING Yu, KAJIHARA Yasuhiro, TAKI Seiko, SHINZATO Takashi

J. Jpn . Ind. Manage. Assoc. 67(3) 242-251 Jan 2016

This paper applies virtual reality technology to propose a method of easily estimating sorting task aptitude. For the analysis of a sorting task, a task analysis apparatus to which actual equipment and virtual reality technology are applied was pr...

The typical behavior of optimal solutions to portfolio optimization problems with absolute deviation and expected shortfall models using replica analysis was
pioneeringly estimated by S. Ciliberti et al. [Eur. Phys. B. 57, 175 (2007)]; however, th...

In portfolio optimization problems, the minimum expected investment risk is not always smaller than the expected minimal investment risk. That is, using a well-known approach from operations research, it is possible to derive a strategy that minim...

This paper analyzes typical performance of the optimal portfolio of the meanvariance model using a random matrix approach, one of the most potent methods in the econophysics literature. In the analysis, indicators representing the risk and the con...

In past decades, methods such as quality function deployment (QFD) and the design structure matrix (DSM) have been adopted for quantitative evaluation of product design. QFD involves ideal product design that holds the maximum overall impact value...

This paper is to analyze the typical performance of Sharpe ratio of risk minimization problem which is one of the most fundamental problems in financial engineering using replica analysis. Since two constraints, held budget and expected returns, a...

電子情報通信学会技術研究報告. IBISML, 情報論的学習理論と機械学習 = IEICE technical report. IBISML, Information-based induction sciences and machine learning 112(279) 327-334 Oct 2012

The present paper is to analyze the portfolio optimization problem under the assumption which each asset may be correlated with one another and the multiple constraint conditions with respect to portfolio position are presented by using the approa...

As one of the most important property of random matrix ensemble, the asymptotic eigenvalue distribution of autocorrelation matrix which is defined by random rectangular matrix with non-identical variance components is analyzed by using replica ana...

Journal of Japan Industrial Management Association 62 164-173 Oct 2011

Measuring the optimal safety stock quantity for demand is one of the most significant issues in inventory management. However, it has not been mathematically guaranteed that it is possible to determine the optimal safety stock quantity for correla...

This study analyzes the portfolio optimization problem under the assumption of non-identical variance for each asset return, using the approach based on statistical mechanical informatics. Particularly we define two indicators for risk and dispers...

This paper presents a mathematical model to cooperate integrity into product design process. We define a function-function matrix to show the revenues of involving interfaces, and an interface-interface matrix to show the coefficients influencing ...

Developing the approach based on statistical mechanical informatics for portfolio optimization problem is one of the latest researching issues in cross-disciplinary fields including information theory, combinational optimization and statistical me...

21st International Conference on Production Research: Innovation in Product and Production, ICPR 2011 - Conference Proceedings Jan 2011

This paper presents a mathematical model to cooperate integrity into product design process. The proposed model is characterized by using the single cost of interface and the correlation cost among distinct interfaces where these costs are obtaine...

Measuring the optimal safety stock quantity for demand is one of the most significant issues in inventory management. However, it has not been mathematically guaranteed that it is possible to determine the optimal safety stock quantity for correla...

The typical behavior of optimal solutions to portfolio optimization problems with absolute deviation and expected shortfall models using replica analysis was pioneeringly estimated by S. Ciliberti and M. Mezard, however, they have not yet develope...

Journal of Physics A 42(1) 015005-90 Jan 2009 [Refereed]

Learning behavior of simple perceptrons is analyzed for a teacher–student scenario in which output labels are provided by a teacher network for a set of possibly correlated input patterns, and such that the teacher and student networks are of the ...

Journal of Physics A 41(32) 324013-90 Sep 2008 [Refereed]

In this paper, we address the problem of how many randomly labeled patterns can be correctly classified by a single-layer perceptron when the patterns are correlated with each other. In order to solve this problem, two analytical schemes are devel...

Deriving the optimal safety stock quantity with which to meet customer
satisfaction is one of the most important topics in stock management. However,
it is difficult to control the stock management of correlated marketable
merchandise when using a...

Makespan, which is defined as the time difference between the starting time
and the terminate time of a sequence of jobs or tasks, as the time to traverse
a belt conveyor system, is well known as one of the most important criteria in
scheduling pr...

We discuss replica analytic continuation using several simple models in order
to prove mathematically the validity of replica analysis, which is used in a
wide range of fields related to large scale complex systems. While replica
analysis consists...

In the present work, eigenvalue distributions defined by a random rectangular
matrix whose components are neither independently nor identically distributed
are analyzed using replica analysis and belief propagation. In particular, we
consider the ...