Faculty Profiles - KITA, Eisuke

Papers - KITA, Eisuke

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Options Valuation by Using Radial Basis Function Approximation Reviewed

Y. Goto, F. Zhai, K. Shen, and E. Kita

Engineering Analysis with Boundary Elements Vol. 31 ( 10 ) page： 836-843 2007.6

Peer Review に基づいたプログラミング実習授業支援ツールの開発 Reviewed

山梨樹里, 北　栄輔

名古屋高等教育研究 Vol. 7 page： 341-353 2007

投資家の横並び行動が市場に与える影響について

稲石良太,ZhaiFei,Shen Kan,北栄輔

第20回計算力学講演会講演論文集 page： 81-82 2007

アンカーリングする参加者の市場取引への影響について

高橋憲司,ZhaiFei,北栄輔

第20回計算力学講演会講演論文集 page： 83-84 2007

オプション評価におけるRBFの比較

何艶,北栄輔

第20回計算力学講演会講演論文集 page： 307-308 2007

電磁波による皮膚温度上昇のトレフツ解析について

平山雄一,北栄輔

第20回計算力学講演会講演論文集 page： 309-310 2007

実数値スキーマどん欲法の性能比較について

丸山崇, 北栄輔

第20回計算力学講演会講演論文集 page： 603-604 2007

SOM-GAの検討について Reviewed

Shen Kan, Zhai Fei, 北　栄輔

計算数理工学論文集 Vol. 7 ( 1 ) page： 13-18 2007

Parallel Implementation of Cellular Automata Traffic Simulator Reviewed

E. Kita, K. Takamura, and Y. Wakita

Proceedings of APCOM'07-EPMESC XI Vol. (CD-ROM) 2007

Effect of Strategic Change in Agent's Dealing Market

E. Kita, Y. Kuroda, and R. Inaishi

Proceedings of APCOM'07-EPMESC XI Vol. (CD-ROM) 2007

Evolutionary Algorithm based on Schemata Exploiter Invited

T. Maruyama and E. Kita

Innovations in Structural Engineering and Construction (Proceedings of the 4th International Structural Engineering and Construction Conference, Melbourne) Vol. 2 page： 905-910 2007

実数値型確率的スキーマ貪欲法について Reviewed

丸山崇,北栄輔

情報処理学会論文誌 Vol. 48 ( SIG19 ) page： 10-22 2007

自己組織化マップを用いた進化的最適化手法について Reviewed

Vol. 48 ( SIG15 ) page： 118-125 2007

Comparison of Radial Basis Function in Evaluating Asian Option Invited Reviewed

F. Zhai, K. Shen, and E. Kita

Proceedings of international conference on Boundary Elements and other Mesh Reduction Methods page： 133-140 2007

Authorship：Last author,　Corresponding author Language：English Publishing type：Research paper (international conference proceedings)

Some researchers presented the application of radial basis unction approximation to the evaluation of option contracts. In a previous study, the authors described the evaluation of Asian option by using radial basis function approximation. The numerical results indicated that the computational ccuracy depended on the radial basis function and the reciprocal multi-quadric function was better than the multi-quadric one. So, in this study, some radial basis functions are applied to the evaluation of the Asian option of one asset. One compares the multi-quadric, the reciprocal multi-quadric, and Gaussian functions. The results show that the reciprocal multi-quadric function and Gaussian function give better numerical results and the reciprocal ulti-quadric function is better than the others.

Evaluation of Extended Stochastic Schemata Exploiter Invited Reviewed

T. Maruyama, and E. Kita

Computer Aided Optimum Design in Engineering X (Proceedings of OPTI2007, USA) page： 45-54 2007

Authorship：Last author,　Corresponding author Language：English Publishing type：Research paper (scientific journal)

This paper describes the extended Stochastic Schemata xploiter (ESSE), which has the improved algorithm of the Stochastic Schemata Exploiter (SSE). The algorithm of the ESSE is composed of the original SSE and the ESSE operations.
There are seven ESSE algorithms. In the previous study, the authors compared seven ESSE algorithms in some test problems.
The ESSE-c1 algorithm shows the best search performance among them. In this paper, the ESSE-c1 algorithm is compared with BOA and SSE in order to confirm the features.

Cross-generational elitist selection SSE Reviewed

T. Maruyama, and E. Kita

Proc. 7th World Congress of Structural and Multidisciplinary Optimization page： CD-ROM 2007

Simulation of Traffic Flow through Toll Gate Reviewed

H. Shimizu, A. Hara, T. Tamaki, E. Kita

Computer Assisted Mechanics and Engineering Sciences Vol. 14 page： 91-106 2007

Solution of Black-Scholes Equation by Using RBF Approximation Reviewed

F. Zhai, Y. Goto, and E. Kita

Frontiers of Computational Science page： 329-332 2006

Effect of Framing Effect to Stock Price Fluctuation

E. Kita, F. Zhai, and K. Shen

Proceedings of WCCM7 Vol. CD-ROM 2006

Portfolio Selection by Using SOM-MOEA

E. Kita, F. Zhai, and K. Shen

Proceedings of WCCM7 Vol. CD-ROM 2006

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