Iori Nakaoka

A portfolio selection by SOM and an asset allocation of risk/nonrisk assets by fuzzy reasoning using the selected brands

A portfolio is an useful method to calculate the rate of expected earnings and risks based on changes in stock prices. However, past methods such as the fundamental analysis, the technical analysis and etc. are not proposed as a decision support system available for real investments. On the other hand, speaking about the asset allocation, those methods determine asset allocation ratio using general indices such as TOPIX independently of the portfolio selections. This paper describes a novel decision support system for assisting in actual investment decisions. First, the system makes a stock investment brand selection using SOM (self-organizing maps). Secondly, the system calculates asset allocation ratio of risk/nonrisk assets using both fuzzy reasoning and the management indices of the brands selected by SOM. We apply this method to actual stock price data and show better results than those by TOPIX. Finally, we discuss an effectiveness of the proposed support system against a steep fall in stock prices, such as IT Bubble collapse that began in 2000.

Proposal of Group Decision Support System Using SOM for Purchase of Automobiles

This paper describes a group decision support system (a negotiation support system) based on Kansei of group members using SOM for automobile purchase for family. Firstly, we evaluate Kansei scores of automobiles existed in real world using Kansei engineering. Secondly, we make a SOM map based on both the Kansei scores of the real automobiles and ideal automobiles of the group members. If Kansei scores of the ideal automobiles of members are far away from each other on the SOM map, the system shows some compromise proposals to the members for negotiation. Where, the compromise proposals are made by small changes of Kansei scores of members. Finally, the Kansei scores of their ideal automobiles gather into a small area on the SOM map, then the system decides some real automobiles nearest to the area as an negotiation result of members.

Proposal of group decision support system for commodity purchase using Kansei and SOM

This paper describes a group decision support system (a negotiation support system) based on Kansei of group members using SOM. Firstly, we evaluate Kansei scores of commodities existed in the real world using Kansei Engineering. Secondly, we make a SOM map based on both the Kansei scores of the real commodities and ideal commodities of the group members. If Kansei scores of the ideal commodities of members are far away from each other on the SOM map, the system shows some compromise proposals to each member for negotiation. Where, the compromise proposals are made by small changes of Kansei scores of members. Thirdly, the Kansei scores of their ideal commodities gather into a small area on the SOM map, then the system decides some real commodities nearest to the area as a negotiation result of members. Finally, we show an usefulness of the proposed system using satisfaction rates of the members to output results of the system.