Presentations
Imai, Junichi
61-80 items (total 171)
2022.12
パンデミック債の価格評価モデル
- Speaker
- 四ノ宮裕貴, 今井潤一
- Conference Title
- [Conference Category Domestic presentation] Dates 2022.12.03 - 2022.12.04
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- International Co-authorship
- No
- Conference Category
- Oral presentation (general)
2023.03
The effect of both sides operational flexibility in capacity investment under model uncertainty
- Speaker
- Junichi imai, Motoh Tsujimura
- Conference Title
- [Conference Category Domestic presentation] Dates 2023.03.06 - 2023.03.08
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
2023.03
パンデミック債の価格評価モデル
- Speaker
- 四ノ宮裕貴, 今井潤一
- Conference Title
- [Conference Category Domestic presentation] Dates 2023.03.06 - 2023.03.08
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- International Co-authorship
- No
- Conference Category
- Oral presentation (general)
2022.03
A numerical method for hedging a Bermudan option under model uncertainty
- Speaker
- 今井潤一
- Conference Title
- [Conference Category Domestic presentation] Dates 2022.03.17 - 2022.03.18
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- International Co-authorship
- No
- Conference Category
- Oral presentation (general)
2022.02
Dimension Reduction for a Quasi-Monte Carlo Method via Quadratic Regression
- Speaker
- Junichi Imai
- Conference Title
- [Conference Category Domestic presentation] Dates 2022.02.18 - 2022.02.19
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- English
- International Co-authorship
- No
- Conference Category
- Oral presentation (general)
2023.02
Dimension Reduction via Neural Network for Enhancing Quasi-Monte Carlo Method
- Speaker
- 今井潤一
- Conference Title
- [Conference Category Domestic presentation] Dates 2023.02.18 - 2023.02.19
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- International Co-authorship
- No
- Conference Category
- Oral presentation (general)
A Numerical Method for Hedging Bermudan Options under Model Uncertainty
- Speaker
- Junichi Imai
- Conference Title
- [Conference Category Domestic presentation] Conference Title 第53回 2020年度夏季JAFEE大会（Venue Zoom によるオンライン開催） Organizer JAFEE Dates 2020.08.29 - 2020.08.29
- Organizer
- JAFEE
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
Valuing Investments in Digital Business Transformation
- Speaker
- Robin Schneider, Junichi Imai
- Conference Title
- [Conference Category International presentation] Conference Title The 22nd Annual International Conference on Real Options（Venue Düsseldorf, Germany） Dates 2018.06.21 - 2018.06.21
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
リアルオプション分析におけるソフトウェアの活用
- Speaker
- 今井潤一
- Conference Title
- [Conference Category Domestic presentation] Conference Title 日本リアルオプション学会 JAROS2018（Venue 東京経済大学） Dates 2018.12.02 - 2018.12.02
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Public lecture, seminar, tutorial, course, or other speech
Innovation in Digital Economy: Digital Transformation of Business Models
- Speaker
- Robin Schneider and Junichi Imai
- Conference Title
- [Conference Category International presentation] Conference Title Managerial Workshop on INNOVATION & PUBLIC POLICY（Venue King’s College London, UK） Organizer International Real Options Conference Dates 2019.06.26 - 2019.06.26
- Organizer
- International Real Options Conference
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
Solving Optimal Investment Decisions under Ambiguity: ADPRL Approach
- Speaker
- 今井潤一
- Conference Title
- [Conference Category Domestic presentation] Conference Title 日本リアルオプション学会 研究発表大会（Venue 神奈川大学） Organizer 日本リアルオプション学会 Dates 2019.11.30 - 2019.11.30
- Organizer
- 日本リアルオプション学会
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
Estimating Parameters for Technology Investments: An Application to 3D Printing Technologies
- Speaker
- Robin Schneider, 平川仁志, 細田昴, 金熔, 今井潤一
- Conference Title
- [Conference Category Domestic presentation] Conference Title 日本リアルオプション学会 研究発表大会（Venue 神奈川大学） Dates 2019.12.01 - 2019.12.01
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
User-based Valuation of Digital Business Models
- Speaker
- Robin Schneider, Junichi Imai
- Conference Title
- [Conference Category Domestic presentation] Conference Title 日本リアルオプション学会 研究発表大会（Venue 神奈川大学） Dates 2019.12.01 - 2019.12.01
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
Reference-dependent Expected Shortfall: new descriptive risk measures consistent with Prospect theory
- Speaker
- Sumito Onozaki, Junichi Imai
- Conference Title
- [Conference Category International presentation] Conference Title Quantitative Methods in Finance 2017 (QMF2017) Dates 2017.12.14 - 2017.12.14
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
プロスペクト確率優越に整合的なリスク尺度 Reference-dependent Expected Shortfall の提案
- Speaker
- 小野崎純人, 今井潤一
- Conference Title
- [Conference Category Domestic presentation] Dates 2017.12.02 - 2017.12.02
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
意思決定理論との整合性を考慮した記述的リスク尺度の提案
- Speaker
- 小野崎純人，今井潤一
- Conference Title
- [Conference Category Domestic presentation] Dates 2017.11.26 - 2017.11.26
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
A real option case under ambiguity
- Speaker
- 今井潤一, 福井勇太
- Conference Title
- [Conference Category Domestic presentation] Conference Title JAROS2017 Dates 2017.11.25 - 2017.11.25
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
フィナンシャル・エンジニアリングにおける準モンテカルロ法の効率化
- Speaker
- IMAI Junichi
- Conference Title
- [Conference Category Domestic presentation] Dates 2017.09.16 - 2017.09.16
- Invitation Status
- With
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Symposium, workshop panel (nominated)
Reference-dependent Expected Shortfall: a new descriptive risk measure consistent with Prospect theory
- Speaker
- Sumito Onozaki, Junichi Imai
- Conference Title
- [Conference Category International presentation] Conference Title A seminar in Statistics and Actuarial Science, University of Waterloo Dates 2017.07.25 - 2017.07.25
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Public lecture, seminar, tutorial, course, or other speech
Reference-dependent Expected Shortfall: A new measure without perceiving tail events
- Speaker
- Sumito Onozaki, Junichi Imai
- Conference Title
- Conference Title International Federation of Operational Reserch Societies (IFORS) 2017 Dates 2017.07.20 - 2017.07.20
- Invitation Status
- Without
- Language of Publication
- English
- Conference Category
- Oral presentation (general)