Presentations
Hibiki, Norio
21-40 items (total 41)
Estimating Forward Looking Return Distribution with the Generalized Recovery Theorem
- Speaker
- Takuya Kiriu, Masataka Itoh and Norio Hibiki
- Conference Title
- [Conference Category International presentation] Conference Title The 29th European Conference on Operational Research（Venue Poznan） Organizer The Association of European Operational Research Societies Dates 2018.07 - 2018.07
- Organizer
- The Association of European Operational Research Societies
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
Multi-Period Investment Policy for Corporate Pension Fund with Sponsoring Company
- Speaker
- KAWAGUCHI MUNEKI, HIBIKI NORIO
- Conference Title
- [Conference Category International presentation] Conference Title The 27th European Conference on Operational Research（Venue Glasgow, Scotland） Organizer The Association of European Operational Research Societies Dates 2015.07 - 2015.07
- Organizer
- The Association of European Operational Research Societies
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
Optimal Pair Trading Strategy for Actual Fund Management using Derivative Free Optimization
- Speaker
- YAMAMOTO REI, HIBIKI NORIO
- Conference Title
- [Conference Category International presentation] Conference Title The 27th European Conference on Operational Research（Venue Glasgow, Scotland） Organizer The Association of European Operational Research Societies Dates 2015.07 - 2015.07
- Organizer
- The Association of European Operational Research Societies
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
Optimal Multiple Pairs Trading Strategy using Derivative Free Optimization under Actual Fund Management
- Speaker
- YAMAMOTO REI, HIBIKI NORIO
- Conference Title
- [Conference Category International presentation] Conference Title The 28th European Conference on Operational Research（Venue Poznan） Organizer The Association of European Operational Research Societies Dates 2016.07 - 2016.07
- Organizer
- The Association of European Operational Research Societies
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
Effect of Firm Age in Credit Scoring Model for the Loans to the Self-employed
- Speaker
- Norio Hibiki, Kenzo Ogi and Yuichi Utsumi
- Conference Title
- [Conference Category International presentation] Conference Title INFORMS International 2019（Venue Cancun） Organizer INFORMS Dates 2019.06 - 2019.06
- Organizer
- INFORMS
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
Generalized Recovery Theorem を用いた収益率分布の推定方法－観測データを用いた先験情報の設定－
- Speaker
- 伊藤雅剛，霧生 拓也, 枇々木 規雄
- Conference Title
- [Conference Category Domestic presentation] Dates 2018.03.02 - 2018.03.02
- Organizer
- 日本金融・証券計量・工学学会
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
主観的評価指標が生存率に及ぼす影響の分析とリタイアメント・プランニングへの応用
- Speaker
- 伊藤希, 枇々木規雄
- Conference Title
- Dates 2017.09.16 - 2017.09.16
- Invitation Status
- Without
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
Multi-period Optimization Model with Downside Risk for Market Order Execution
- Speaker
- HIBIKI NORIO, SHUNICHI TAKENOBU
- Conference Title
- [Conference Category International presentation] Conference Title IFORS 2017（Venue Barcelona） Organizer IFORS Dates 2017.07 - 2017.07
- Organizer
- IFORS
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
Generalized Recovery Theorem を用いた収益率分布の推定方法
- Speaker
- 伊藤雅剛，霧生 拓也, 枇々木 規雄
- Conference Title
- [Conference Category Domestic presentation] Dates 2017.02.18 - 2017.02.18
- Organizer
- 日本金融・証券計量・工学学会
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
Simulation Analysis for Evaluating Risk-sharing Pension Plans
- Speaker
- HIBIKI NORIO, ONO MASAAKI
- Conference Title
- [Conference Category International presentation] Conference Title PBSS Webinar Organizer The Pensions, Benefits and Social Security Section of the International Actuarial Association Dates 2016.12 - 2016.12
- Organizer
- The Pensions, Benefits and Social Security Section of the International Actuarial Association
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Public lecture, seminar, tutorial, course, or other speech
銀行勘定の金利リスク管理モデル －修正期間収益アプローチと経済価値アプローチの比較－
- Speaker
- 岩熊 淳太, 枇々木 規雄
- Conference Title
- [Conference Category Domestic presentation] Dates 2016.01.25 - 2016.01.25
- Organizer
- 日本金融・証券計量・工学学会
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
小企業のEL推計における業歴の有効性
- Speaker
- 尾木 研三, 戸城 正浩, 枇々木 規雄
- Conference Title
- [Conference Category Domestic presentation] Dates 2016.01.25 - 2016.01.25
- Organizer
- 日本金融・証券計量・工学学会
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
Recovery Theorem を用いた Forward Looking な収益率の推定方法
- Speaker
- 霧生 拓也, 枇々木 規雄
- Conference Title
- [Conference Category Domestic presentation] Dates 2016.01.24 - 2016.01.24
- Organizer
- 日本金融・証券計量・工学学会
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
小規模企業向け信用スコアリングモデルにおける業歴の頑健性と経営者の個人資産との関係性
- Speaker
- 尾木 研三, 戸城 正浩, 枇々木 規雄
- Conference Title
- [Conference Category Domestic presentation] Dates 2014.08.01 - 2014.08.01
- Organizer
- 日本金融・証券計量・工学学会
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
Multi-period Stochastic Programming Model for State-Dependent Asset Allocation with CVaR
- Speaker
- HIBIKI NORIO, HIRANO SHINYA
- Conference Title
- [Conference Category International presentation] Conference Title IFORS 2014（Venue Barcelona） Organizer IFORS Dates 2014.07 - 2014.07
- Organizer
- IFORS
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
Optimal Symmetric No-trade Ranges in Asset Rebalancing Strategy with Transaction Costs, -An application to the Government Pension Investment Fund in Japan-
- Speaker
- HIBIKI NORIO, YAMAMOTO REI
- Conference Title
- [Conference Category International presentation] Conference Title INFORMS International 2013（Venue Rome） Organizer INFORMS Dates 2013.07 - 2013.07
- Organizer
- INFORMS
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
取引コストを考慮した最適資産配分問題 － DFO手法を用いた最適乖離許容領域の決定－
- Speaker
- 枇々木 規雄, 山本 零, 田辺 隆人, 今井 義弥
- Conference Title
- [Conference Category Domestic presentation] Dates 2013.01.26 - 2013.01.26
- Organizer
- 日本金融・証券計量・工学学会
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
小企業向け保全別回収率モデルの構築と実証分析
- Speaker
- 尾木 研三, 戸城 正浩, 枇々木 規雄
- Conference Title
- [Conference Category Domestic presentation] Dates 2013.01.25 - 2013.01.25
- Organizer
- 日本金融・証券計量・工学学会
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
インプライド分布を用いた多期間最適資産配分モデル
- Speaker
- KIMURA YOSHIAKI, HIBIKI NORIO
- Conference Title
- [Conference Category Domestic presentation] Dates 2010.07.31 - 2010.07.31
- Organizer
- 日本金融・証券計量・工学学会
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
ポートフォリオ最適化のモデル開発と実務への適用
- Speaker
- HIBIKI NORIO
- Conference Title
- [Conference Category Domestic presentation] Dates 2009.12.05 - 2009.12.05
- Organizer
- 横幹連合
- Presentation Format
- Domestic presentation
- Conference Category
- Oral presentation (general)