Keio University

Published papers

Hibiki, Norio

21-40 items (total 105)

目標ベクトル法で想定する効用関数に関する考察

Author
HIBIKI NORIO
Publication Title
Volume 46(Issue 6) Start Page 599 - End Page 604 (Publication Date)1996/02)
Authorship Category
Single Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

DEAにおける修正クロス効率値を用いた評価法

Author
枇々木規雄
Publication Title
Magazine name Journal of the Operations Research Society of Japan Volume 41(Issue 2) Start Page 229 - End Page 244 (Publication Date)1998/06)
Authorship Category
Single Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

下方リスクを考慮したポートフォリオ最適化モデル

Author
枇々木規雄
Publication Title
Volume 16(Issue 2) Start Page 85 - End Page 114 (Publication Date)1999/02)
Authorship Category
Single Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

DEA Sensitivity Analysis by Changing a Reference Set: Regional Contribution to Japanese Industrial Development

Author
N.Hibiki and T.Sueyoshi
Publication Title
Magazine name OMEGA Volume 27(Issue 2) Start Page 139 - End Page 153 (Publication Date)1999/04)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

戦略的資産配分問題に対する多期間確率計画モデル

Author
枇々木 規雄
Publication Title
Magazine name Journal of the Operations Research Society of Japan Volume 44(Issue 2) Start Page 169 - End Page 193 (Publication Date)2001/06)
Authorship Category
Single Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

最適資産配分問題に対するシミュレーション/ツリー混合型多期間確率計画モデル

Author
枇々木 規雄
Publication Title
Start Page 89 - End Page 119 (Publication Date)2001/06)
Authorship Category
Single Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

コンパクト表現によるシミュレーション型多期間確率計画モデルの定式化

Author
枇々木 規雄
Publication Title
Magazine name Journal of the Operations Research Society of Japan Volume 45(Issue 4) Start Page 529 - End Page 549 (Publication Date)2002/12)
Role
First Author Corresponding Author
Authorship Category
Single Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

多期間ポートフォリオ最適化問題におけるモデリング技術と実装 (計算) 技術の重要性

Author
枇々木規雄, 田辺隆人
Publication Title
Start Page 81 - End Page 114 (Publication Date)2003/06)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

多期間最適化手法を用いた世帯の資産形成モデル

Author
HIBIKI NORIO, KOMORIBAYASHI KATSUYA, TOYODA NOBUKO
Publication Title
Volume 1(Issue 1) Start Page 45 - End Page 68 (Publication Date)2005/09)
Role
First Author Corresponding Author
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

Multi-period Stochastic Optimization Models for Dynamic Asset Allocation

Author
HIBIKI NORIO
Publication Title
Magazine name Journal of Banking and Finance Volume 30(Issue 2) Start Page 365 - End Page 390 (Publication Date)2006/02)
Authorship Category
Single Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

多期間最適資産形成モデル -実践的なモデルへの拡張-

Author
HIBIKI NORIO, KOMORIBAYASHI KATSUYA
Publication Title
Volume 2(Issue 1) Start Page 3 - End Page 31 (Publication Date)2006/09)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

研究開発プロジェクト選択問題に対する平均・分散アプローチによる資本予算モデル

Author
枇々木 規雄
Publication Title
Magazine name Transactions of the Operations Research Society of Japan Start Page 15 - End Page 41 (Publication Date)2007/12)
Authorship Category
Single Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

線形価格インパクト関数を用いた最適執行戦略

Author
枇々木 規雄
Publication Title
Magazine name Transactions of the Operations Research Society of Japan Start Page 100 - End Page 122 (Publication Date)2007/12)
Authorship Category
Single Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

Multi-period optimization model for a household, and optimal insurance design

Author
Norio Hibiki
Publication Title
Magazine name Journal of the Operations Research Society of Japan Volume 50(Issue 4) Start Page 463 - End Page 487 (Publication Date)2007/12)
Authorship Category
Single Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

小企業向けスコアリングモデルにおける業歴の有効性

Author
HIBIKI NORIO, OGI KENZO, TOSHIRO MASAHIRO
Publication Title
Start Page 83 - End Page 116 (Publication Date)2010/03)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

教育ローンの信用スコアリングモデル

Author
HIBIKI NORIO, OGI KENZO, TOSHIRO MASAHIRO
Publication Title
Start Page 136 - End Page 165 (Publication Date)2011/04)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

銀行の流動性預金残高と満期の推定モデル

Author
KAMITAKE HARUKI, HIBIKI NORIO
Publication Title
Start Page 196 - End Page 223 (Publication Date)2011/04)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

多期間最適化モデルを用いた保険ALM戦略

Author
NISHIMURA TOSHIO, HIBIKI NORIO
Publication Title
Volume 5(Issue 1) Start Page 1 - End Page 27 (Publication Date)2011/04)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

株式制度信用取引における逆日歩予測に関する研究

Author
SEKITO HIDEKI, HIBIKI NORIO
Publication Title
Volume 49(Issue 7) Start Page 71 - End Page 83 (Publication Date)2011/07)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

信用スコアリングモデルにおけるマクロファクターの導入と推定デフォルト確率の一致精度の改善効果

Author
枇々木 規雄, 尾木 研三, 戸城 正浩
Publication Title
Magazine name Transactions of the Operations Research Society of Japan Start Page 42 - End Page 65 (Publication Date)2012/12)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With