Presentations
Yamamoto, Rei
1-20 items (total 80)
2024
2正則化と銘柄数制約を付加したMaximal Predictability Portfolioの提案と評価
- Speaker
- 田中克弘, 山本零
- Conference Title
- [Conference Category Domestic presentation] Dates 2024 - 2024
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- International Co-authorship
- No
- Conference Category
- Oral presentation (general)
2025
L2正則化と銘柄数制約を付加したMaximal Predictability Portfolioの提案と評価
- Speaker
- 田中克弘, 山本零
- Conference Title
- [Conference Category Domestic presentation] Dates 2025 - 2025
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- International Co-authorship
- No
- Conference Category
- Oral presentation (general)
2024
ESG Business Diversification and Investment Performance
- Speaker
- Yamamoto Rei, Isogai Akifumi and Nozaki Masatoshi
- Conference Title
- [Conference Category International presentation] Conference Title INFORMS Annual Meeting, 2024 Dates 2024 - 2024
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- International Co-authorship
- No
- Conference Category
- Oral presentation (general)
2023
上場事業会社とのアライアンスが IPO企業の上場前後の成長に与える影響に関する実証分析
- Speaker
- 中野龍人, 山本零
- Conference Title
- [Conference Category Domestic presentation] Dates 2023 - 2023
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- International Co-authorship
- No
- Conference Category
- Oral presentation (general)
2023
Labor Momentum Stock Selection Strategies Through Supply Chain Network
- Speaker
- Yamamoto, R, and Isogai, A.
- Conference Title
- [Conference Category International presentation] Conference Title INFORMS Annual Meeting, 2023 Dates 2023 - 2023
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- International Co-authorship
- No
- Conference Category
- Oral presentation (general)
銘柄数制約付き決定係数最大化ポートフォリオ構築問題の効率的解法
- Speaker
- 田中克弘, 山本零
- Conference Title
- [Conference Category Domestic presentation] Dates 2023 - 2023
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- International Co-authorship
- No
- Conference Category
- Oral presentation (general)
Momentum Information Propagation Through Global Supply Chain Networks
- Speaker
- Rei Yamamoto, Naoya Kawadai, Hiroshi Miyahara
- Conference Title
- [Conference Category International presentation] Conference Title INFORMS Annual Meeting Dates 2022 - 2022
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- International Co-authorship
- No
- Conference Category
- Oral presentation (general)
Identification of Best Discrimination Surface by Mixed-Integer Semi-Definite Programming for Support Vector Machine
- Speaker
- Katsuhiro Tanaka, Rei Yamamoto
- Conference Title
- [Conference Category International presentation] Conference Title 31th European Conference on Operational Research Dates 2021 - 2021
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- International Co-authorship
- No
- Conference Category
- Oral presentation (general)
Failure Discrimination and Variable Selection Problem by Mixed Integer Semi-definite Programming using Maximal Margin Hyperplane
- Speaker
- Katsuhiro Tanaka, Rei Yamamoto
- Conference Title
- [Conference Category International presentation] Conference Title The 22nd Conference of the International Federation of Operational Research Societies Dates 2021 - 2021
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- International Co-authorship
- No
- Conference Category
- Oral presentation (general)
楕円分類器と変数選択を評価できるbAUC最大化モデルによる格付分類問題への適用
- Speaker
- 田中克弘, 山本零
- Conference Title
- [Conference Category International presentation] Dates 2022 - 2022
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- Japanese
- International Co-authorship
- No
- Conference Category
- Oral presentation (general)
半正定値制約付き2次平面SVMを用いた変数選択及び信用リスク定量化モデルの効率的解法の提案
- Speaker
- 田中克弘, 山本零
- Conference Title
- [Conference Category Domestic presentation] Dates 2020 - 2020
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
株主総会における議決権行使の重要性について～取締役選任議案の実証分析～
- Speaker
- 山本零, 淺田一成
- Conference Title
- [Conference Category Domestic presentation] Dates 2020 - 2020
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
Construction of Smart Beta Index Under a Non-normal Return Distribution
- Speaker
- Yamamoto, R. and Kawadai, N.
- Conference Title
- [Conference Category International presentation] Conference Title INFORMS Annual Meeting Dates 2019 - 2019
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
An Efficient Equity Investing Model Using Smart Beta Based on Market Phase Information
- Speaker
- Rei Yamamoto
- Conference Title
- [Conference Category International presentation] Conference Title INFORMS ALIO International Conference Dates 2019 - 2019
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
An EBIT-based Structural Credit Risk Model using Bayesian Estimation
- Speaker
- REI YAMAMOTO, KAZUNARI SAWADA
- Conference Title
- [Conference Category International presentation] Conference Title 21st Conference of the International Federation of Operational Research Societies Dates 2017 - 2017
- Invitation Status
- With
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (invited, special)
ベイズ修正を用いた利益ベースの構造型信用リスクモデルの改良
- Speaker
- YAMAMOTO REI
- Conference Title
- [Conference Category Domestic presentation] Dates 2017 - 2017
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
ファンド運営を意識した下での複数ペアを用いた最適ペアトレード戦略
- Speaker
- YAMAMOTO REI
- Conference Title
- [Conference Category Domestic presentation] Dates 2016 - 2016
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
ファンド運営を意識した下での複数ペアを用いた最適ペアトレード戦略
- Speaker
- YAMAMOTO REI
- Conference Title
- [Conference Category Domestic presentation] Dates 2016 - 2016
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
企業の中期経営計画に関する特性及び株主価値との関連性について～中期経営計画データを用いた実証分析～
- Speaker
- YAMAMOTO REI
- Conference Title
- [Conference Category Domestic presentation] Dates 2016 - 2016
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
Optimal Multiple Pairs Trading Strategy using Derivative Free Optimization under Actual Fund Management Conditions
- Speaker
- REI YAMAMOTO, NORIO HIBIKI
- Conference Title
- [Conference Category International presentation] Conference Title 28th European Conference on Operational Research Dates 2016 - 2016
- Invitation Status
- With
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (invited, special)