Presentations
Yamamoto, Rei
21-40 items (total 80)
ファンド運営を意識した 最適ペアトレード戦略- DFO手法を用いた問題設計-
- Speaker
- YAMAMOTO REI
- Conference Title
- [Conference Category Domestic presentation] Dates 2015 - 2015
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
Optimal Pair Trading Strategy for Actual Fund Management using Derivative Free Optimization
- Speaker
- REI YAMAMOTO, NORIO HIBIKI
- Conference Title
- [Conference Category International presentation] Conference Title 27th European Conference on Operational Research Dates 2015 - 2015
- Invitation Status
- With
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (invited, special)
国内株式市場における超過共変動に関する実証研究
- Speaker
- YAMAMOTO REI
- Conference Title
- [Conference Category Domestic presentation] Dates 2015 - 2015
- Invitation Status
- With
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (invited, special)
Optimal Pension Fund Management under Low Interest Rate Environment using Simulation-Based Multi-Period Optimization"
- Speaker
- REI YAMAMOTO
- Conference Title
- [Conference Category International presentation] Conference Title 29th European Conference on Operational Research Dates 2018 - 2018
- Invitation Status
- With
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (invited, special)
多期間最適化を用いた低金利下での最適年金運用
- 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)
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)
変数選択方法における整数計画法の応用
- Speaker
- YAMAMOTO REI
- Conference Title
- [Conference Category Domestic presentation] Dates 2007 - 2007
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
整数計画法を用いたポートフォリオ最適化
- Speaker
- YAMAMOTO REI
- Conference Title
- [Conference Category Domestic presentation] Dates 2007 - 2007
- Invitation Status
- With
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (invited, special)
収益率分布の両裾を考慮したポートフォリオ最適化
- Speaker
- YAMAMOTO REI
- Conference Title
- [Conference Category Domestic presentation] Dates 2007 - 2007
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
絶対偏差を用いた大規模Maximal Predictability Portfolioの構築と評価
- Speaker
- YAMAMOTO REI
- Conference Title
- [Conference Category Domestic presentation] Dates 2007 - 2007
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
Maximal Predictability Portfolioの構築と評価
- Speaker
- YAMAMOTO REI
- Conference Title
- [Conference Category Domestic presentation] Dates 2006 - 2006
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
取引コストを考慮した平均・絶対偏差モデルに対する分枝限定法と整数計画法の比較・検討
- Speaker
- YAMAMOTO REI
- Conference Title
- [Conference Category Domestic presentation] Dates 2006 - 2006
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
Solving a Maximal Predictability Portfolio Model -Algorithm and Evaluation-
- Speaker
- REI YAMAMOTO, DAISUKE ISHII, HIROSHI KONNO
- Conference Title
- [Conference Category International presentation] Conference Title INFORMS International Conference Dates 2006 - 2006
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
決定係数最大化ポートフォリオの構築と評価
- Speaker
- YAMAMOTO REI
- Conference Title
- [Conference Category Domestic presentation] Dates 2006 - 2006
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
取引手数料を考慮した平均・分散モデルの効率的解法
- Speaker
- YAMAMOTO REI
- Conference Title
- [Conference Category Domestic presentation] Dates 2006 - 2006
- 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最適ペアトレード戦略 -DFO手法を用いた問題設計-
- Speaker
- YAMAMOTO REI
- Conference Title
- [Conference Category Domestic presentation] Dates 2014 - 2014
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
Excess Comevement and Investor Attention in Japan
- Speaker
- YAMAMOTO REI
- Conference Title
- [Conference Category Domestic presentation] Dates 2014 - 2014
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
Excess Comevement and Investor Attention in Japan
- Speaker
- YAMAMOTO REI
- Conference Title
- [Conference Category Domestic presentation] Dates 2014 - 2014
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
最適リバランス戦略における乖離許容幅の決定方法-公的年金積立金運用への応用-
- Speaker
- YAMAMOTO REI
- Conference Title
- [Conference Category Domestic presentation] Dates 2013 - 2013
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- 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
- NORIO HIBIKI, REI YAMAMOTO
- Conference Title
- [Conference Category International presentation] Conference Title Asia-Pacific Risk and Insurance Association 17th Annual Conference Dates 2013 - 2013
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)