Presentations

Yamamoto, Rei

41-60 items (total 80)

Coherent Risk Minimization-based SVMs and its Application to Credit Rating

Speaker: JUNYA GOTOH, TKIKO TAKEDA, REI YAMAMOTO
Conference Title: [Conference Category International presentation] Conference Title 26th European Conference on Operational Research Dates 2013 - 2013
Invitation Status: Without
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

Speaker: NORIO HIBIKI, REI YAMAMOTO
Conference Title: [Conference Category International presentation] Conference Title 26th European Conference on Operational Research Dates 2013 - 2013
Invitation Status: With
Presentation Format: International presentation
Language of Publication: English
Conference Category: Oral presentation (general)

Rebalance Schedule Optimization of a Large Scale Portfolio under Transaction Cost

Speaker: REI YAMAMOTO, HIROSHI KONNO
Conference Title: [Conference Category International presentation] Conference Title 26th European Conference on Operational Research Dates 2013 - 2013
Invitation Status: With
Presentation Format: International presentation
Language of Publication: English
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)

コヒレント・リスク尺度最小化に基づくSVMと格付け判別への適用

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)

取引コストを考慮した大型ポートフォリオのリバランススケジュール最適化

Speaker: YAMAMOTO REI
Conference Title: Dates 2013 - 2013
Invitation Status: Without
Language of Publication: Japanese
Conference Category: Oral presentation (general)

取引コストを考慮した最適資産配分問題に対するDFOによるモデル化

Speaker: YAMAMOTO REI
Conference Title: [Conference Category Domestic presentation] Dates 2012 - 2012
Invitation Status: Without
Presentation Format: Domestic presentation
Language of Publication: Japanese
Conference Category: Oral presentation (general)

超過共変動の時系列特性分析

Speaker: YAMAMOTO REI
Conference Title: [Conference Category Domestic presentation] Dates 2012 - 2012
Invitation Status: Without
Presentation Format: Domestic presentation
Language of Publication: Japanese
Conference Category: Oral presentation (general)

Interaction between Financial Risk Measures and Machine Learning Methods

Speaker: YAMAMOTO REI
Conference Title: [Conference Category Domestic presentation] Dates 2012 - 2012
Invitation Status: With
Presentation Format: Domestic presentation
Language of Publication: Japanese
Conference Category: Oral presentation (invited, special)

取引コストを考慮した最適資産配分問題に対するDFOによるモデル化

Speaker: YAMAMOTO REI
Conference Title: [Conference Category Domestic presentation] Dates 2012 - 2012
Invitation Status: Without
Presentation Format: Domestic presentation
Language of Publication: Japanese
Conference Category: Oral presentation (general)

公的年金の負債特性を考慮した積立金運用について-実質的な運用利回りの確保と効率的な資金運用の考察-

Speaker: YAMAMOTO REI
Conference Title: [Conference Category Domestic presentation] Dates 2012 - 2012
Invitation Status: Without
Presentation Format: Domestic presentation
Language of Publication: Japanese
Conference Category: Oral presentation (general)

超過共変動の時系列特性分析

Speaker: YAMAMOTO REI
Conference Title: [Conference Category Domestic presentation] Dates 2012 - 2012
Invitation Status: Without
Presentation Format: Domestic presentation
Language of Publication: Japanese
Conference Category: Oral presentation (general)

公的年金の負債特性を考慮した積立金運用について-実質的な運用利回りの確保と効率的な資金運用の考察-

Speaker: YAMAMOTO REI
Conference Title: [Conference Category Domestic presentation] Dates 2012 - 2012
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大型ポートフォリオのリバランススケジュール最適化

Speaker: YAMAMOTO REI
Conference Title: [Conference Category Domestic presentation] Dates 2011 - 2011
Invitation Status: Without
Presentation Format: Domestic presentation
Language of Publication: Japanese
Conference Category: Oral presentation (general)

公的年金の負債特性を考慮した積立金運用について-実質的な運用利回りの確保と効率的な資金運用の考察-

Speaker: YAMAMOTO REI
Conference Title: [Conference Category Domestic presentation] Dates 2011 - 2011
Invitation Status: Without
Presentation Format: Domestic presentation
Language of Publication: Japanese
Conference Category: Oral presentation (general)

ロバストポートフォリオ最適化の活用-公的年金運用の基本ポートフォリオ構築への応用例-

Speaker: YAMAMOTO REI
Conference Title: [Conference Category Domestic presentation] Dates 2011 - 2011
Invitation Status: Without
Presentation Format: Domestic presentation
Language of Publication: Japanese
Conference Category: Oral presentation (general)

資産運用実務における数理最適化の応用

Speaker: YAMAMOTO REI
Conference Title: [Conference Category Domestic presentation] Dates 2010 - 2010
Invitation Status: With
Presentation Format: Domestic presentation
Language of Publication: Japanese
Conference Category: Oral presentation (invited, special)

新興国株式市場における割安株投資の有効性検証

Speaker: YAMAMOTO REI
Conference Title: [Conference Category Domestic presentation] Dates 2010 - 2010
Invitation Status: With
Presentation Format: Domestic presentation
Language of Publication: Japanese
Conference Category: Oral presentation (invited, special)

新興国株式市場における割安株投資の有効性検証

Speaker: YAMAMOTO REI
Conference Title: [Conference Category Domestic presentation] Dates 2010 - 2010
Invitation Status: Without
Presentation Format: Domestic presentation
Language of Publication: Japanese
Conference Category: Oral presentation (general)

ロバストポートフォリオ最適化の活用-公的年金運用の基本ポートフォリオ構築への応用例-

Speaker: YAMAMOTO REI
Conference Title: [Conference Category Domestic presentation] Dates 2010 - 2010
Invitation Status: Without
Presentation Format: Domestic presentation
Language of Publication: Japanese
Conference Category: Oral presentation (general)

Yamamoto, Rei Details