Rei Yamamoto Laboratory, Department of Industrial and Systems Engineering, Faculty of Science and Technology, Keio University - Financial Engineering: Solving Financial and Asset Management Problems Using Mathematical Techniques and Data Analysis

The Yamamoto Laboratory conducts a wide range of research in finance, particularly in financial engineering using mathematical techniques and data analysis. Among these areas, we place a special emphasis on research related to asset management and stock investment. To achieve efficient asset management, it is essential to determine a well-balanced asset allocation that considers the investor's characteristics and to estimate predicted values for returns and risks after carefully examining data from various companies. In recent years, there has been a growing practice of predicting future corporate returns using new types of data, known as alternative data, which were previously unavailable. The Yamamoto Laboratory explores more effective asset management methods, with research themes including the development of asset management models and the prediction of corporate returns and performance using various data.