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Develop a new contract policy to reduce supply risk using mathematical model

Research Project

Project/Area Number 15K01194
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Social systems engineering/Safety system
Research InstitutionAkita Prefectural University

Principal Investigator

Shimazaki Masahito  秋田県立大学, システム科学技術学部, 准教授 (40293138)

Co-Investigator(Kenkyū-buntansha) 佐藤 公俊  神奈川大学, 工学部, 准教授 (60609527)
八木 恭子  首都大学東京, 経営学研究科, 准教授 (80451847)
Project Period (FY) 2015-04-01 – 2019-03-31
Project Status Completed (Fiscal Year 2018)
Budget Amount *help
¥4,550,000 (Direct Cost: ¥3,500,000、Indirect Cost: ¥1,050,000)
Fiscal Year 2017: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2016: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2015: ¥1,820,000 (Direct Cost: ¥1,400,000、Indirect Cost: ¥420,000)
Keywordsサプライチェーン / 企業間提携 / 供給リスク / 数理モデル / 在庫管理 / 農業 / 数理ファイナンス
Outline of Final Research Achievements

The purpose of this research is to develop a production inventory policy and contract evaluation mechanism to reduce supply risk in the supply chain through coordination among firms. In the two-stage supply chain of producers and retailers, we formulate a stochastic inventory model with uncertainties in both supply and demand and show an optimal ordering policy. Moreover, we survey farmers in Akita Prefecture and investigate available data and contract status.

Academic Significance and Societal Importance of the Research Achievements

サプライチェーン上に存在するリスクを低減するためには,リスクの所在を認識するだけでなく,リスクのある箇所に対して適切なリスク低減策を講じる必要がある.本研究から得られる生産・在庫政策は農水産品や電子,化学製品など供給リスクに直面する様々な産業に対して応用可能であり,現実に企業が行なっている方策が適切であるかどうかを評価する理論モデルを提示するという観点から,学術的のみならず社会的にも意義がある.特に,多期間にわたる生産在庫モデルの構築から得られる最適政策は企業のサプライチェーンの持続可能な発展に繋がるといえる.

Report

(5 results)
  • 2018 Annual Research Report   Final Research Report ( PDF )
  • 2017 Research-status Report
  • 2016 Research-status Report
  • 2015 Research-status Report
  • Research Products

    (85 results)

All 2019 2018 2017 2016 2015

All Journal Article (13 results) (of which Int'l Joint Research: 4 results,  Peer Reviewed: 13 results,  Open Access: 9 results) Presentation (71 results) (of which Int'l Joint Research: 27 results,  Invited: 6 results) Book (1 results)

  • [Journal Article] Price Trends and Dynamic Pricing in Perishable Product Market Consisting of Superior and Inferior Firms2019

    • Author(s)
      Sato Kimitoshi
    • Journal Title

      European Journal of Operational Research

      Volume: 274 Issue: 1 Pages: 214-226

    • DOI

      10.1016/j.ejor.2018.09.035

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] A Study on Optimal Discount Strategy of Perishable Food in Supermarkets2018

    • Author(s)
      佐藤 公俊、中本 達也、中島 健一
    • Journal Title

      Journal of Japan Industrial Management Association

      Volume: 69 Issue: 2 Pages: 77-83

    • DOI

      10.11221/jima.69.77

    • NAID

      130007435956

    • ISSN
      1342-2618, 2187-9079
    • Year and Date
      2018-07-15
    • Related Report
      2018 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] PRACTICE ON SPACE PRODUCING FOR REGENERATION OF HISTORIC TOWNSCAPE IN THE INITIAL STAGE2018

    • Author(s)
      山口邦雄,嶋崎真仁
    • Journal Title

      AIJ Journal of Technology and Design

      Volume: 24 Issue: 57 Pages: 813-818

    • DOI

      10.3130/aijt.24.813

    • NAID

      130007398419

    • ISSN
      1341-9463, 1881-8188
    • Year and Date
      2018-06-20
    • Related Report
      2017 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] A Stochastic Inventory Model for a Random Yield Supply Chain with Wholesale-Price and Shortage Penalty Contracts2018

    • Author(s)
      Sato Kimitoshi、Yagi Kyoko、Shimazaki Masahito
    • Journal Title

      Asia-Pacific Journal of Operational Research

      Volume: 35 Issue: 06 Pages: 1850040-1850040

    • DOI

      10.1142/s0217595918500409

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Optimal Impulse Control for Cash Management with Double Exponential Jump Diffusion Processes2018

    • Author(s)
      Sato Kimitoshi、Suzuki Atsuo
    • Journal Title

      International Journal of Real Options and Strategy

      Volume: 6 Issue: 0 Pages: 45-63

    • DOI

      10.12949/ijros.6.45

    • NAID

      130007536360

    • ISSN
      2186-4667
    • Related Report
      2018 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Analysis of high-speed rail and airline transport cooperation in presence of non-purchase option2018

    • Author(s)
      Sato Kimitoshi、Chen Yihsu
    • Journal Title

      Journal of Modern Transportation

      Volume: 26 Issue: 4 Pages: 231-254

    • DOI

      10.1007/s40534-018-0172-z

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Optimal asset allocation for a bank under risk control2018

    • Author(s)
      Perera Ryle S.、Sato Kimitoshi
    • Journal Title

      International Journal of Financial Engineering

      Volume: 05 Issue: 03 Pages: 1850022-1850022

    • DOI

      10.1142/s2424786318500226

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] DYNAMIC INVENTORY CONTROL MODEL WITH FLEXIBLE SUPPLY NETWORK2018

    • Author(s)
      Sato, K. and Takezawa, N.
    • Journal Title

      Journal of the Operations Research Society of Japan

      Volume: 61 Issue: 2 Pages: 217-235

    • DOI

      10.15807/jorsj.61.217

    • NAID

      130006602076

    • ISSN
      0453-4514, 2188-8299
    • Related Report
      2018 Annual Research Report 2017 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] Dynamic asset allocation for a bank under risk control2018

    • Author(s)
      Perera, R.S. and Sato, K.
    • Journal Title

      Journal of Financial Engineering

      Volume: 印刷中

    • Related Report
      2017 Research-status Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] スーパーマーケットにおける生鮮食品の最適値引き戦略に関する研究2018

    • Author(s)
      佐藤公俊, 中本達也, 中島健一
    • Journal Title

      日本経営工学会論文誌

      Volume: 69(2)

    • NAID

      130007435956

    • Related Report
      2017 Research-status Report
    • Peer Reviewed
  • [Journal Article] CONTINUOUS-TIME DYNAMIC PRICING FOR STABILIZING STOCHASTIC DEMAND2017

    • Author(s)
      Sato, K. and Sawaki, K.
    • Journal Title

      Journal of the Operations Research Society of Japan

      Volume: 60 Issue: 2 Pages: 178-191

    • DOI

      10.15807/jorsj.60.178

    • NAID

      130005633867

    • ISSN
      0453-4514, 2188-8299
    • Related Report
      2017 Research-status Report
    • Peer Reviewed
  • [Journal Article] An Optimal Policy for a Lean Supply Chain Control Problem Considering Forecast Accuracy2016

    • Author(s)
      K. Nakashima, T. Sornmanapong, H. Ehm, G. Yachi and K. Sato
    • Journal Title

      Journal of Japan Industrial Management Association

      Volume: 67(2E) Pages: 135-146

    • NAID

      130006942822

    • Related Report
      2016 Research-status Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Investment under Regime Uncertainty: Impact of Competition and Preemption2016

    • Author(s)
      Nishide,K., Yagi,K.
    • Journal Title

      International Journal of Industrial Organization

      Volume: 45 Pages: 47-58

    • Related Report
      2015 Research-status Report
    • Peer Reviewed
  • [Presentation] IoTの進展とモノづくりの将来2019

    • Author(s)
      佐藤公俊
    • Organizer
      第105回産学交流フロンティアサロン
    • Related Report
      2018 Annual Research Report
    • Invited
  • [Presentation] 農産物サプライチェーンにおける流通チャネル選択に関する研究2019

    • Author(s)
      平塚大輝、佐藤公俊
    • Organizer
      JIMA生産・物流部門第6回産学交流ワークショップ
    • Related Report
      2018 Annual Research Report
  • [Presentation] 保全作業員数を考慮した設備保全管理の最適化に関する研究2019

    • Author(s)
      内山敬寛、佐藤公俊、片桐英樹、中島健一
    • Organizer
      日本経営工学会2019年春季大会
    • Related Report
      2018 Annual Research Report
  • [Presentation] 循環型サプライチェーンにおける最適再生産・発注政策に関する研究2019

    • Author(s)
      鄭聡、佐藤公俊、平井裕久、中島健一
    • Organizer
      日本経営工学会2019年春季大会
    • Related Report
      2018 Annual Research Report
  • [Presentation] 地方の市民市場における地域活性化活動の評価2019

    • Author(s)
      廣瀬翔、嶋崎真仁
    • Organizer
      日本経営工学会東北・北海道支部平成30年度研究発表会
    • Related Report
      2018 Annual Research Report
  • [Presentation] 地方小都市を対象とした介護施設の情報提供システムの試作2019

    • Author(s)
      菅原一智、嶋崎真仁
    • Organizer
      日本経営工学会東北・北海道支部平成30年度研究発表会
    • Related Report
      2018 Annual Research Report
  • [Presentation] Optimal Timing and Terms of Mergers and Acquisitions Based on a Real Options Approach2018

    • Author(s)
      Katsushige Sawaki、Kyoko Yagi、Kimitoshi Sato
    • Organizer
      2018 INFORMS International Conference
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Machine Repair Priority for an Assembly Line with Consideration for Delay of Production2018

    • Author(s)
      Takahiro Uchiyama、Kimitoshi Sato、Hideki Katagiri、Kenichi Nakashima
    • Organizer
      The 19th Asia Pacific Industrial Engineering and Management Systems
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Optimal Production Policy for a Closed-Loop Supply Chain System with Disruption Risks2018

    • Author(s)
      Zheng Cong、Kimitoshi Sato、Hirohisa Hirai、Kenichi Nakashima
    • Organizer
      The 19th Asia Pacific Industrial Engineering and Management Systems
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] The Effect of Internet Bots on Dynamic Pricing of Perishable Products2018

    • Author(s)
      Kimitoshi Sato
    • Organizer
      INFORMS Annual Meeting
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] The Dynamics of Exchange Offer2018

    • Author(s)
      陳文君、鈴木輝好、八木恭子
    • Organizer
      日本ファイナンス学会第26回大会
    • Related Report
      2018 Annual Research Report
  • [Presentation] Default Contagion and Systemic Risk in the Presence of Credit Default Swaps2018

    • Author(s)
      西出 勝正、鈴木輝好、八木恭子
    • Organizer
      日本オペレーションズ・リサーチ学会2018年秋季研究発表会
    • Related Report
      2018 Annual Research Report
  • [Presentation] シナジー効果とリスク分散を考慮したリアルオプション手法による合併・買収の評価モデルについて2018

    • Author(s)
      澤木勝茂、佐藤公俊、八木恭子
    • Organizer
      日本オペレーションズ・リサーチ学会2019年春季研究発表会
    • Related Report
      2018 Annual Research Report
  • [Presentation] 部品供給量における不確実性を考慮した循環型サプライチェーンの研究2018

    • Author(s)
      鄭聡、佐藤公俊、平井裕久、中島健一
    • Organizer
      日本経営工学会2018年秋季大会
    • Related Report
      2018 Annual Research Report
  • [Presentation] 生産遅れを考慮した組立ラインにおける設備保全の優先順位2018

    • Author(s)
      内山敬寛、佐藤公俊、片桐英樹、中島健一
    • Organizer
      日本経営工学会2018年秋季大会
    • Related Report
      2018 Annual Research Report
  • [Presentation] 動的価格販売における自動仮予約の影響について2018

    • Author(s)
      佐藤公俊
    • Organizer
      日本オペレーションズ・リサーチ学会2018秋季研究発表会
    • Related Report
      2018 Annual Research Report
  • [Presentation] 製造現場における設備保全優先順位の決定に関する研究2018

    • Author(s)
      内山敬寛、佐藤公俊、片桐英樹、中島健一
    • Organizer
      日本経営工学会2018年春季大会
    • Related Report
      2018 Annual Research Report
  • [Presentation] 供給リスクを考慮した閉ループ・サプライチェーンに関する研究2018

    • Author(s)
      鄭聰、佐藤公俊、平井裕久、中島健一
    • Organizer
      日本経営工学会2018年春季大会
    • Related Report
      2018 Annual Research Report
  • [Presentation] CAVEを利用した視覚情報量の差による疲労度の違い2018

    • Author(s)
      中島甫、嶋崎真仁
    • Organizer
      日本人間工学会第59回大会
    • Related Report
      2018 Annual Research Report
  • [Presentation] 人口比率に着目した訪日中国人観光客の宿泊先選択の要因分析2018

    • Author(s)
      苗曄、嶋崎真仁
    • Organizer
      日本情報経営学会第77回全国大会
    • Related Report
      2018 Annual Research Report
  • [Presentation] CAVE型立体表示システムを利用した視覚情報による疲労度の違いの調査2018

    • Author(s)
      中島甫, 嶋崎真仁
    • Organizer
      日本経営工学会東北・北海道支部平成29年度研究発表会
    • Related Report
      2017 Research-status Report
  • [Presentation] 由利本荘周辺地域の学生・生徒が好むゆるキャラの条件2018

    • Author(s)
      佐藤千夏, 伊藤海玖, 鈴木奏恵, 中川亜希美, 嶋崎真仁
    • Organizer
      日本経営工学会東北・北海道支部平成29年度研究発表会
    • Related Report
      2017 Research-status Report
  • [Presentation] 重回帰分析を用いた訪日中国人観光客の宿泊先選択の影響要因分析2018

    • Author(s)
      苗曄, 嶋崎真仁
    • Organizer
      日本経営工学会東北・北海道支部平成29年度研究発表会
    • Related Report
      2017 Research-status Report
  • [Presentation] Default Contagion and Systemic Risk in the Presence of Credit Default Swaps2017

    • Author(s)
      K. Nishide, T. Suzuki and K. Yagi
    • Organizer
      Winter Workshop on Operations Research, Finance and Mathematics
    • Place of Presentation
      定山渓ホテル(北海道札幌市)
    • Year and Date
      2017-02-23
    • Related Report
      2016 Research-status Report
    • Int'l Joint Research
  • [Presentation] A New Framework of Karakuri System in Automobile Industry2017

    • Author(s)
      Uchiyama, T., Sato, K. and Nakashima, K.
    • Organizer
      The 18th Asia Pacific Industrial Engineering and Management Systems Conference
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research
  • [Presentation] Optimal Production and Procurement Policies of Closed-loop Supply Chain under Uncertainties2017

    • Author(s)
      Zheng, C., Sato, K. and Nakashima, K.
    • Organizer
      International Conference on Industry 4.0 and Production Economics
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research
  • [Presentation] Dynamic Pricing for Perishable Assets with Price Lock-in Options2017

    • Author(s)
      Sato, K.
    • Organizer
      International Federation of Operational Research Societies
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research
  • [Presentation] A Dynamic Model of Tender and Exchange Offer2017

    • Author(s)
      Wenjun Chen, Teruyoshi Suzuki and Kyoko Yagi
    • Organizer
      Quantitative Methods in Finance 2017 Conference
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research
  • [Presentation] A Dynamic Model of Tender and Exchange Offer2017

    • Author(s)
      Wenjun Chen, Teruyoshi Suzuki and Kyoko Yagi
    • Organizer
      Mathematics of Risk-Conference
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research
  • [Presentation] Default Contagion and Systemic Risk in the Presence of Credit Default Swaps2017

    • Author(s)
      Katsumasa Nishide, Teruyoshi Suzuki and Kyoko Yagi
    • Organizer
      Mathematics of Risk-Conference
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research
  • [Presentation] 自動車産業における「からくり改善」の新しい枠組み2017

    • Author(s)
      内山敬寛,佐藤公俊,中島健一
    • Organizer
      日本経営工学会2017年秋季研究発表会
    • Related Report
      2017 Research-status Report
  • [Presentation] 供給リスクを考慮した閉ループ・サプライチェーンに関する研究2017

    • Author(s)
      鄭聰,佐藤公俊,中島健一
    • Organizer
      日本経営工学会2017年秋季研究発表会
    • Related Report
      2017 Research-status Report
  • [Presentation] 購買延期オプションを考慮した動的価格モデル2017

    • Author(s)
      佐藤公俊
    • Organizer
      日本オペレーションズ・リサーチ学会2017秋季研究発表会
    • Related Report
      2017 Research-status Report
  • [Presentation] 「からくり改善」における発想力の向上2017

    • Author(s)
      内山敬寛,佐藤公俊,中島健一
    • Organizer
      日本経営工学会2017年春季研究発表会
    • Related Report
      2017 Research-status Report
  • [Presentation] Default Contagion and Systemic Risk in the Presence of Credit Default Swaps2017

    • Author(s)
      西出勝正, 鈴木輝好, 八木恭子
    • Organizer
      日本経済学会2017年度春季大会
    • Related Report
      2017 Research-status Report
  • [Presentation] 対中国特例観光ビザによる東北三県の観光客数への影響評価2017

    • Author(s)
      苗曄, 嶋崎真仁
    • Organizer
      地域活性学会第9回研究大会
    • Related Report
      2017 Research-status Report
  • [Presentation] Debt-Equity Swap and Strategic Debt Service with Firms' Cross-holdings of Debts2016

    • Author(s)
      T. Suzuki and K. Yagi
    • Organizer
      Quantitative Methods in Finance 2016 Conference
    • Place of Presentation
      Sydney, Australia
    • Year and Date
      2016-12-14
    • Related Report
      2016 Research-status Report
    • Int'l Joint Research
  • [Presentation] Optimal Pricing for Event Tickets in a Matching System2016

    • Author(s)
      K.Sato, K. Nakashima and C. Moriki
    • Organizer
      The 17th Asia Pacific Industrial Engineering and Management Systems Conference
    • Place of Presentation
      Taipei, Taiwan
    • Year and Date
      2016-12-07
    • Related Report
      2016 Research-status Report
    • Int'l Joint Research
  • [Presentation] Joint Control of Inventory and Policy Switching Against a Demand Ramp-up2016

    • Author(s)
      K.Sato and K. Nakashima
    • Organizer
      18th Asia Pacific Management Conference
    • Place of Presentation
      Tohoku University, Sendai, Japan
    • Year and Date
      2016-11-23
    • Related Report
      2016 Research-status Report
    • Int'l Joint Research
  • [Presentation] 供給ネットワークの柔軟性と在庫管理モデル2016

    • Author(s)
      佐藤公俊,竹澤直哉
    • Organizer
      日本リアルオプション学会研究発表大会
    • Place of Presentation
      中央大学
    • Year and Date
      2016-11-19
    • Related Report
      2016 Research-status Report
  • [Presentation] A Finite Horizon Dynamic Inventory Model for Supply Chain under Forecast Errors2016

    • Author(s)
      K.Sato and K. Nakashima
    • Organizer
      The 4th International Workshop on Production and Logistics
    • Place of Presentation
      ANA Crowneplaza Okinawa Harborview, Okinawa, Japan
    • Year and Date
      2016-10-31
    • Related Report
      2016 Research-status Report
    • Int'l Joint Research
  • [Presentation] 垂直的競争下における動的価格の変動傾向について2016

    • Author(s)
      佐藤公俊
    • Organizer
      日本オペレーションズ・リサーチ学会2016秋季研究発表会
    • Place of Presentation
      山形大学
    • Year and Date
      2016-09-14
    • Related Report
      2016 Research-status Report
  • [Presentation] 中国のSNSサイト情報を活用した日本への観光需要に関する定性的調査研究2016

    • Author(s)
      劉子敬,嶋崎真仁
    • Organizer
      東日本カンファレンス
    • Place of Presentation
      たつみ寛洋ホテル(秋田県にかほ市)
    • Year and Date
      2016-09-07
    • Related Report
      2016 Research-status Report
  • [Presentation] 秋田における中容量日本酒びんのリユース環境の構築2016

    • Author(s)
      嶋崎真仁, 辻貴雄
    • Organizer
      東日本カンファレンス
    • Place of Presentation
      たつみ寛洋ホテル(秋田県にかほ市)
    • Year and Date
      2016-09-07
    • Related Report
      2016 Research-status Report
  • [Presentation] Debt-Equity Swap and Strategic Debt Service with Firms' Cross-holdings of Debts2016

    • Author(s)
      T. Suzuki and K. Yagi
    • Organizer
      BACHELIER FINANCE SOCIETY 2016
    • Place of Presentation
      New York , USA
    • Year and Date
      2016-07-19
    • Related Report
      2016 Research-status Report
    • Int'l Joint Research
  • [Presentation] Default Contagion and Systemic Risk in the Financial Markets with Credit Default Swap2016

    • Author(s)
      K. Nishide, T. Suzuki and K. Yagi
    • Organizer
      BACHELIER FINANCE SOCIETY 2016
    • Place of Presentation
      New York, USA
    • Year and Date
      2016-07-16
    • Related Report
      2016 Research-status Report
    • Int'l Joint Research
  • [Presentation] The Dynamic Valuation of Callable Contingent Claim with a Partially Observable Regime Switch2016

    • Author(s)
      K.Sato and K.Sawaki
    • Organizer
      28th European Conference on Operational Research
    • Place of Presentation
      Poznan, Poland
    • Year and Date
      2016-07-03
    • Related Report
      2016 Research-status Report
    • Int'l Joint Research
  • [Presentation] Debt-Equity Swap and Strategic Debt Service with Firms' Cross-holdings of Debts2016

    • Author(s)
      T. Suzuki and K. Yagi
    • Organizer
      INFORMS International 2016 Meeting
    • Place of Presentation
      Hawaii, USA.
    • Year and Date
      2016-06-13
    • Related Report
      2016 Research-status Report
    • Int'l Joint Research
  • [Presentation] 航空と鉄道の提携と社会的厚生2016

    • Author(s)
      佐藤公俊,Y. Chen
    • Organizer
      日本オペレーションズ・リサーチ学会2016春季研究発表会
    • Place of Presentation
      慶應義塾大学
    • Year and Date
      2016-03-17
    • Related Report
      2015 Research-status Report
  • [Presentation] スーパーマーケットにおける生鮮食品の値引き戦略に関する研究2016

    • Author(s)
      中本達也,佐藤公俊,中島健一
    • Organizer
      日本経営工学会,生産物流部門,第4回産学交流ワークショップ
    • Place of Presentation
      伊勢シティホテル
    • Year and Date
      2016-03-06
    • Related Report
      2015 Research-status Report
  • [Presentation] 部分観測マルコフ決定過程による償還付請求権の評価と最適戦略2016

    • Author(s)
      佐藤公俊
    • Organizer
      YNU Economics Workshop
    • Place of Presentation
      横浜国立大学
    • Year and Date
      2016-03-04
    • Related Report
      2015 Research-status Report
    • Invited
  • [Presentation] Debt-Equity Swap and Strategic Debt Service with Firms' Cross-holdings of Debts2016

    • Author(s)
      Yagi, K.
    • Organizer
      4th Asian Quantitative Finance Conference
    • Place of Presentation
      Osaka
    • Year and Date
      2016-02-23
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research
  • [Presentation] Effects of Competitor Presence on Price Trends in a Dynamic Pricing2016

    • Author(s)
      K.Sato
    • Organizer
      Winter Workshop on Operations Research, Finance and Mathematics
    • Place of Presentation
      Yubari Mt. Racey, Hokkaido, Japan
    • Year and Date
      2016-02-17
    • Related Report
      2015 Research-status Report
  • [Presentation] Debt-Equity Swap and Strategic Debt Service with Firms' Cross-holdings of Debts2016

    • Author(s)
      Yagi, K.
    • Organizer
      Winter Workshop on Operations Research, Finance and Mathematics
    • Place of Presentation
      Yubari Mt. Racey, Hokkaido, Japan
    • Year and Date
      2016-02-17
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research
  • [Presentation] 多項ロジットモデルによる航空と鉄道の提携モデル構築と社会的厚生の分析2016

    • Author(s)
      佐藤公俊
    • Organizer
      日本オペレーションズ・リサーチ学会,数理的発想とその実践,第5回研究部会
    • Place of Presentation
      しきぶ温泉
    • Year and Date
      2016-02-07
    • Related Report
      2015 Research-status Report
    • Invited
  • [Presentation] Endogenous Default Model with Firms' Cross- holdings of Debts and Equities2015

    • Author(s)
      Suzuki, T., Yagi, K.
    • Organizer
      Quantitative Methods in Finance 2015 Conference
    • Place of Presentation
      Sydney, Australia
    • Year and Date
      2015-12-15
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research
  • [Presentation] Endogenous Default Model with Firms' Cross-holdings of Debts and Equities2015

    • Author(s)
      Yagi, K.
    • Organizer
      Stochastic Methods in Finance, Insurance and Statistics
    • Place of Presentation
      Shoal Bay, Australia
    • Year and Date
      2015-12-11
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research
  • [Presentation] Optimal Safety-stock Policies for a Supply Chain under Forecast Errors2015

    • Author(s)
      K. Sato, K. Nakashima and H.Ting
    • Organizer
      16th Asia Pacific Industrial Engineering and Management Systems Conference
    • Place of Presentation
      Ho Chi Minh City, Vietnam
    • Year and Date
      2015-12-08
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research
  • [Presentation] 買い物困難地域における救済方法とその活性化について2015

    • Author(s)
      嶋崎真仁
    • Organizer
      文部科学省委託事業「数学協働プログラム」ワークショップ
    • Place of Presentation
      富士通株式会社九州支社
    • Year and Date
      2015-12-02
    • Related Report
      2015 Research-status Report
    • Invited
  • [Presentation] 地域製造業の新規生産受注獲得戦略について2015

    • Author(s)
      澁谷透,嶋崎真仁
    • Organizer
      日本情報経営学会全国大会
    • Place of Presentation
      尾道市立大学
    • Year and Date
      2015-11-14
    • Related Report
      2015 Research-status Report
  • [Presentation] Optimal Inventory Control Models with a Distribution Center2015

    • Author(s)
      H.T.Ting, K.Nakashima and K.Sato
    • Organizer
      The 3rd International Workshop on Production and Logistics
    • Place of Presentation
      Otsu, Japan
    • Year and Date
      2015-10-31
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research
  • [Presentation] Towards a Credit Valuation of the Counter Parties Issuing Credit Default Swaps with their Assets and Liabilities Structures2015

    • Author(s)
      鈴木輝好, 八木恭子
    • Organizer
      日本リアルオプション学会2015年研究発表大会
    • Place of Presentation
      国際大学
    • Year and Date
      2015-10-25
    • Related Report
      2015 Research-status Report
  • [Presentation] 部分観測可能なマルコフ変調価格過程の下での償還付請求権の評価2015

    • Author(s)
      佐藤公俊
    • Organizer
      日本オペレーションズ・リサーチ学会,3研究部会合同研究会
    • Place of Presentation
      名古屋工業大学
    • Year and Date
      2015-10-10
    • Related Report
      2015 Research-status Report
    • Invited
  • [Presentation] 産学連携による経営改善実習の設計と評価2015

    • Author(s)
      嶋崎真仁
    • Organizer
      東日本カンファレンス2015in八幡平
    • Place of Presentation
      八幡平ハイツ
    • Year and Date
      2015-09-08
    • Related Report
      2015 Research-status Report
  • [Presentation] Debt negotiation with firms' cross-holdings of securities2015

    • Author(s)
      Suzuki, T., Yagi, K.
    • Organizer
      Advanced Methods in Mathematical Finance
    • Place of Presentation
      Angers, France
    • Year and Date
      2015-09-02
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research
  • [Presentation] 収益管理における最適価格の変動傾向とその要因2015

    • Author(s)
      佐藤公俊
    • Organizer
      日本オペレーションズ・リサーチ学会研究部会,不確実性環境下の意思決定モデリング
    • Place of Presentation
      大阪工業大学
    • Year and Date
      2015-08-28
    • Related Report
      2015 Research-status Report
    • Invited
  • [Presentation] Endogenous Default Model with Firms' Cross- holdings of Debts and Equities2015

    • Author(s)
      鈴木輝好, 八木恭子
    • Organizer
      琉球ファイナンス研究会
    • Place of Presentation
      石垣市民会館
    • Year and Date
      2015-07-04
    • Related Report
      2015 Research-status Report
  • [Presentation] Endogenous Default Model with Firms' Cross- holdings of Debts and Equities2015

    • Author(s)
      Suzuki, T., Yagi, K.
    • Organizer
      2015 CORS-INFORMS International Meeting
    • Place of Presentation
      Montreal, Canada
    • Year and Date
      2015-06-17
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research
  • [Presentation] Endogenous Default Model with Firms' Cross- holdings of Debts and Equities2015

    • Author(s)
      鈴木輝好, 八木恭子
    • Organizer
      日本ファイナンス学会第23回大会
    • Place of Presentation
      東京大学
    • Year and Date
      2015-06-07
    • Related Report
      2015 Research-status Report
  • [Presentation] 日本における中容量びんリユースシステムのための分別手法の提案2015

    • Author(s)
      丁飛,嶋崎真仁
    • Organizer
      日本情報経営学会全国大会
    • Place of Presentation
      明海大学
    • Year and Date
      2015-05-20
    • Related Report
      2015 Research-status Report
  • [Presentation] DEAを用いた都道府県の魅力度評価2015

    • Author(s)
      金田裕哉, 八木恭子, 木村寛
    • Organizer
      日本経営工学会2015年度春季大会
    • Place of Presentation
      首都大学東京
    • Year and Date
      2015-05-17
    • Related Report
      2015 Research-status Report
  • [Book] 証券投資理論2018

    • Author(s)
      八木恭子、澤木勝茂
    • Total Pages
      212
    • Publisher
      ミネルヴァ書房
    • Related Report
      2018 Annual Research Report

URL: 

Published: 2015-04-16   Modified: 2020-03-30  

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