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2007 Fiscal Year Final Research Report Summary

Research and development of new IT models for financial risk management.

Research Project

Project/Area Number 16201033
Research Category

Grant-in-Aid for Scientific Research (A)

Allocation TypeSingle-year Grants
Section一般
Research Field Social systems engineering/Safety system
Research InstitutionTokyo Institute of Technology

Principal Investigator

MIZUNO Shinji  Tokyo Institute of Technology, Graduate School of Decision Science and Technology, Professor (90174036)

Co-Investigator(Kenkyū-buntansha) NINOMIYA Shoichi  Tokyo Institute of Technology, Graduate School of Innovation Management, Professor (70313377)
NAKAGAWA Hidetoshi  Tokyo Institute of Technology, Graduate School of Innovation Management, Associate professor (30361760)
HIGA Kunihiko  Tokyo Institute of Technology, Graduate School of Innovation Management, Professor (50282877)
OGATA Wakaha  Tokyo Institute of Technology, Graduate School of Innovation Management, Associate professor (90275313)
HACHIYA Toyohiko  Tokyo Institute of Technology, Graduate School of Decision Science and Technology, Associate Professor (00251645)
Project Period (FY) 2004 – 2007
KeywordsInformation system / Optimization / Secure network / Business administration / Probability theory
Research Abstract

We investigated and developed new IT models for financial risk management in three directions of financial risk, optimization technology, and IT environment.
・Refinement of Financial risk measurement
We constructed a financial database of small-to-medium sized enterprises for quantitative analyses on credit risk at first.
We used the database to develop a new-type relevant loan pricing model. The main characteristics of our model is a hybrid of the methodology for pricing credit derivatives with stochastic calculus and the traditional statistical approach based on the financial database. We also studied an application of multi-objective genetic algorithms to tuning of a credit scoring model.
・Optimization technology
We constructed a model which minimizes a tracking error of a portfolio under uncertainty and developed an algorithm for computing the optimal solution of the model efficiently. We conducted basic researches into minimax classification problem for avoiding financial risk. We also succeeded in developing algorithms of Kusuoka-approximation which are capable of high order approximation and can be applied to stochastic differentiable equations without any limitation. It is demonstrated that the algorithm is very effective for mathematical financial problems.
・IT environment
We developed a method called structured aggregate signature with respect to digital signature, which is important in digital business transaction. We got a correction method for error of safety proof of Rabin signature. We also conducted researches into XBRL and a cyber financial system as a fundamental technology for sharing basic credit information.
As results of the research, we published 19 research papers and a book. We organized 6 symposiums or workshops for collecting the information of financial risk management and for announcing our results to inside and outside researchers.

  • Research Products

    (112 results)

All 2008 2007 2006 2005 2004 Other

All Journal Article (51 results) (of which Peer Reviewed: 24 results) Presentation (60 results) Book (1 results)

  • [Journal Article] A bank loan pricing model based on recovery rate distribution2008

    • Author(s)
      Takuya Kaneko and Hidetoshi Nakagawa
    • Journal Title

      Internationl Journal of Innovative Computing, Information and Control 4-1

      Pages: 101-108

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
  • [Journal Article] Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing2008

    • Author(s)
      Syoiti Ninomiya and Nicolas Victoir
    • Journal Title

      Applied Mathematical Finance 2008 (1)(掲載決定)

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
  • [Journal Article] Quadratic and Convex Minimax Classification Problems2008

    • Author(s)
      Tomonori Kitahara, Shinji Mizuno, and Kazuhide Nakata
    • Journal Title

      Journal of the Operations Research Society of Japan (1)(掲載決定)

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
  • [Journal Article] A bank loan pricing model based on recovery rate distribution2008

    • Author(s)
      Takuya, Kaneko, Hidetoshi, Nakagawa
    • Journal Title

      Internationl Journal of Innovative Computing, Information and Control 4-1

      Pages: 101-108

    • Description
      「研究成果報告書概要(欧文)」より
  • [Journal Article] Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing2008

    • Author(s)
      Syoiti, Ninomiya, Nicolas, Victoir
    • Journal Title

      Applied Mathematical Finance

    • Description
      「研究成果報告書概要(欧文)」より
  • [Journal Article] Quadratic and Convex Minimax Classification Problems2008

    • Author(s)
      Tomonari, Kitahara, Shinji, Mizuno, Kazuhide, Nakata
    • Journal Title

      Journal of the Operations Research Society of Japan

    • Description
      「研究成果報告書概要(欧文)」より
  • [Journal Article] An Extension of a Minimax Approach to Multiple Classification2007

    • Author(s)
      Tomonori Kitahara, Shinji Mizuno, and Kazuhide Nakata
    • Journal Title

      Journal of the Operations Research Society of Japan 50-2

      Pages: 123-136

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
  • [Journal Article] SDPA Project: Solving Large-scale Semidefinite Programs2007

    • Author(s)
      Katsuki Fujisawa, Kazuhide Nakata, Makoto Yamashita, and Mituhiro Fukuda
    • Journal Title

      Journal of the Operations Research Society of Japan 50-4

      Pages: 278-298

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
  • [Journal Article] デフォルト実績データによるデフォルト依存関係の推定-2ファクターモデルによるアセット相関の最尤推定-2007

    • Author(s)
      北野 利幸
    • Journal Title

      日本オペレーションズ・リサーチ学会和文論文誌 50

      Pages: 42-67

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
  • [Journal Article] Communication media selection for remote work: Towards a theory of media fitness2007

    • Author(s)
      Kunihiko Higa and Rui Gu
    • Journal Title

      Journal of E-working 1-1

      Pages: 45-68

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
  • [Journal Article] Telework vs. central work: A comparative view of media usage for Knowledge access2007

    • Author(s)
      HongGirl Lee, Bongsik Shin and Kunihiko Higa
    • Journal Title

      Decision Support Systems 43-3

      Pages: 687-700

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
  • [Journal Article] Telework Readiness of Chinese Organization: A Survey Study2007

    • Author(s)
      趙征、比嘉邦彦
    • Journal Title

      日本テレワーク学会誌 5-1

      Pages: 1-12

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
  • [Journal Article] プライバシ侵害問題を軽減することを重視したメディア空間への携帯電話機アクセスに関する研究2007

    • Author(s)
      榊原憲、比嘉邦彦
    • Journal Title

      情報処理学会論文誌 49-1

      Pages: 19-34

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
  • [Journal Article] An Extension of a Minimax Approach to Multiple Classification2007

    • Author(s)
      Tomonari, Kitahara, Shinji, Mizuno, Kazuhide, Nakata
    • Journal Title

      Journal of the Operations Research Society of Japan 50-2

      Pages: 123-136

    • Description
      「研究成果報告書概要(欧文)」より
  • [Journal Article] SDPA Project : Solving Large-scale Semidefinite Programs2007

    • Author(s)
      Katsuki, Fujisawa, Kazuhide, Nakata, Makoto, Yamashita, Mituhiro, Fukuda
    • Journal Title

      Journal of the Operations Research Society of Japan 50-4

      Pages: 278-298

    • Description
      「研究成果報告書概要(欧文)」より
  • [Journal Article] Estimation of Default Dependency Using Historical Default Data -Maximum Likelihood Estimation of Asset Correlation with 2-Factor Model2007

    • Author(s)
      Toshiyuki, Kitano
    • Journal Title

      Transactions of the Operations Research Society of Japan 50

      Pages: 42-67

    • Description
      「研究成果報告書概要(欧文)」より
  • [Journal Article] Communication media selection for remote work : Towards a theory of media fitness2007

    • Author(s)
      Kunihiko, Higa, Rui, Gu
    • Journal Title

      Journal of E-working 1-1

      Pages: 45-68

    • Description
      「研究成果報告書概要(欧文)」より
  • [Journal Article] Telework vs. central work : A comparative view of media usage for Knowledge access2007

    • Author(s)
      HongGirl, Lee, Bongsik, Shin, Kunihiko, Higa
    • Journal Title

      Decision Support Systems 43-3

      Pages: 687-700

    • Description
      「研究成果報告書概要(欧文)」より
  • [Journal Article] Telework Readiness of Chinese Organization : A Survey Study2007

    • Author(s)
      Zhao, Zheng, Kunihiko, Higa
    • Journal Title

      Journal of Japan Telework Society 5-1

      Pages: 1-12

    • Description
      「研究成果報告書概要(欧文)」より
  • [Journal Article] Cellular Phone Access to Media Space without Privacy Violation2007

    • Author(s)
      Ken, Sakakibara, Kunihiko, Higa
    • Journal Title

      Journal of Information Processing 49-1

      Pages: 19-34

    • Description
      「研究成果報告書概要(欧文)」より
  • [Journal Article] The Frontier of e-Disclosure2007

    • Author(s)
      Eiichi Watanabe
    • Journal Title

      Current State and Challenges of XBRL

      Pages: 225

    • Description
      「研究成果報告書概要(欧文)」より
  • [Journal Article] The Frontier of e-Disclosure2007

    • Author(s)
      Teruyuki, Kawasaki/Chuo, Keizai (Eiichi, watanabe)
    • Journal Title

      Current State and challenges fo XBRL 225(22) chapter 9

      Pages: 121-142

    • Description
      「研究成果報告書概要(欧文)」より
  • [Journal Article] Preprocessing sparse semidefinite programs via matrix completion2006

    • Author(s)
      Katsuki Fujisawa, Mituhiro Fukuda, and Kazuhide Nakata
    • Journal Title

      Journal of Optimization Methods and Software 21

      Pages: 17-39

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
  • [Journal Article] B/Sを利用した回収率とそれに基づく貸出債権の適正プライシング・モデル2006

    • Author(s)
      金子拓也・中川秀敏
    • Journal Title

      日本応用数理学会論文誌 Vol.16,No.3

      Pages: 317-343

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
  • [Journal Article] Measuring firm-specific organizational capital and its impact on value and productivity: evidence from Japan2006

    • Author(s)
      Pablo Ramirez and Toyohiko Hachiya
    • Journal Title

      Review of Pacific Basin Financial Markets and Policies 9-4

      Pages: 549-574

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
  • [Journal Article] How do firm-specific organizational capital and other intangibles affect productivity and value? Evidence from Japanese firm-level data2006

    • Author(s)
      Pablo Ramirez and Toyohiko Hachiya
    • Journal Title

      International Journal of Innovation and Technology Manegement 3-3

      Pages: 1-18

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
  • [Journal Article] A parallel primal-dual interior-point method for semidefinite programs using positive definite matrix completion2006

    • Author(s)
      Kazuhide Nakata, Makoto Yamashita, Katsuki Fujisawa, and Masakazu Kojima
    • Journal Title

      Parallel Computing 32

      Pages: 24-43

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
  • [Journal Article] Parallel primal-dual interior-point methods for semidefinite programs2006

    • Author(s)
      Makoto Yamashita, Katsuki Fujisawa, Mituhiro Fukuda, Masakazu Kojima, and Kazuhide Nakata
    • Journal Title

      Parallel Combinatorial Optimization (1)

      Pages: 211-238

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
  • [Journal Article] 日本企業の経営課題解決のためのテレワーク導入についての-考察2006

    • Author(s)
      木下巌、比嘉邦彦
    • Journal Title

      日本テレワーク学会誌 (1)

      Pages: 9-14

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
  • [Journal Article] Preprocessing sparse semidefinite programs via matrix completion2006

    • Author(s)
      Katsuki, Fujisawa, Mituhiro, Fukuda, Kazuhide, Nakata
    • Journal Title

      Journal of Optimization Methods and Software 21

      Pages: 17-39

    • Description
      「研究成果報告書概要(欧文)」より
  • [Journal Article] The bank loan pricing model based on recovery rate distribution2006

    • Author(s)
      Takuya, KANEKO, Hidetoshi, NAKAGAWA
    • Journal Title

      The Japan Society for Industrial and Applied Mathematics 16-3

      Pages: 317-343

    • Description
      「研究成果報告書概要(欧文)」より
  • [Journal Article] Measuring firm-specific organizational capital and its impact on value and productivity : evidence from Japan2006

    • Author(s)
      Pablo, Ramirez, Toyohiko, Hachiya
    • Journal Title

      Review of Pacific Basin Financial Markets and Policies 9-4

      Pages: 549-574

    • Description
      「研究成果報告書概要(欧文)」より
  • [Journal Article] How do firm-specific organizational capital and other intangibles affect productivity and value? Evidence from Japanese firm-level data2006

    • Author(s)
      Pablo, Ramirez, Toyohiko, Hachiya
    • Journal Title

      International Journal of Innovation and Technology Manegement 3-3

      Pages: 1-18

    • Description
      「研究成果報告書概要(欧文)」より
  • [Journal Article] A parallel primal-dual interior-point method for semidefinite programs using positive definite matrix completion2006

    • Author(s)
      Kazuhide, Nakata, Makoto, Yamashita, Katsuki, Fujisawa, Masakazu, Kojima
    • Journal Title

      Parallel Computing 32

      Pages: 24-43

    • Description
      「研究成果報告書概要(欧文)」より
  • [Journal Article] Parallel primal-dual interior-point methods for semidefinite programs2006

    • Author(s)
      Makoto, Yamashita, Katsuki, Fujisawa, Mituhiro, Fukuda, Masakazu, Kojima, Kazuhide, Nakata
    • Journal Title

      Parallel Combinatorial Optimization

      Pages: 211-238

    • Description
      「研究成果報告書概要(欧文)」より
  • [Journal Article] A Study on Telework-based Office Innovation : A Field Test of a Japanese Company2006

    • Author(s)
      Iwao, Kinoshita, Kunihiko, Higa
    • Journal Title

      Journal of Japan Telework Society

      Pages: 9-14

    • Description
      「研究成果報告書概要(欧文)」より
  • [Journal Article] 2次錐計画問題によるロバスト・トラッキングエラー最小化2005

    • Author(s)
      稲場広記, 水野眞治, 中田和秀
    • Journal Title

      Transactions of the Operations Research Society of Japan 48

      Pages: 12-25

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
  • [Journal Article] 財務危機処理の経済分析と我が国倒産法制の評価2005

    • Author(s)
      山本 修, 蜂谷豊彦
    • Journal Title

      経営財務研究 日本経営財務研究学会 23巻2号

      Pages: 18-38

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
  • [Journal Article] 財務危機企業のパフォーマンスとメインバンクの役割2005

    • Author(s)
      山本 修, 蜂谷豊彦, 小林和俊
    • Journal Title

      経営財務研究 日本経営財務研究学会 24巻1号

      Pages: 2-31

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
  • [Journal Article] Investment-Cash Flow Sensitivity and Ownership Structure in Japan2005

    • Author(s)
      Toyohiko Hachiya and Qi LUO
    • Journal Title

      経営財務研究 日本経営財務研究学会 24巻1号

      Pages: 49-67

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
  • [Journal Article] Bank Relations, Cash Holdings, and Firm Value: Evidence from Japan2005

    • Author(s)
      Qi Luo and Toyohiko Hachiya
    • Journal Title

      Management Research News 28巻4号

      Pages: 61-73

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
  • [Journal Article] Corporate Governance, Cash Holdings, and Firm Value: Evidence from Japan2005

    • Author(s)
      Qi Luo and Toyohiko Hachiya
    • Journal Title

      Review of Pacific Basin Financial Markets and Policies 8巻4号

      Pages: 1-38

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
  • [Journal Article] Robust tracking error optimization problems by second-order cone programming2005

    • Author(s)
      Hiroki, Inaba, Shinji, Mizuno, Kazuhide, Nakata
    • Journal Title

      Transactions of the Operations Research Society of Japan 48

      Pages: 12-25

    • Description
      「研究成果報告書概要(欧文)」より
  • [Journal Article] Zaimukikisyori no keizaibunseki to wagakuni tousanhousei no hyouka2005

    • Author(s)
      Osamu, Yamamoto, Toyohiko, Hachiya
    • Journal Title

      JAPAN FINANCE ASSOCIATION 23-2

      Pages: 18-38

    • Description
      「研究成果報告書概要(欧文)」より
  • [Journal Article] Zaimukikikigyou no performance to mainbank no yakuwari2005

    • Author(s)
      Osamu, Yamamoto, Toyohiko, Hachiya, Kazutoshi, Kobayashi
    • Journal Title

      JAPAN FINANCE ASSOCIATION 24-1

      Pages: 2-31

    • Description
      「研究成果報告書概要(欧文)」より
  • [Journal Article] Investment-Cash Flow Sensitivity and Ownership Structure in Japan2005

    • Author(s)
      Toyohiko, Hachiya, Qi, LUO
    • Journal Title

      JAPAN FINANCE ASSOCIATION 24-1

      Pages: 49-67

    • Description
      「研究成果報告書概要(欧文)」より
  • [Journal Article] Bank Relations, Cash Holdings, and Firm Value : Evidence from Japan2005

    • Author(s)
      Qi, Luo, Toyohiko, Hachiya
    • Journal Title

      Management Research News 28-4

      Pages: 61-73

    • Description
      「研究成果報告書概要(欧文)」より
  • [Journal Article] Corporate Governance, Cash Holdings, and Firm Value : Evidence from Japan2005

    • Author(s)
      Qi, Luo, Toyohiko, Hachiya
    • Journal Title

      Review of Pacific Basin Financial Markets and Policies 8-4

      Pages: 1-38

    • Description
      「研究成果報告書概要(欧文)」より
  • [Journal Article] A new simulation method of diffusion processes applied to Finance2004

    • Author(s)
      Shigeo Kusuoka and Syoiti Ninomiya
    • Journal Title

      Stochastic processes and application to mathematical finance, Proceedings of the Ritsumeikan International Symposium (1)

      Pages: 233-253

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
  • [Journal Article] A new simulation method of diffusion processes applied to Finance2004

    • Author(s)
      Shigeo, Kusuoka, Syoiti, Ninomiya
    • Journal Title

      Stochastic processes and application to mathematical finance, Proceedings of the Ritsumeikan International Symposium

      Pages: 233-253

    • Description
      「研究成果報告書概要(欧文)」より
  • [Journal Article] The Frontier of e-Disclosure

    • Author(s)
      Teruyuki, Kawasaki (Ed.)
    • Journal Title

      Chuo Keizai、Current State and Challenges of XBRL, Eiichi Watanabe 9

      Pages: 121-142(22)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Presentation] Uniformly distributed sequences and their applications2007

    • Author(s)
      Syoiti Ninomiya
    • Organizer
      Ergodic theory and its applications
    • Place of Presentation
      Keio University(神奈川)
    • Year and Date
      20071219-22
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] Uniformly distributed sequences and their applications2007

    • Author(s)
      Syoiti, Ninomiya
    • Organizer
      Ergodic theory and its applications
    • Place of Presentation
      Keio University
    • Year and Date
      20071219-22
    • Description
      「研究成果報告書概要(欧文)」より
  • [Presentation] Quadratic and Convex Minimax Classification Problems2007

    • Author(s)
      Tomonari Kitahara, Shinji Mizuno, and Kazuhide Nakata
    • Organizer
      Workshop on Optimization and Signal Processing
    • Place of Presentation
      The Chinese University of Hong Kong, Hong Kong
    • Year and Date
      20071219-21
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] Quadratic and Convex Minimax Classification Problems2007

    • Author(s)
      Tomonar,i Kitahara, Shinji, Mizuno, and Kazuhide, Nakata
    • Organizer
      Workshop on Optimization and Signal Processing
    • Place of Presentation
      The Chinese University of Hong Kong
    • Year and Date
      20071219-21
    • Description
      「研究成果報告書概要(欧文)」より
  • [Presentation] A Study on Trust and Value Establishing Stages in e-Commerce Growth Process2007

    • Author(s)
      Shigeru Hayashi, Kunihiko Higa
    • Organizer
      IADIS International Conference on e-Commerce 2007
    • Place of Presentation
      Portugal
    • Year and Date
      20071207-09
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] The Pre-Evaluation Model to the Telework Readiness in China2007

    • Author(s)
      Zhao Zheng, Liang Liang, and Kunihiko Higa
    • Organizer
      IADIS International Conference on e-Commerce 2007
    • Place of Presentation
      Portugal
    • Year and Date
      20071207-09
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] A Study on Trust and Value Establishing Stages in e-Commerce Growth Process2007

    • Author(s)
      Shigeru, Hayashi, Kunihiko, Higa
    • Organizer
      IADIS International Conference on e-Commerce2007
    • Place of Presentation
      Portugal
    • Year and Date
      20071207-09
    • Description
      「研究成果報告書概要(欧文)」より
  • [Presentation] Application of Video-Mediated Virtual Office to Industry-Academia Alliance2007

    • Author(s)
      Ken Sakakibara, Kunihiko Higa
    • Organizer
      The 4th International Conference on Innovation & Management
    • Place of Presentation
      山口大学(山口)
    • Year and Date
      20071205-06
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] Application of Video-Mediated Virtual Office to Industry-Academia Alliance2007

    • Author(s)
      Ken, Sakakibara, Kunihiko, Higa
    • Organizer
      The 4th International Conference on Innovation & Management
    • Place of Presentation
      Yamaguchi University
    • Year and Date
      20071205-06
    • Description
      「研究成果報告書概要(欧文)」より
  • [Presentation] 日本と中国の社会におけるメディア選択の比較2007

    • Author(s)
      谷鋭、比嘉邦彦
    • Organizer
      日本テレワーク学会2007年度研究発表大会
    • Place of Presentation
      尚美学園大学川越キャンパス
    • Year and Date
      20070630-0701
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] An Analysis of SNS User's Behavior2007

    • Author(s)
      Kunihiko Higa, Shinya Yoshimura, and Narges Pourasghari Haghi
    • Organizer
      日本テレワーク学会2007年度研究発表大会
    • Place of Presentation
      尚美学園大学川越キャンパス
    • Year and Date
      20070630-0701
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] テレワークが機能する企業戦略と社会的効果の考察2007

    • Author(s)
      熊野健志、比嘉邦彦
    • Organizer
      日本テレワーク学会2007年度研究発表大会
    • Place of Presentation
      尚美学園大学川越キャンパス
    • Year and Date
      20070630-0701
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] テレワーク導入評価手法の実用化に向けての提案2007

    • Author(s)
      谷川賢城、比嘉邦彦
    • Organizer
      日本テレワーク学会2007年度研究発表大会
    • Place of Presentation
      尚美学園大学川越キャンパス
    • Year and Date
      20070630-0701
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] 地域活性化のためのアウトソーシングの課題2007

    • Author(s)
      中西穂高、比嘉邦彦
    • Organizer
      日本テレワーク学会2007年度研究発表大会
    • Place of Presentation
      尚美学園大学川越キャンパス
    • Year and Date
      20070630-0701
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] eコマースの成長過程における信用と価値の確立段階について2007

    • Author(s)
      林滋、比嘉邦彦
    • Organizer
      日本テレワーク学会2007年度研究発表大会
    • Place of Presentation
      尚美学園大学川越キャンパス
    • Year and Date
      20070630-0701
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] A Comparison of the Media Selection Behavior between Companies in China and Japan2007

    • Author(s)
      Gu, Rui, Kunihiko, Higa
    • Organizer
      Proc. of 9th annual conference of Japan Telework Society
    • Place of Presentation
      Shobi University, Kawagoe
    • Year and Date
      20070630-0701
    • Description
      「研究成果報告書概要(欧文)」より
  • [Presentation] An Analysis of SNS User's Behavior2007

    • Author(s)
      Kunihiko, Higa, Shinya, Yoshimura, Narges, Pourasghari, Haghi
    • Organizer
      Proc. of 9th annual conference of Japan Telework Society
    • Place of Presentation
      Shobi University, Kawagoe
    • Year and Date
      20070630-0701
    • Description
      「研究成果報告書概要(欧文)」より
  • [Presentation] Considerations of The Corporate Strategy and The Social Effect under Telework2007

    • Author(s)
      Kenji, Kumano, Kunihiko, Higa
    • Organizer
      Proc. of 9th annual conference of Japan Telework Society
    • Place of Presentation
      Shobi University, Kawagoe
    • Year and Date
      20070630-0701
    • Description
      「研究成果報告書概要(欧文)」より
  • [Presentation] Proposal about the Practical Use of the Analytical Method for the Evaluation of Telework2007

    • Author(s)
      Kenjo, Tanikawa, Kunihiko, Higa
    • Organizer
      Proc. of 9th annual conference of Japan Telework Society
    • Place of Presentation
      Shobi University, Kawagoe
    • Year and Date
      20070630-0701
    • Description
      「研究成果報告書概要(欧文)」より
  • [Presentation] A problem of administration outsourcing aiming at activation of local economy : A case study of contractor development process in Kochi prefecture2007

    • Author(s)
      Hodaka, Nakanishi, Kunihiko, Higa
    • Organizer
      Proc. of 9th annual conference of Japan Telework Society
    • Place of Presentation
      Shobi University, Kawagoe
    • Year and Date
      20070630-0701
    • Description
      「研究成果報告書概要(欧文)」より
  • [Presentation] A Study on Trust and Value Establishing Stages in e-Commerce Growth Process2007

    • Author(s)
      Shigeru, Hayashi, Kunihiko, Higa
    • Organizer
      Proc. of 9th annual conference of Japan Telework Society
    • Place of Presentation
      Shobi University, Kawagoe
    • Year and Date
      20070630-0701
    • Description
      「研究成果報告書概要(欧文)」より
  • [Presentation] Eコマースの信用・価値確立モデル2007

    • Author(s)
      松本浩平、比嘉邦彦
    • Organizer
      経営情報学会2007年春季全国研究発表大会「経営情報型人材を育成せよ!」
    • Place of Presentation
      横浜国立大学
    • Year and Date
      20070616-17
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] Trust-Value Establishment Model at E-commerce2007

    • Author(s)
      Kohei, Matsumoto, Kunihiko, Higa
    • Organizer
      Proc of 2007 Spring conference of the Japan Society for Management Information
    • Place of Presentation
      Yokohama National University
    • Year and Date
      20070616-17
    • Description
      「研究成果報告書概要(欧文)」より
  • [Presentation] Primal-Dual Interior Point Methods for Linear Programming2007

    • Author(s)
      Shinji Mizuno
    • Organizer
      Workshop on Advances in Optimization
    • Place of Presentation
      Tokyo Institute of Technology
    • Year and Date
      20070419-21
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] ミニマックス最適な判別規則の解析2007

    • Author(s)
      北原知就, 水野眞治, 中田和秀
    • Organizer
      日本OR学会2007年春季研究発表会
    • Place of Presentation
      鳥取大学工学部(鳥取キャンパス)
    • Year and Date
      20070328-29
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] An analysis of minimax classification rules2007

    • Author(s)
      Tomonari, Kitahara, Shinji, Mizuno, and Kazuhide, Nakata
    • Organizer
      The Operations Research Society of Japan 2007 spring
    • Place of Presentation
      Tottori University
    • Year and Date
      20070328-29
    • Description
      「研究成果報告書概要(欧文)」より
  • [Presentation] Applications of Low-discrepancy sequences in practice2007

    • Author(s)
      Syoiti Ninomiya
    • Organizer
      Motives, related topics, applications
    • Place of Presentation
      Hiroshima University
    • Year and Date
      20070305-09
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] メッセージ制限付き署名の新しいモデルと構成法2007

    • Author(s)
      小山拓郎, 尾形わかは
    • Organizer
      暗号と情報セキュリティシンポジウム
    • Place of Presentation
      ハウステンボス(長崎)
    • Year and Date
      20070123-26
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] RFIDプライバシ保護方式に対する-考察…OSK/AO方式の評価…2007

    • Author(s)
      阿部正己, 尾形わかは
    • Organizer
      暗号と情報セキュリティシンポジウム
    • Place of Presentation
      ハウステンボス(長崎)
    • Year and Date
      20070123-26
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] Restricted message signing : a new security model and construction2007

    • Author(s)
      Takuro, Oyama, Wakaha, Ogata
    • Organizer
      The 2007 Symposium on Cryptography and Information Security
    • Place of Presentation
      Sasebo, Nagasaki
    • Year and Date
      20070123-26
    • Description
      「研究成果報告書概要(欧文)」より
  • [Presentation] A Study on a privacy protection method of RFID -- Evaluation of the OSK/AO method --2007

    • Author(s)
      Masaki, Abe, Wakaha, Ogata
    • Organizer
      The 2007 Symposium on Cryptography and Information Security
    • Place of Presentation
      Sasebo, Nagasaki
    • Year and Date
      20070123-26
    • Description
      「研究成果報告書概要(欧文)」より
  • [Presentation] A Bank Loan Pricing Model Based on Recovery Rate Distribution2007

    • Author(s)
      Takuya KANEKO, Hidetoshi NAKAGAWA,
    • Organizer
      The ACE International Conference
    • Place of Presentation
      Gity University of Hong Kong
    • Year and Date
      2007-12-12
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] A Bank Loan Pricing Model Based on Recovery Rate Distribution2007

    • Author(s)
      Takuya, KANEKO, Hidetoshi, NAKAGAWA
    • Organizer
      The ACE International Conference
    • Place of Presentation
      City University of Hong Kong
    • Year and Date
      2007-12-12
    • Description
      「研究成果報告書概要(欧文)」より
  • [Presentation] New Features of SDPA (semidefinite programming algorithm)2007

    • Author(s)
      Kazuhide Nakata, Katsuki Fujisawa, Mituhiro Fukuda, Kazuhiro Kobayashi, Masakazu Kojima, Maho Nakata, and Makoto Yamashita
    • Organizer
      INFORMS Annual Meeting
    • Place of Presentation
      Seattle
    • Year and Date
      2007-11-07
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] IT技術の発展と求められるクオンツ像2007

    • Author(s)
      二宮 祥一
    • Organizer
      京都大学数理解析研究所/経済研究所/野村証券株式会社金融工学研究センター主催、伊藤清博士ガウス賞受賞記念寄付研究部門創設記念コンファレンス「数理科学とファイナンスの30年学術と実務の接点フロンティア」
    • Place of Presentation
      東京
    • Year and Date
      2007-11-05
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] Quants and IT technology2007

    • Author(s)
      Syoiti, Ninomiya
    • Organizer
      Research Institute for Mathematical Sciences, Kyoto University
    • Place of Presentation
      Tokyo
    • Year and Date
      2007-11-05
    • Description
      「研究成果報告書概要(欧文)」より
  • [Presentation] 確率微分方程式の新しい弱近似解法について2007

    • Author(s)
      二宮 祥一
    • Organizer
      東北大学大学院理学研究科談話会
    • Place of Presentation
      東北大学、仙台
    • Year and Date
      2007-10-22
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] On a new weakly approximation scheme for SDEs2007

    • Author(s)
      Syoiti, Ninomiya
    • Organizer
      Mathematical Institute Tohoku University
    • Place of Presentation
      Tohoku University, Sendai
    • Year and Date
      2007-10-22
    • Description
      「研究成果報告書概要(欧文)」より
  • [Presentation] 拡散過程の新しい弱近似法について(New weak approximation methods of Diffusion processes)2007

    • Author(s)
      二宮 祥一
    • Organizer
      名古屋大学多元数理研究科大談話会講演
    • Place of Presentation
      名古屋大学、名古屋
    • Year and Date
      2007-07-11
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] New weak approximation methods of Diffusion processes2007

    • Author(s)
      Syoiti, Ninomiya
    • Organizer
      Graduate School of Mathematics, Nagoya University
    • Place of Presentation
      Nagoya University, Nagoya
    • Year and Date
      2007-07-11
    • Description
      「研究成果報告書概要(欧文)」より
  • [Presentation] 数学者がどのようにファイナンス業界で働いているか2007

    • Author(s)
      二宮 祥一
    • Organizer
      慶應大学21世紀COEプログラム「総合数理科学:現象解明を通した数学の発展」キャリアパスセミナー
    • Place of Presentation
      慶應大学
    • Year and Date
      2007-05-09
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] Mathematicians in Finance industry2007

    • Author(s)
      Syoiti, Ninomiya
    • Organizer
      Keio University 21 century COE program "Sogo suurikagaku : Gensyo kaimei wo Toosita Suugaku no Hatten"
    • Place of Presentation
      Keio University
    • Year and Date
      2007-05-09
    • Description
      「研究成果報告書概要(欧文)」より
  • [Presentation] 区分線形凸計画問題に対する主双対内点法2006

    • Author(s)
      小崎敏寛, 水野眞治, 中田和秀
    • Organizer
      日本OR学会2006年秋季研究発表会
    • Place of Presentation
      愛知大学(車道キャンパス)
    • Year and Date
      20060912-13
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] 対称錐計画法による判別問題の解法2006

    • Author(s)
      北原知就, 水野眞治, 中田和秀
    • Organizer
      日本OR学会2006年秋季研究発表会
    • Place of Presentation
      中央大学(後楽園キャンパス)
    • Year and Date
      20060314-15
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] 多項式を用いた秘密分散共有法に関する-考察2006

    • Author(s)
      山下 修平, 尾形わかは
    • Organizer
      暗号と情報セキュリティシンポジウム
    • Place of Presentation
      広島プリンスホテル(広島県)
    • Year and Date
      20060117-20
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] On a Variation of Kurosawa-Desmedt Encryption Scheme2006

    • Author(s)
      Le Trieu Phong, Wakaha Ogata
    • Organizer
      暗号と情報セキュリティシンポジウム
    • Place of Presentation
      広島プリンスホテル(広島県)
    • Year and Date
      20060117-20
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] ディジタル署名の安全性証明に関する研究2006

    • Author(s)
      松本直也, 尾形わかは
    • Organizer
      暗号と情報セキュリティシンポジウム
    • Place of Presentation
      広島プリンスホテル(広島県)
    • Year and Date
      20060117-20
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] Structured Aggregate Signatures2006

    • Author(s)
      Dan Yamamoto, Wakaha Ogata
    • Organizer
      暗号と情報セキュリティシンポジウム
    • Place of Presentation
      広島プリンスホテル(広島県)
    • Year and Date
      20060117-20
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] On a Variation of Kurosawa-Desmedt Encryption Scheme2006

    • Author(s)
      Le Trieu, Phong, Wakaha, Ogata
    • Organizer
      The 2006 Symposium on Cryptography and Information Security
    • Place of Presentation
      Hiroshima
    • Year and Date
      20060117-20
    • Description
      「研究成果報告書概要(欧文)」より
  • [Presentation] On the security proof of some disital signature schemes2006

    • Author(s)
      Naoya, Matsumoto, Wakaha, Ogata
    • Organizer
      The 2006 Symposium on Cryptography and Information Security
    • Place of Presentation
      Hiroshima
    • Year and Date
      20060117-20
    • Description
      「研究成果報告書概要(欧文)」より
  • [Presentation] Structured Aggregate Signatures2006

    • Author(s)
      Dan, Yamamoto, Wakaha, Ogata
    • Organizer
      The 2006 Symposium on Cryptography and Information Security
    • Place of Presentation
      Hiroshima
    • Year and Date
      20060117-20
    • Description
      「研究成果報告書概要(欧文)」より
  • [Presentation] Computational techniques of intehor-point methods for ill-conditioned semidefinite programs2006

    • Author(s)
      Kazuhide Nakata and Keiichiro Urayama
    • Organizer
      19th International Symposium on Mathematical Programming
    • Place of Presentation
      Rio de Janeiro, Brazil
    • Year and Date
      2006-07-31
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] Computational techniques of interior-point methods for ill-conditioned semidefinite programs2006

    • Author(s)
      Kazuhide, Nakata, Keiichiro, Urayama
    • Organizer
      19th International Symposium on Mathematical Programming
    • Place of Presentation
      Rio de Janeiro, Brazil
    • Year and Date
      2006-07-31
    • Description
      「研究成果報告書概要(欧文)」より
  • [Presentation] A Logarithmic-Transformation Interior-Point Algorithm for Linear Programming2005

    • Author(s)
      Shinji Mizuno
    • Organizer
      The 3rd Sino-Japanese Optimization Meeting
    • Place of Presentation
      Orchard Hotel, Singapore
    • Year and Date
      20051031-1102
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] フレキシブルな料金形態を可能とする視聴率調査方式2005

    • Author(s)
      阿部 正己, 荒木 俊則, 尾形 わかは
    • Organizer
      暗号と情報セキュリティシンポジウム
    • Place of Presentation
      シーサイドホテル舞子ビラ神戸(兵庫県)
    • Year and Date
      20050125-28
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] ChaumのUndeniable Signatureの安全性評価2005

    • Author(s)
      尾形 わかは, 黒澤 馨, ヘン スィー フィー
    • Organizer
      暗号と情報セキュリティシンポジウム
    • Place of Presentation
      シーサイドホテル舞子ビラ神戸(兵庫県)
    • Year and Date
      20050125-28
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] 準同型性とMIX-netに基づいた電子投票方式の評価2005

    • Author(s)
      小山 拓郎, 石田 夏樹, 尾形 わかは
    • Organizer
      暗号と情報セキュリティシンポジウム
    • Place of Presentation
      シーサイドホテル舞子ビラ神戸(兵庫県)
    • Year and Date
      20050125-28
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] k-Resilient ID-based Hybrid暗号について2005

    • Author(s)
      荒木 俊則, 尾形 わかは
    • Organizer
      暗号と情報セキュリティシンポジウム
    • Place of Presentation
      シーサイドホテル舞子ビラ神戸(兵庫県)
    • Year and Date
      20050125-28
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] An Interior-Point Algorithm for LP Whose Coefficient Matrics Has a Special Structure2005

    • Author(s)
      Shinji Mizuno
    • Organizer
      Mathematisches Forschungsinstitut Oberwolfach
    • Place of Presentation
      Germany
    • Year and Date
      20050109-15
    • Description
      「研究成果報告書概要(和文)」より
  • [Presentation] 大規模な半正定値計画問題の解法2005

    • Author(s)
      中田 和秀
    • Organizer
      第17回RAMPシンポジウム
    • Place of Presentation
      シティ弘前ホテル
    • Year and Date
      2005-10-21
    • Description
      「研究成果報告書概要(和文)」より
  • [Book] 電子情報開示のフロンティア121-142頁(22頁) 第9章 XBRLの現状と課題 渡辺榮一著2007

    • Author(s)
      河崎 照行 [編著]
    • Total Pages
      225
    • Publisher
      中央経済社
    • Description
      「研究成果報告書概要(和文)」より

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Published: 2010-02-04  

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