2012 Fiscal Year Final Research Report
Research and development of the advanced expert mathematical library for the information network society
| Project/Area Number |
20241038
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| Research Category |
Grant-in-Aid for Scientific Research (A)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Social systems engineering/Safety system
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| Research Institution | Tokyo Institute of Technology |
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Principal Investigator |
MIZUNO Shinji 東京工業大学, 大学院・社会理工学研究科, 教授 (90174036)
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| Co-Investigator(Kenkyū-buntansha) |
KOJIMA Masakazu 東京工業大学, 大学院・情報理工学研究科, 名誉教授 (90092551)
HIGA Kunihiko 東京工業大学, イノベーションマネジメン ト研究科, 教授 (50282877)
NINOMIYA Shoiti 東京工業大学, イノベーションマネジメント研究科, 教授 (70313377)
OGATA Wakaha 東京工業大学, イノベーションマネジメン ト研究科, 准教授 (90275313)
NAKAGAWA Hidetoshi 一橋大学, 国際企業戦略研究科, 准教授 (30361760)
NAKATA Kazuhide 東京工業大学, 大学院・社会理工学研究科, 准教授 (00312984)
NAKANO Yumiharu 東京工業大学, イノベーションマネジメン ト研究科, 准教授 (00452409)
KITAHARA Tomonari 東京工業大学, 大学院・社会理工学研究科, 助教 (10551260)
TAKANO Yuichi 東京工業大学, 大学院・社会理工学研究科, 助教 (40602959)
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| Project Period (FY) |
2008 – 2012
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| Keywords | OR |
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| Research Abstract |
We have carried out theoretical research into mathematical technology of finance and financial engineering including three main topics ‘ optimization and operations research’,‘stochastic numerical analysis’, and ‘information network security’. We opened software of them to the internet. We also designed and developed a financial numerical calculation system. As a result, it makes possible to easily access our highly specialized mathematical technology.
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[Presentation] OnSurrender and Default Risk2012
Author(s)
H. Nakagawa and O. Le Courtois
Organizer
The CREST and4th Ritsumeikan-Florence Workshop on Risk, Simulation and Related Topics
Place of Presentation
立命館アジア太平洋大学(大分)
Year and Date
2012-03-10
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[Presentation] Klee-Mint2011
Author(s)
y's LP and upper bounds for Dantzig's simplex method
Organizer
International Conference on Operations Research
Place of Presentation
University of Zurich(スイス)
Year and Date
20110830-0902
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