Rchr
J-GLOBAL ID：201701010611367763   Update date: Sep. 11, 2023

Yamanaka Suguru

ヤマナカ スグル | Yamanaka Suguru
Affiliation and department：
Aoyama Gakuin University Department of Mathematical Sciences, College of Science and Engineering

About Aoyama Gakuin University Department of Mathematical Sciences, College of Science and Engineering


Job title： Associate Professor
Research field  (4)： Money and finance ,  Mathematical informatics ,  Applied mathematics and statistics ,  Basic mathematics
Research keywords  (3)： Stochastic systems ,  Mathematical Finance ,  Financial Risk Management
Research theme for competitive and other funds  (2)：
  • 2021 - 2024 企業倒産の特徴抽出と多様な倒産要因を反映した倒産リスク評価手法の確立
  • 2018 - 2022 事業性を反映した企業評価の理論モデル構築と有用性の実証
Papers (27)：
  • Suguru Yamanaka, Takaya Ohsato. Relationship between managerial sentiments and corporate bankruptcies. JSIAM Letters. 2023. 15. 85-88
  • Kensei Monden, Suguru Yamanaka. Improvement of Credit Rating Classification Accuracy by using Financial Statements Time-Seriese Data ̃Validation by Long Short-Term Memory Model ̃. Transactions of the Japan Society for Industrial and Applied Mathematics. 2022. 32. 4. 133-154
  • Suguru Yamanaka, Misaki Kinoshita. A structural credit risk model based on purchase order information. The Journal of Credit Risk. 2022. 18. 1. 101-117
  • Suguru Yamanaka, Rei Yamamoto. A bank-account-information-based credit scoring method with Bayesian hierarchical modeling. International Journal of Financial Engineering. 2022. 9. 1. 2150036
  • Miho Saito, Takaya Ohsato, Suguru Yamanaka. An empirical evaluation of machine learning performance in corporate sales growth prediction. JSIAM Letters. 2021. 13. 25-28
ｍore...
MISC (6)：
  • Suguru Yamanaka, Hidetoshi Nakagawa. A factor model of random thinning for top-down type credit portfolio risk assessment. HUB-FS Working Paper Series. 2019. FS-2019-E-001
  • Suguru Yamanaka, Misaki Kinoshita. A structural credit risk model based on purchase order information. Bank of Japan Working Paper Series. 2018. No.18-E-11
  • 山中 卓, 木下 美咲. 受注データに基づく構造型信用リスク評価モデル. 日本銀行ワーキングペーパーシリーズ. 2018. No.18-J-2
  • Suguru Yamanaka. Advanced Lending Operations and Credit Risk Assessment Using Purchase Order Information. Bank of Japan working paper series No.16-E-19. 2016
  • 山中 卓. 企業の受注情報の貸出業務への活用可能性の検討-受注情報を用いた企業評価というFinTech的試みと事例研究-. 日本銀行ワーキングペーパーシリーズ No.16-J-10. 2016
ｍore...
Lectures and oral presentations  (45)：
  • Gross-revenue-based structural credit risk model
    (10th International Congress on Industrial and Applied Mathematics 2023)
  • 企業経営者感覚による倒産傾向の予測
    (日本応用数理学会第18回研究部会連合発表会 2022)
  • Examining the Default Prediction Power of Corporate Managers' Sentiment
    (JAFEE 2021 Winter 2022)
  • 信用格付判別問題に対する回帰結合型ニューラルネットワークモデルの有効性検証
    (日本応用数理学会2021年度年会 2021)
  • 最小二乗確率的分類器による信用格付判別
    (日本応用数理学会2020年度年会 2020)
ｍore...
Education (5)：
  • 2008 - 2011 The University of Tokyo Graduate School of Information Science and Technology Doctoral Program Department of Mathematical Informatics
  • 2006 - 2008 The University of Tokyo Graduate School of Information Science and Technology Master's Program Department of Mathematical Informatics
  • 2004 - 2006 The University of Tokyo Faculty of Science Department of Mathematics
  • 2002 - 2004 The University of Tokyo College of Arts and Sciences
  • 1999 - 2002 Ibaraki High School
Professional career (1)：
  • Ph.D. in Information Sciences and Technologies (The University of Tokyo)
Work history (6)：
  • 2021/04 - 現在 Aoyama Gakuin University Department of Mathematical Sciences, College of Science and Engineering Associate Professor
  • 2018/09 - 2023/03 Tokyo Institute of Technology Institute of Innovative Research Specially appointed Associate Professor
  • 2020/04 - 2021/03 Aoyama Gakuin University College of Science and Engineering Department of Physics and Mathematics Associate Professor
  • 2017/04 - 2020/03 Musashino University Faculty of Engineering, Department of Mathematical Engineering Associate Professor
  • 2015/04 - 2017/03 Bank of Japan Financial System and Bank Examination Department Researcher
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Committee career (9)：
  • 2015/04 - 2022/03 日本応用数理学会 研究部会「数理ファイナンス」 幹事
  • 2019/04 - 2021/03 日本応用数理学会 研究部会「若手の会」 主査
  • 2018/04 - 2021/03 日本応用数理学会 JSIAM Letters誌 幹事編集委員
  • 2016/04 - 2020/03 日本応用数理学会 研究部会「行列・固有値問題の解法とその応用」 幹事
  • 2015/04 - 2019/03 日本応用数理学会 研究部会「若手の会」 幹事
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Awards (5)：
  • 2018 - 日本応用数理学会 2018年度 論文賞(JSIAM Letters部門)
  • 2018 - 日本応用数理学会 2018年度 ベストオーサー賞(論文部門)
  • 2015 - 日本金融・証券計量・工学学会 2014年度 JAFEE論文賞(理論部門)
  • 2010 - 日本応用数理学会 第7回 若手優秀講演賞(2010年度)
  • 2009 - 株式会社金融工学研究所 設立10周年記念懸賞論文 最優秀論文賞
Association Membership(s) (4)：
THE JAPAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS ,  The Japanese Association of Financial Econometrics and Engineering (JAFEE) ,  The Securities Analysts Association of Japan ,  THE JAPAN STATISTICAL SOCIETY
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