Iioka, Yasutake, Yamada, Yuji. The evolution of capital structure and debt governance: Evidence from private equity-backed companies in Japan. PACIFIC-BASIN FINANCE JOURNAL. 2023. 79. 102017. 1-20
Yamada, Yuji, Matsumoto, Takuji. Construction of Mixed Derivatives Strategy for Wind Power Producers. Energies. 2023. 16. 9. 1-26
Hoshisashi, Kentaro, Yamada, Yuji. Pricing Multi-Asset Bermudan Commodity Options with Stochastic Volatility Using Neural Networks. Journal of Risk and Financial Management. 2023. 16. 3. 1-24
Matsumoto, Takuji, Yamada, Yuji. Improving the Efficiency of Hedge Trading Using Higher-Order Standardized Weather Derivatives for Wind Power. ENERGIES. 2023. 16. 7. 1-23
Matsumoto, Takuji, Yamada, Yuji. Multivariate Weather Derivatives for Wind Power Risk Management: Standardization Scheme and Trading Strategy. Energy Reports. 2023
Construction of interpretable GAM-based PV forecasts that outperform the prediction accuracy of machine learning methods
(The 7th International Conference on New Energy and Future Energy Systems (NEFES 2022))
Comprehensive and Comparative Analysis of GAM-based Solar Power Forecasting Models versus Four Machine Learning Methods
(INFORMS Annual Meeting 2022)
Continuous Hedging Strategy for Power Market Using Financial Instruments on Electricity Price and Weather
(25th International Symposium on Mathematical Theory of Networks and Systems MTNS 2022 2022)
2014/02 - University of Tsukuba 2013 Best Faculty Member
2012 - 2011年度ジャフィー論文賞
1998 - (社)計測自動制御学会 計測自動制御学会論文賞
1996 - (社)計測自動制御学会 計測自動制御学会学術奨励賞
所属学会 (7件):
日本オペレーションズ・リサーチ学会
, 日本ファイナンス学会
, 日本金融・証券計量・工学学会
, 日本計測自動制御学会
, 横断型基幹科学技術研究団体連合
, Institute of Electrical and Electronics Engineers (IEEE)
, Institute of Electrical and Electronics Engineers (IEEE)