Shinzato Takashi

• 2017 - 2021 Statistical Mechanical Informatics for Priaml-Dual Structure and Macroscopic Theory Included in Portfolio Optimization Problem
• 2017 - 2020 Study for the development of methods for improving efficiency of work analysis
• 2017 - 2018 How can econophysics clarify Pythagorean theorem in diversified investment theory?
• 2017 - 2018 Stochastic Optimization for Priaml-Dual Structure and Macroscopic Theory
• 2016 - 2017 Econophysical analysis for investment management theory
2015 - 2017 Pythagorean theorem of Sharp ratio using statistical mechanical informatiocs
2015 - 2016 Optimal investment management for institutional investor of risk-averse type using probabilistic optimization
2015 - 2016 Optimal investment management for risk-averse investor using stochastic optimization
2015 - 2016 Development and theoretical analysis of optimal asset managements for risk-averse investor represented by life assurance company
2015 - 2016 Statistical theory and optimization for efficiency of flow-shop scheduling
2014 - 2016 Risk appetite portfolio optimization problem using econophysics analysis
2014 - 2016 Project of Tohoku Agricultural Research Center
2014 - 2015 Pythagorean theorem attracts portfolio optimization problem
2014 - 2015 Portfolio optimization problem using methodology of econophysics
2012 - 2014 Application on the portfolio optimization problem of statistical mechanical informatics
2012 - 2013 Financial study of high value-added product development using thinned wood and continuous forest administration

• Takashi Shinzato. Minimal Investment Risk with Cost and Return Constraints: A Replica Analysis. Journal of the Physical Society of Japan. 2019. 88. 6. 064804-064804
• Taishin Nakamura, Hisashi Yamamoto, Takashi Shinzato, Tomoaki Akiba. Upper and Lower Bounds for Reliability of Connected-(1,2)-or-(2,1)-out-of-(m,n):F Lattice System. Asia Pacific Industrial Engineering & Management Systems Conference 2018. 2018
• 中村 太信, 山本 久志, 新里 隆. Proposal of Algorithm for Optimal Arrangement in Connected-(r, s)-out-of-(m, n):F Lattice System. 電子情報通信学会技術研究報告 = IEICE technical report : 信学技報. 2018. 118. 161. 13-18
• Takashi Shinzato. Validation of the replica trick for simple models. Journal of Statistical Mechanics: Theory and Experiment. 2018. 2018. 4. 043306
• Liang Shuyu, Atsuko Fumoto, Yasuhiro Kajihara, Yuya Tabuchi, Takashi Shinzato. Indoor UHF RFID Tag Location Estimation Method. J. SOPE Japan. 2018. 30. 1. 9-18

ｍore...

• Takashi Shinzato. Property Safety Stock Policy for Correlated Commodities Based on Probability Inequality. 2017
• Takashi Shinzato. Validation of the Replica Trick for Simple Models. arXiv. 2016. abs/1606.07277
• Takashi Shinzato. Asymptotic Eigenvalue Distribution of Wishart Matrices whose Components are not Independently and Identically Distributed. arXiv. 2016
• Shinzato T. 21pGU-6 Eignevalue Distribution of Random Auto Correlation Matrix in the Case that Variances of Components are Non-identical Ones. Meeting abstracts of the Physical Society of Japan. 2011. 66. 2. 213-213
• Shinzato T. 22pGU-14 Replica Analysis for Portfolio Optimization with Returns of Different Variance. Meeting abstracts of the Physical Society of Japan. 2011. 66. 2. 243-243

ｍore...

• Proposal of calculation method for the toroidal connected-(1, 2)-or-(2, 1)-out-of-(m, n):F lattice system with Markov chain
  2017
• Person-making and one-making -Challenge of Akita prefectural university (jointly worked)
  The Akita Sakigake 2013 ISBN:4870203421
• Management system engineering department and the circumference (jointly worked)
  Yokohama Publisher 2011 ISBN:4946552421

• 28aPS-38 Statistical Mechanical Informatics for Portfolio Problem withoot Short Selling
  (Meeting Abstracts of the Physical Society of Japan 2011)
• 21pGU-6 Eignevalue Distribution of Random Auto Correlation Matrix in the Case that Variances of Components are Non-identical Ones
  (Meeting Abstracts of the Physical Society of Japan 2011)
• 22pGU-14 Replica Analysis for Portfolio Optimization with Returns of Different Variance
  (Meeting Abstracts of the Physical Society of Japan 2011)
• 20aEJ-9 Large Deviation Approach for Safety Stock Management for Correlated Demands
  (Meeting Abstracts of the Physical Society of Japan 2010)
• 25pTD-9 Belief Propagation Algorithm for Portfolio Optimization Problem
  (Meeting Abstracts of the Physical Society of Japan 2010)

ｍore...

• 2006 - 2009 Tokyo Institute of Technology Graduate School, Division of Integrated Science Department of Computational Intelligence and Systems Science
• 2004 - 2006 Nagoya University Graduate School, Division of Natural Science Division of Material Sciece
• 1998 - 2004 Nagoya University Faculty of Science Department of Physics

• Doctor degree of philosophy (Tokyo Institute of Technology)
• Master degree of science (Nagoya University)
• Bachelor degree of science (Nagoya University)

• 2017/04 - 現在 Tamagawa University Department of management science, College of engineering assistant Professor
• 2014/10 - 2017/03 Hitotsubashi University Mori Arinori Center for Higher Education and Global Mobility Lecturer
• 2009/12/01 - 2014/09/30 Akita Prefectural University Faculty of Systems Science and Technology, Department of Management Science and Engineering Research Associate
• 2009/04/01 - 2009/11/30 Akita Prefectural University Faculty of Systems Science and Technology Researcher
• 2007/09/01 - 2009/03/31 Tokyo Institute of Technology Global COE Researcher
2008/04/01 - 2008/09/30 Aoyama Gakuin University College of Science and Engineering, Department of Physics and Mathematics Part-time Lecturer
2007/04/01 - 2007/08/31 Tokyo Institute of Technology Grant-in-Aid for Scientific Research on Priority Areas Researcher
2006/04/01 - 2007/03/31 Tokyo Institute of Technology interdisciplinary Graduate School of Science and Engineering Teaching Assistant
2004/04/01 - 2005/03/31 Nagoya University Graduate School of Science Teaching Assistant

• 2018/12 - Asia Pacific Industrial Engineering & Management Systems Conference 2018 Best Practice Paper Award Upper and Lower Bounds for Reliability of Connected-(1,2)-or-(2,1)-out-of-(m,n):F Lattice System
• 2017/04 - Japan industrial management association Best paper award Study of a Method to Evaluate Sorting Task Aptitude in the Process of Producing Food Products
• 2017/03 - Kampo Foundation Best research encouragement award Optimal investment management for institutional investor of risk-averse type using probabilistic optimization
• 2016/08 - Asia-Pacific International Symposium on Advanced Reliability and Maintenance Modeling Best Paper Award in 7th Asia-Pacific International Symposium on Advanced Reliability and Maintenance Modeling (APARM2016) Reliability of a Torus connected-(1,2)-or-(2,1)-out-of-(m,n):F Lattice System Using Markov Chain
• 2012/03 - The Institute of Electronics, Information and Communication Engineers Young Researcher Award in The Institute of Electrical and Electronics Engineers (IEEE) Computational Intelligence Society Japan Chapter Statistical Mechanical Informatics for Portfolio Optimization Problems Including Distinct Variance
2011/08 - 21st International Conference on Production Research Young Scientists's Award in 21st International Conference on Production Research A Mathematical Model of Product Design through Integral Architecture

THE MATHEMATICAL SOCIETY OF JAPAN ,  Japanese Association of Financial Econometrics and Engineering ,  The Operations Research Society of Japan ,  The Japanese Association of Risk, Insurance and Pensions ,  The Japanese Society of Insurance Science ,  Japan Statistical Society ,  The Institute of Electronics, Information and Communication Engineers ,  Japan Industrial Management Association ,  The Japan Society for Industrial and Applied Mathematics ,  The Physical Society of Japan