Researcher Information - YAMANAKA Suguru |

（Last updated : 2025-04-11 18:22:05）

YAMANAKA Suguru

Department / Course

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

Job Associate Professor


Linear Algebra IA,Linear Algebra IB,Computational Mathematics, Applied Mathematics, Financial Mathematics, Discrete mathematics, Exercises in Mathematics A・B,Computer Application Exercise,Discrete Mathematics

Specialization and related fields
Mathematical Finance, Computational Finance, Mathematical Engineering keyword(Quantitative Financial Risk Management)

Academic background
1.	Faculty of Science The University of Tokyo Graduated
2.	Master Department of Mathematical Informatics Graduate School of Information Science and Technology The University of Tokyo Finished
3.	Doctorial Department of Mathematical Informatics Graduate School of Information Science and Technology The University of Tokyo Finished Ph.D

Business career
1.	2011/04 ～ 2015/03	Researcher Mitsubishi UFJ Trust Investment Technology Institute Co., Ltd.
2.	2015/04 ～ 2017/03	Researcher Bank of Japan Financial System and Bank Examination Department
3.	2017/04 ～ 2020/03	Associate Professor Musashino University Faculty of Engineering
4.	2018/09 ～ 2023/03	Specially appointed Associate Professor Tokyo Institute of Technology Institute of Innovative Research
5.	2020/04/01 ～ 2021/03/31	Associate Professor Aoyama Gakuin University College of Science and Engineering Department of Physics and Mathematics
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Belonging society
1.		The Japan Society for Industrial and Applied Mathematics (JSIAM)
2.		Japanese Association of Financial Econometrics and Engineering (JAFEE)
3.		Japan Statistical Society
4.		The Securities Analysts Association of Japan

Research topic, funded research, and department laboratory expense
1.	2025/04 ～	A corporate credit risk assessment methodology reflecting impacts from client companies

Book and thesis
1.	Papers	A multi-task-type bankruptcy prediction method without using financial statements Japan Journal of Industrial and Applied Mathematics (Co-authored) 2025/04
2.	Papers	Relationship between managerial sentiments and corporate bankruptcies JSIAM Letters 15,pp.85-88 (Co-authored) 2023/09
3.	Papers	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 32 (4),pp.133-154 (Co-authored) 2022/12
4.	Papers	A bank-account-information-based credit scoring method with Bayesian hierarchical modeling International Journal of Financial Engineering 9 (1),pp.2150045 (Co-authored) 2022/03
5.	Papers	A structural credit risk model based on purchase order information The Journal of Credit Risk 18 (1),pp.101-117 (Co-authored) 2022/03
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