Faculty Information

（Last updated : 2024-04-19 17:51:07）

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

Position 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 (Key Word：Quantitative Financial Risk Management)

■ Academic background

1.	The University of Tokyo Graduated
2.	The University of Tokyo〔Master Course〕 Completed
3.	The University of Tokyo〔Doctorial Course〕 Completed Ph.D

■ Business career

1.	2011/04～2015/03	Mitsubishi UFJ Trust Investment Technology Institute Co., Ltd. Researcher
2.	2015/04～2017/03	Bank of Japan Financial System and Bank Examination Department Researcher
3.	2017/04～2020/03	Musashino University Faculty of Engineering Associate Professor
4.	2018/09～2023/03	Tokyo Institute of Technology Institute of Innovative Research Specially appointed Associate Professor
5.	2020/04～2021/03	Aoyama Gakuin University College of Science and Engineering Department of Physics and Mathematics Associate Professor
6.	2021/04～	Aoyama Gakuin University College of Science and Engineering Department of Mathematical Sciences Associate Professor
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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

■ Book and thesis

1.	Article	Relationship between managerial sentiments and corporate bankruptcies JSIAM Letters 15,pp.85-88 (Collaboration) 2023/09
2.	Article	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 (Collaboration) 2022/12
3.	Article	A bank-account-information-based credit scoring method with Bayesian hierarchical modeling International Journal of Financial Engineering 9(1),pp.2150045 (Collaboration) 2022/03
4.	Article	A structural credit risk model based on purchase order information The Journal of Credit Risk 18(1),pp.101-117 (Collaboration) 2022/03
5.	Article	An empirical evaluation of machine learning performance in corporate sales growth prediction JSIAM Letters 13,pp.25-28 (Collaboration) 2021/05
6.	Article	Performance evaluation of least-squares probabilistic classifier for corporate credit rating classification problem JSIAM Letters 13,pp.9-12 (Collaboration) 2021/03
7.	Article	Random thinning model with a truncated credit quality vulnerability factor: Application to top-down-type credit risk assessment International Journal of Financial Engineering 6(3),pp.1950024 (Single) 2019/11
8.	Article	Credit scoring method using estimated forward financial statements based on purchase order information JSIAM Letters 11,pp.33-36 (Single) 2019/03
9.	Article	Credit risk assessment using purchase order information International Journal of Financial Engineering 5(4),pp.1850041 (Single) 2018/12
10.	Article	Quantitative credit risk monitoring using purchase order information JSIAM Letters 9,pp.49-52 (Single) 2017/06
11.	Article	Random thinning with credit quality vulnerability factor for better risk management of credit portfolio in a top-down framework JAPAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS 33(2),pp.321-341 (Collaboration) 2016/07
12.	Article	A random thinning model with a latent factor for improvement of top-down credit risk assessment JSIAM Letters 8,pp.37-40 (Collaboration) 2016/06
13.	Article	A note on empirical analysis for general wrong-way risk and stressed CVA JSIAM Letters 7,pp.25-28 (Collaboration) 2015/03
14.	Article	Credit risk valuation model for real estate non-recourse loan JSIAM Letters 6,pp.49-52 (Collaboration) 2014/11
15.	Article	Modeling of Contagious Credit Events and Risk Analysis of Credit Portfolios Asia-Pacific Financial Markets 19(1),pp.43-62 (Collaboration) 2012/03
16.	Article	Analysis of downgrade risk in credit portfolios with self-exciting intensity model JSIAM Letters 3,pp.93-96 (Collaboration) 2011/12
17.	Article	Analysis of credit event impact with self-exciting intensity model JSIAM Letters 3,pp.49-52 (Collaboration) 2011/07
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