Researcher Information - YAMANAKA Suguru |

YAMANAKA Suguru

Department / Course

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

Job Associate Professor

Book and thesis
1.	Papers	Enhancing accuracy and interpretability in corporate credit rating classification with the transformer-LSTM model Neurocomputing 676,pp.133026 (Co-authored) 2026/02/11
2.	Papers	A novel extension of the Merton model for default risk assessment in firms with non-market-traded operational assets Japan Journal of Industrial and Applied Mathematics 42,pp.1003-1027 (Co-authored) 2025/07/09
3.	Papers	A multi-task-type bankruptcy prediction method without using financial statements Japan Journal of Industrial and Applied Mathematics 42,pp.1231-1244 (Co-authored) 2025/04/02
4.	Papers	Relationship between managerial sentiments and corporate bankruptcies JSIAM Letters 15,pp.85-88 (Co-authored) 2023/09
5.	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
6.	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
7.	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
8.	Papers	An empirical evaluation of machine learning performance in corporate sales growth prediction JSIAM Letters 13,pp.25-28 (Co-authored) 2021/05
9.	Papers	Performance evaluation of least-squares probabilistic classifier for corporate credit rating classification problem JSIAM Letters 13,pp.9-12 (Co-authored) 2021/03
10.	Papers	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 (Sole-authored) 2019/11
11.	Papers	Credit scoring method using estimated forward financial statements based on purchase order information JSIAM Letters 11,pp.33-36 (Sole-authored) 2019/03
12.	Papers	Credit risk assessment using purchase order information International Journal of Financial Engineering 5 (4),pp.1850041 (Sole-authored) 2018/12
13.	Papers	Quantitative credit risk monitoring using purchase order information JSIAM Letters 9,pp.49-52 (Sole-authored) 2017/06
14.	Papers	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 (Co-authored) 2016/07
15.	Papers	A random thinning model with a latent factor for improvement of top-down credit risk assessment JSIAM Letters 8,pp.37-40 (Co-authored) 2016/06
16.	Papers	A note on empirical analysis for general wrong-way risk and stressed CVA JSIAM Letters 7,pp.25-28 (Co-authored) 2015/03
17.	Papers	Credit risk valuation model for real estate non-recourse loan JSIAM Letters 6,pp.49-52 (Co-authored) 2014/11
18.	Papers	Modeling of Contagious Credit Events and Risk Analysis of Credit Portfolios Asia-Pacific Financial Markets 19 (1),pp.43-62 (Co-authored) 2012/03
19.	Papers	Analysis of downgrade risk in credit portfolios with self-exciting intensity model JSIAM Letters 3,pp.93-96 (Co-authored) 2011/12
20.	Papers	Analysis of credit event impact with self-exciting intensity model JSIAM Letters 3,pp.49-52 (Co-authored) 2011/07