Suguru Yamanaka
(山中 卓)
Modified on: 2023/09/11
Profile Information
- Affiliation
- Associate Professor, Department of Mathematical Sciences, College of Science and Engineering, Aoyama Gakuin University
- Degree
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Ph.D. in Information Sciences and Technologies(Mar, 2011, The University of Tokyo)
- Contact information
- syamanaka
math.aoyama.ac.jp - ORCID ID
https://orcid.org/0000-0001-9927-1588- J-GLOBAL ID
- 201701010611367763
- researchmap Member ID
- B000273345
Research Interests
3Research Areas
4Research History
6-
Apr, 2015 - Mar, 2017
Education
5-
Apr, 2004 - Mar, 2006
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Apr, 2002 - Mar, 2004
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Apr, 1999 - Mar, 2002
Committee Memberships
9-
Apr, 2015 - Mar, 2022
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Apr, 2019 - Mar, 2021
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Apr, 2018 - Mar, 2021
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Apr, 2016 - Mar, 2020
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Apr, 2015 - Mar, 2019
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Apr, 2015 - Mar, 2018
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Apr, 2012 - Mar, 2017
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Apr, 2011 - Mar, 2015
Awards
5Papers
27-
JSIAM Letters, 15 85-88, Sep, 2023 Peer-reviewedLead authorCorresponding author
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Transactions of the Japan Society for Industrial and Applied Mathematics, 32(4) 133-154, Dec, 2022 Peer-reviewed
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The Journal of Credit Risk, 18(1) 101-117, Mar, 2022 Peer-reviewedLead authorCorresponding author
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International Journal of Financial Engineering, 9(1) 2150036, Mar, 2022 Peer-reviewedLead authorCorresponding author
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JSIAM Letters, 13 25-28, May, 2021 Peer-reviewedCorresponding author
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JSIAM Letters, 13 9-12, Mar, 2021 Peer-reviewedCorresponding author
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日立総研, 15(1) 20-23, May, 2020 InvitedLead authorCorresponding author
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The Bulletin of Musashino University Musashino Center of mathematicasl engineering, 5 105-112, Mar, 2020 Peer-reviewedLast author
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International Journal of Financial Engineering, 6(3) 1950024 (13pages), Nov, 2019 Peer-reviewedLead authorCorresponding author
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The Bulletin of Musashino University Musashino Center of mathematicasl engineering, 4 59-67, Mar, 2019 Peer-reviewedLead authorCorresponding author
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JSIAM Letters, 11 33-36, 2019 Peer-reviewed
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The Bulletin of Musashino University Musashino Center of mathematicasl engineering, 3 65-75, Mar, 2018 Peer-reviewedLead authorCorresponding author
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International Journal of Financial Engineering, 5(4) 1850041 (19 pages), 2018 Peer-reviewed
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Bulletin of the Japan Society for Industrial and Applied Mathematics, 27(1) 5-12, Mar, 2017 Peer-reviewedInvitedLead authorCorresponding author
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JSIAM Letters, 9 49-52, 2017 Peer-reviewed
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JAPAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS, 33(2) 321-341, Jul, 2016 Peer-reviewed
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JSIAM Letters, 8 37-40, 2016 Peer-reviewed
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JSIAM Letters, 7 25-28, 2015 Peer-reviewed
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証券アナリストジャーナル, 52(3) 43-51, 2014 Invited
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Transaction of the Japan Society for Industrial and Applied Mathematics, 24(4) 397-443, 2014 Peer-reviewedInvited
Misc.
6-
HUB-FS Working Paper Series, FS-2019-E-001, 2019
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Bank of Japan Working Paper Series, No.18-E-11, Jun, 2018
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日本銀行ワーキングペーパーシリーズ, No.18-J-2, Apr, 2018
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Bank of Japan working paper series No.16-E-19, Dec, 2016
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日本銀行ワーキングペーパーシリーズ No.16-J-10, Sep, 2016
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数理解析研究所講究録, 1675 226-233, 2010
Presentations
45-
10th International Congress on Industrial and Applied Mathematics, Aug 21, 2023
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日本応用数理学会第18回研究部会連合発表会, Mar 9, 2022
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JAFEE 2021 Winter, Feb 19, 2022
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日本応用数理学会2021年度年会, Sep 9, 2021
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日本応用数理学会2020年度年会, Sep 10, 2020
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大阪大学MMDS AI・データ利活用研究会 第11回, Jul 17, 2020
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日本応用数理学会第16回研究部会連合発表会, Mar 5, 2020
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龍谷大学武蔵野大学連携シンポジウム, Feb 10, 2020
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Quantitative Methods in Finance Conference (QMF2018), Dec 12, 2018
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計量経済学ワークショップ, May 15, 2018, 慶應義塾大学経済研究所 Invited
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第14回日本応用数理学会研究部会連合発表会, Mar 16, 2018
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第48回ジャフィー大会（2017年度冬季）, Mar 3, 2018
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龍谷大学武蔵野大学連携シンポジウム, Feb 11, 2018
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ITを活用した金融の高度化に関するワークショップ（第3期）第2回「データを活用した金融の高度化」, Dec 20, 2017
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Quantitative Methods in Finance 2017 (QMF2017), Dec 12, 2017
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第37回信用リスク管理研究会（地方銀行協会）, Dec 8, 2017 Invited
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第2回数理工学シンポジウム, Nov 22, 2016 Invited
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第11回丸の内ＱＦセミナー, Nov 15, 2016 Invited
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第37回ＡＢＬ協会会員解説会, Nov 1, 2016 Invited
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日本応用数理学会2016年度年会, Sep 12, 2016
Teaching Experience
24-
Apr, 2023 - Present
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Apr, 2023 - Present
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Apr, 2023 - Present
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Oct, 2020 - Present
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Apr, 2020 - Present
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Apr, 2020 - Present
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Apr, 2020 - Present
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Apr, 2019 - Present
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Oct, 2018 - Present
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Oct, 2021 - Mar, 2022
Professional Memberships
4Research Projects
2-
Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research (C), Grant-in-Aid for Scientific Research (C), Japan Society for the Promotion of Science, Apr, 2021 - Mar, 2024
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Grants-in-Aid for Scientific Research Grant-in-Aid for Early-Career Scientists, Grant-in-Aid for Early-Career Scientists, Japan Society for the Promotion of Science, Apr, 2018 - Mar, 2022
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