KONNO Hiroshi 今野浩

Researcher Number	10015969
Other IDs
External Links
Affiliation (based on the past Project Information) *help	2001 – 2011: Chuo University, Faculty of Science and Engineering, Professor, 理工学部, 教授 2007: Center for Research for Advanced Financial Technology, Tokyo Institute of Technology, Professor 2000: 東京工業大学, 理財工学研究センター, 教授 1996 – 2000: 東京工業大学, 大学院・社会理工学研究科, 教授 1999: 東京工業大学, 理財工学研究センター, 教授(センター長) … More 1987 – 1995: 東京工業大学, 工学部, 教授 1993: 東京工業大学, 工学部・人文社会群, 教授 1990: Tokyo Inst. of Technology, Professor, 工学部・人文社会群, 教授 1986: 東京工大, 工学部, 教授 1985: 東京工業大学, 工, 教授 Less
Review Section/Research Field	Principal Investigator 社会システム工学 / Social systems engineering/Safety system / Engineering fundamentals / 広領域 / 社会システム工学 / Engineering fundamentals Except Principal Investigator 社会システム工学 / Engineering fundamentals / General mathematics (including Probability theory/Statistical mathematics)
Keywords	Principal Investigator 大域的最適化 / ポートフォリオ理論 / global optimization / 内点法 / 線形計画法 / 取引コスト / 外部近似法 / 非凸型問題 / 分枝限定法 / 平均・絶対偏差モデル … More / ロジット・モデル / linear programming / MAD model / 国際分散投資 / 組合せ最適化 / branch and bound / 2次計画問題 / outer approximation / 低ランク非凸性 / 大域的最適化法 / Global optimization / ポ-トフォリオ最適化 / パラメトリック単体法 / 多目的最適化 / 凸乗法計画問題 / パラメトリック・アプローチ / ポートフォリオ最適化 / 半正定値計画問題 / 信用リスク分析 / 格付け / 変数選択 / 0-1整数計画問題 / 最大予測可能性ポートフォリオ / 回帰分析 / インフォーメーション・レシオ / インデックス・トラッキング / 信用リスク / 金融リスク管理技術 / 整数計画法 / 切除平面法 / カーマーカー特許 / Skewness / Non-convex function / Portfolio theory / Quadratic programming / Interior point method / 絶対値偏差(L_1)リスク / ポートフォリオ・モデル / 線形計画問題に対する線形オーダーの解法 / 線形相補性問題 / オプション評価理論 / パラメトリック・プログラミング / 一般化線形乗法計画 / 非凸型2次計画問題 / MADモデル / 歪度 / 非凸型関数 / ポ-トフォリオ理論 / 2次計画法 / 大域的最小化 / asset allocation / international investment / portfolio optimization / 整理計画法 / 平均・リスクモデル / D.C, cost function / large scale LP / mean-lower partial risk model / rebalance / long-short portfolio / concave cost / portfolio theory / SDP / 大規模投資 / データマイニング / SDD / 倒産判別 / リスク / 最適化 / ポートフォリオ / D. C.取引コスト / D.C.取引コスト / 超大型線形計画問題 / 平均・下方リスクモデル / リバランス / ロング・ショート・ポートフォリオ / 凹型取引コスト / Option Pricing / Scoring / Financial Data / Small companies / Lodit Model / Faillure Probability / Semi-Definite Programming / Credit Risk / ニューラルネット / 判別分析 / 財務諸表分析 / 最適化アルゴリズム / 半生定値問題 / スコアリンング / スコアリング / 財務指標 / 中小企業 / 実証分析 / ロジットモデル / 倒産リスク評価 / 半定値問題 / enumeration problems / combinatorial optimization / fractional function programming / non-convex programming / internationally diversified investment / non-convex quadratic programming / industrial system / 一般化凸剰法計画 / 最小取引き単位 / 取引きコスト / ポントフォリオ理論 / 線形分数関数の和 / 組み合わせ最適化 / 分数計画問題 / 列挙問題 / 分数計画 / 非凸計画 / 国際分散ポートフォリオ / 非凸2次計画 / 工学システム / d.c.optimization / mean-absolute deviation model / portfolio management / transaction cost / 確率制御問題 / 大規模最適化 / コンパクト分解 / ユニバーサル・ポートフォリオ / 資産運用 / 動的最適化 / piecewise linear approximation / nonconvex quadratic problem / reverse convex program / linear fractional function / low rank nonconvex structure / nonconvex minimization problem / 低ランク非凸型 / 区分線形近似 / 逆凸計画問題 / 線形分数計画 / Multi Beta Model / Currency Option / Term Structure / Path Dependent Option / Derivatives / CARCH Model / Time Series Analysis / Financial Management / 通過オプション / マルチベータモデル / 通貨オプション / 金利期間構造 / 経路依存型オプション / 派生証券 / GARCHモデル / 時系列解析 / 財務管理 / multi-objective optimization / Pareto optimal surface / nonconvex minimization / cutting plane / nonlinear programming / low rank nonconvex problems / 計算幾何学 / 凹型生産コスト・輸送問題 / 多目的最適化問題 / パレート最適面 / 非線形計画法 / 低ランク凹関数 / Average polynomial order algorithm / Nonconvex duality / Bilinear programming problem / Convex mulitiplicative program / Parametrization / Outer approximation method / Nonconvex minimization / (一般化)凸乗法計画問題 / NP完全問題 / 凹2次間数最小化 / 平均多項式オ-ダ-算法 / 非〓型双対定理 / パレート最適化 / 非〓集合の次数 / 分解原理 / 非〓型最適化 / 平均多項式オーダー算法 / 双対理論 / 双線形計画問題 / 非凸型最小化 / 組合わせ最適化 / ファセット・カット / (オリエンテッド)マトロイド / カーマーカーの方法 / 不動点アルゴリズム / 非線形最適化 / 数理計画法 / 分数双線形計画問題 / 一般化有界変数単体法 / 制約条件付最短路問題 / 最良階段関数近似 / 混合整数計画問題 / Karmarkar法 / アクティブ運用 / トランスファー係数 / インデックス運用 / 超楕円面による分類 / 絶対値関数の比 / 凸2次関数の比の最大化 / Rachev レシオ / 大域敵最適化 / 最大予測可能性ホートフォリオ / Tranfer coefficient / 超楕円面 / 0-1整数計画法 / 倒産判別分析 / マルチ・インデックス・トラッキング / モデルの自由度 / 多段階解法 / 0-1混合整数計画法 / 2次ロジット・モデル / 回転率制約 / 指標選択 / 半正定値ロジット・モデル / 2次回帰モデル / OR / 非凸型取引コスト / 少額資産運用 / 半定値計画法 / 近似解法 / データ・マイニング / 半正定値計画法 / 確率倒産推計 / 金融工学 / 異議申立て / ソフトウェア特許 / アルゴリズム特許 / ソフトウェア / アルゴリズム / 著作権 / 特許 … More Except Principal Investigator 金融リスク管理 / シミュレーション / オプション評価 / Karmarkar特許問題 / 知的財産権 / 適性技術 / 管理技術 / 技術協力 / 技術移転 / 技術援助 / 発展途上国 / 金利期間構造モデル / 準乱数 / 準モンテカルロ法 / 低食い違い量列 / low-discrepancy sequence / 高次元数値積分 / 確率微分方程式の数値解法 / 拡散過程 / 金融派生商品 / Margrabe Exchange Option / Samuelson Model / Structual Credit Model / Feymnan-Kac Theorem / Option Valuation / Hyperbolic Sine Transform / Credit Risk / Value at Risk / Fat-Tail Distribution / Non-Normal Distribution / 倒産予測 / リスク管理 / 企業評価 / 格付 / 倒産 / 信用リスクの計測 / 流動性リスク / 市場リスク / マグレブの交換オブション / サミュエルソンのモデル / 構造モデル / ファインマン・カックの公式 / ハイパーボリック・サイン変換 / 信用リスク / バリュー・アット・リスク / ファット・テイル / 非正規分布 / Call option / Delia hedge / Reproduction of option / Blach-Scholes type / Neural net work / Expectational growth rate aximization / Universal portfolio / Simulation / コール・オプション / デルタ・ヘッジ / オプションの複製 / ブラックシュールズ式 / ニューラルネットワーク / 期待成長率最大化 / ユニバーサル・ポートフォリオ / Heuristic approach / Non-homogeneous investor / Hysteresis / Equilibrium / Real Option / Chaos / Investment / Capital Market / 数理計画 / 資本コスト / 時系列 / カオス / 最適化 / オプション / ポートフォリオ / ヒューリスティック・アプローチ / 非同質的投資説 / 履歴現象 / 均衡 / リアル・オプション / カオス理論 / 投資プロジェクト / 資本市場 / 経営システム / 人工知能 / 最適設計 / ファジィ計画法 / ネットワーク理論 / 計算幾何学 / 非線形計画法 / 線形 / 数理計画法 / マルチンゲ-ル測度 / 平均・分散モデル / 最適化アルゴリズム / 均衡分析 / 資産の価格付け / ポートフォリオ最適化 / 取引コスト / 半正定値計画問題 / 組み合せ最適化 / 数理計画問題 / カ-マーカー法 / 内点法 / 線形計画問題 Less

資産運用手法と信用リスク計量手法の研究:数理計画法によるアプローチPrincipal Investigator
- Principal Investigator
  
  今野浩
- Project Period (FY)
  2009 – 2011
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Chuo University
大域的最適化と整数計画法の統合による非凸型最適化問題の解法Principal Investigator
- Principal Investigator
  
  今野浩
- Project Period (FY)
  2007 – 2009
- Research Category
  
  Grant-in-Aid for Challenging Exploratory Research
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Chuo University
Research on Integrated Financial Risk Management Technologies : Integration of Market Risk and Credit RiskPrincipal Investigator
- Principal Investigator
  
  KONNO Hiroshi
- Project Period (FY)
  2006 – 2008
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Chuo University
ポートフォリオ理論にもとづく少額資産運用モデルの開発とその実証Principal Investigator
- Principal Investigator
  
  今野浩
- Project Period (FY)
  2003 – 2005
- Research Category
  
  Grant-in-Aid for Exploratory Research
- Research Field
  
  Engineering fundamentals
- Research Institution
  Chuo University
Internationally diversified Investment using Mean-Absolute Deviation Model : Theory and Empirical StudyPrincipal Investigator
- Principal Investigator
  
  KONNO Hiroshi
- Project Period (FY)
  2003 – 2005
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Chuo University
半定値計画法による企業の格付けとデリバティブ評価Principal Investigator
- Principal Investigator
  
  今野浩
- Project Period (FY)
  2001 – 2002
- Research Category
  
  Grant-in-Aid for Exploratory Research
- Research Field
  
  社会システム工学
- Research Institution
  Chuo University
Portfolio Models for the Next Generation Fund ManagementPrincipal Investigator
- Principal Investigator
  
  KONNO Hiroshi
- Project Period (FY)
  2000 – 2002
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  社会システム工学
- Research Institution
  CHUO UNIVERSITY
  Tokyo Institute of Technology
金融リスク評価システムの数理科学的研究
- Principal Investigator
  
  二宮祥一
- Project Period (FY)
  2000 – 2001
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Engineering fundamentals
- Research Institution
  Tokyo Institute of Technology
Quantitative Evaluation of Financial RiskPrincipal Investigator
- Principal Investigator
  
  KONNO Hiroshi
- Project Period (FY)
  1999 – 2001
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  社会システム工学
- Research Institution
  CHUO UNIVERSITY
  Tokyo Institute of Technology
RESEARCHES ON NEW MEASUREMENT METHODS FOR MARKET RISK, CREDIT RISK AND LIQUIDITY RISK IN FINANCIAL MARKETS.
- Principal Investigator
  
  TAKAHASHI Masafumi
- Project Period (FY)
  1998 – 2000
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  社会システム工学
- Research Institution
  University of Tsukuba
Global Optimization Models on Industrial Systems and Efficient Approaches for Solving themPrincipal Investigator
- Principal Investigator
  
  KONNO Hiroshi
- Project Period (FY)
  1998 – 1999
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Engineering fundamentals
- Research Institution
  Tokyo Institute of Technology
Algorithmic Studies on Portfolio Optimization and Asset Pricing and Transaction CostPrincipal Investigator
- Principal Investigator
  
  KONNO Hiroshi
- Project Period (FY)
  1997 – 1998
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  社会システム工学
- Research Institution
  Tokyo Institute of Technology
The option hedge which used the simulation and the optimization technique for the property to use operation and the neural net work
- Principal Investigator
  
  SHIRAKAWA Hiroshi
- Project Period (FY)
  1997 – 1998
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Engineering fundamentals
- Research Institution
  Tokyo Institute of Technology
取引コストを考慮した資産の運用および価格付けに関する研究
- Principal Investigator
  
  SHIRAKAWA Hiroshi
- Project Period (FY)
  1996
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  社会システム工学
- Research Institution
  Tokyo Institute of Technology
Financial Engineering Research or Asset Management and PricingPrincipal Investigator
- Principal Investigator
  
  KONNO Hiroshi
- Project Period (FY)
  1996 – 1997
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Engineering fundamentals
- Research Institution
  Tokyo Institute of Technology
Global Optimization in Social System EngineeringPrincipal Investigator
- Principal Investigator
  
  KONNO Hiroshi
- Project Period (FY)
  1996 – 1997
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  社会システム工学
- Research Institution
  Tokyo Institute of Technology
数理計画問題に対する高速数値計算手法
- Principal Investigator
  
  KOJIMA Masakazu
- Project Period (FY)
  1994
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  社会システム工学
- Research Institution
  Tokyo Institute of Technology
Research on Global Optimization Problems in Engineering SystemsPrincipal Investigator
- Principal Investigator
  
  KONNO Hiroshi
- Project Period (FY)
  1994 – 1995
- Research Category
  
  Grant-in-Aid for General Scientific Research (B)
- Research Field
  
  Engineering fundamentals
- Research Institution
  TOKYO INSTITUTE OF TECHNOLOGY
経営工学と知的財産権問題:アルゴリズムとソフトウェア保護をめぐる諸問題Principal Investigator
- Principal Investigator
  
  今野浩
- Project Period (FY)
  1993
- Research Category
  
  Grant-in-Aid for Scientific Research on Priority Areas
- Research Institution
  Tokyo Institute of Technology
Analysis of Capital Markets and Envestmentusing engineering approach
- Principal Investigator
  
  FURUKAWA Kouichi
- Project Period (FY)
  1993 – 1995
- Research Category
  
  Grant-in-Aid for General Scientific Research (B)
- Research Field
  
  社会システム工学
- Research Institution
  TOKYO INSTITUTE OF TECHNOLOGY
経営工学と知的財産権問題:アルゴリズムとソフトウェア保護をめぐる諸問題Principal Investigator
- Principal Investigator
  
  今野浩
- Project Period (FY)
  1992
- Research Category
  
  Grant-in-Aid for Scientific Research on Priority Areas
- Research Institution
  Tokyo Institute of Technology
技術移転の経済効果
- Principal Investigator
  
  森村英典
- Project Period (FY)
  1991
- Research Category
  
  Grant-in-Aid for Scientific Research on Priority Areas
- Research Institution
  University of Tsukuba
Global Minimization of Nonconvex Functions and Its Applications to Social SystemsPrincipal Investigator
- Principal Investigator
  
  KONNO Hiroshi
- Project Period (FY)
  1991 – 1992
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  社会システム工学
- Research Institution
  Tokyo Institute of Technology
技術移転の経済効果
- Principal Investigator
  
  森村英典
- Project Period (FY)
  1990
- Research Category
  
  Grant-in-Aid for Scientific Research on Priority Areas
- Research Institution
  University of Tsukuba
Mathematical Programming Algorithms and Their Applications to Engineerring ProblemsPrincipal Investigator
- Principal Investigator
  
  KONNO Hiroshi
- Project Period (FY)
  1988 – 1990
- Research Category
  
  Grant-in-Aid for General Scientific Research (B)
- Research Field
  
  広領域
- Research Institution
  Tokyo Institute of Technology
数理計画法のアルゴリズムとその応用に関する諸問題
- Principal Investigator
  
  伊理正夫
- Project Period (FY)
  1987
- Research Category
  
  Grant-in-Aid for Co-operative Research (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  The University of Tokyo
離散および非線形システム最適化のためのソフトウエア作成に関する研究Principal Investigator
- Principal Investigator
  
  今野浩
- Project Period (FY)
  1984 – 1986
- Research Category
  
  Grant-in-Aid for General Scientific Research (A)
- Research Field
  
  広領域
- Research Institution
  Tokyo Institute of Technology

All 2010 2009 2008 2007 2006 2005 2004 2003 1999 1998 1997

All Journal Article Presentation Book

[Book] 金融工学は何をしてきたのか2009
- Author(s)
  今野浩
- Total Pages
  192
- Publisher
  日本経済新聞出版社
- Data Source
  KAKENHI-PROJECT-21310096
[Book] 金融工学は何をしてきたのか2009
- Author(s)
  今野浩
- Total Pages
  192
- Publisher
  日本経済新聞社出版社
- Data Source
  KAKENHI-PROJECT-19651070
[Book] 21世紀のOR:「最適化時代」の旗手2007
- Author(s)
  今野浩
- Total Pages
  172
- Publisher
  日科技連出版社
- Data Source
  KAKENHI-PROJECT-18310109
[Book] 21世紀のOR2007
- Author(s)
  今野浩
- Publisher
  日科技連出版社
- Data Source
  KAKENHI-PROJECT-18310109
[Book] 21世紀のOR:「最適化の時代」の旗手2007
- Author(s)
  今野浩
- Total Pages
  172
- Publisher
  日科技連出版社
- Data Source
  KAKENHI-PROJECT-19651070
[Book] 金融工学20年2005
- Author(s)
  今野浩
- Total Pages
  229
- Publisher
  東洋経済新報社
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15310122
[Book] 20 Years History of Financial Engineering2005
- Author(s)
  Konno, H.
- Publisher
  Toyo Keizai Shinpou Publishing Co.
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15310122
[Book] 金融工学20年2005
- Author(s)
  今野浩
- Total Pages
  229
- Publisher
  東洋経済新報社
- Data Source
  KAKENHI-PROJECT-15656025
[Book] マネーの経済学2004
- Author(s)
  今野浩也
- Total Pages
  236
- Publisher
  日経文庫
- Data Source
  KAKENHI-PROJECT-15310122
[Book] 金融工学事典2004
- Author(s)
  今野浩他編
- Total Pages
  846
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-15656025
[Book] 理財工学II、数理計画性による資産運用最適化1998
- Author(s)
  今野浩
- Total Pages
  145
- Publisher
  日科技連出版社
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-09558046
[Book] Financial Engineering II : Portfolio Optimization by Mathematical Programming Mathedologies1998
- Author(s)
  Hiroshi Konno
- Total Pages
  145
- Publisher
  Nikka-Giren, Publishing
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-09558046
[Book] Finance Hand book.1997
- Author(s)
  Hiroshi Konno, Koichi Furukawa (eds. )
- Publisher
  Asakura-Shoten Publishing, Co., (Japanese translation of Handbook in OR&MS, Vol. 8, "Finance", edited by Jarrow, R. et al., Springer Verlag, 1996. )
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-09558046
[Journal Article] Maximal Predictability Portfolio Optimization Using Absolute Deviation2010
- Author(s)
  Konno, H., K.Morita, R.Yamamoto
- Journal Title
  
  Computational Management Science 7
  
  Pages: 47-60
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19651070
[Journal Article] A Maximal Predictability Portfolio Optimization Using Absolute Deviation Reformulation2010
- Author(s)
  Konno, H., Morita, R.Yamamoto
- Journal Title
  
  Computational Management Science
  
  Volume: 7 Pages: 47-60
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21310096
[Journal Article] A Maximal Predictability Portfolio under Turnover Constraints2010
- Author(s)
  Takaya, Y., H.Konno
- Journal Title
  
  Asia-Pacific J.Operations Research
  
  Volume: 27 Pages: 1-13
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21310096
[Journal Article] A Maximal Predictability Portfolio Using a Dynamic Factor Selection Strategy2010
- Author(s)
  Konno, H., Y.Takaya, R.Yamamoto
- Journal Title
  
  International J.of Theoretical and Applied Finance
  
  Volume: 13 Pages: 355-366
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21310096
[Journal Article] A Maximal Predictability Portfolio Using a Dynamic Factor Selection Strategy2009
- Author(s)
  Konno, H., Y.Egawa, R.Yamamoto
- Journal Title
  
  International J.of Theoretical and Applied Finance (Online)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21310096
[Journal Article] Failure Discrimination by Semi-Definite Programming Using Maximal Margin Hyperplane2009
- Author(s)
  Okada, Y. and H. Konno
- Journal Title
  
  Computational Finance (to appear)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18310109
[Journal Article] Choosing the Best Set of Variables in Regression Analysis2009
- Author(s)
  Konno, H. and R. Yamamoto
- Journal Title
  
  J. of Global Optimization (to appear)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18310109
[Journal Article] Multi-Step Methods for Choosing the Best Set Variablesin Regression Analyses2009
- Author(s)
  Konno, H., Takaya, Y.
- Journal Title
  
  Computational Optimization and Applications (未定)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19651070
[Journal Article] A Maximal Predictability Portfolio Using a Dynamic Factor Selection Strategy2009
- Author(s)
  Konno, H., Y.Egawa, R.Yamamoto
- Journal Title
  
  International J.of Theoretical and Applied Finance (Online)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19651070
[Journal Article] Applications of Integer Programming to Financial Optimization2009
- Author(s)
  Konno, H. and R. Yamamoto
- Journal Title
  
  in Handbook on Financial Engineering, Zopounidis eds. Springer
  
  Pages: 25-48
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18310109
[Journal Article] Failure Discrimination by Semi-Definite Programming Using Maximal Margin Hyperplane2009
- Author(s)
  Okada, Y., Konno, H.
- Journal Title
  
  J. of Computational Finance 12
  
  Pages: 63-78
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19651070
[Journal Article] Construction of a Portfolio with Shorter Downside Tail and Longer Upside Tail2009
- Author(s)
  Konno, H., K.Tanaka, R.Yamamoto
- Journal Title
  
  Computational Optimization and Application (Online)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19651070
[Journal Article] Maximal Predictability Portfolio Optimization Using Absolute Deviation2009
- Author(s)
  Konno, H. and R. Yamamoto
- Journal Title
  
  Computational Management Science (to appear)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18310109
[Journal Article] Index-plus-Alpha Tracking Subject to Correlation Constraint2009
- Author(s)
  Koshizuka, T., H.Konno, R.Yamamoto
- Journal Title
  
  International J.of Optimization : Theory, Methods and Application 1
  
  Pages: 215-224
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21310096
[Journal Article] Multi-Step Methods for Choosing the Best Set of Variables in Regression Analyses2009
- Author(s)
  Konno, H. and Y. Takaya
- Journal Title
  
  in Computational Optimization and Applications (to appear)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18310109
[Journal Article] Construction of a Portfolio with Shorter Downside Tail and Longer Upside Tail2009
- Author(s)
  Konno, H., Tanaka, K. And Yamamoto, R.
- Journal Title
  
  Computational Optimization and Applications (未定-+)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18310109
[Journal Article] Failure Discrimination by Semi-Definite Programming Using Maximal Margin Ellipsoidal Surfaces2009
- Author(s)
  Okada, Y., H.Konno
- Journal Title
  
  J.of Computational Finance 12
  
  Pages: 63-78
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21310096
[Journal Article] Solving a Large Scale Semi-Definite Logit Model2009
- Author(s)
  Konno, H., S. Kameda and N. Kawadai
- Journal Title
  
  Optimization Letters (to appear)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18310109
[Journal Article] Comparative Studies on Dynamic Programming and Integer Programming Approaches for Concave Cost Production/Inventory Control Problems2009
- Author(s)
  Konno, H., T. Egawa and R. Yamamoto
- Journal Title
  
  Computational Management Science (to appear)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18310109
[Journal Article] Minimization of a Ratio of Functions Defined and the Sum of the Absolute Values of Affine Functions2008
- Author(s)
  Konno, H., Tsuchiya, K., Yamamoto, R.
- Journal Title
  
  J. of Optimization Theory and Applications 135
  
  Pages: 399-410
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18310109
[Journal Article] Applications of Integer Programming to Financial Optimization2008
- Author(s)
  Konno, H., Yamamoto, R.
- Journal Title
  
  Handbook on Financial Engineering
  
  Pages: 25-48
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18310109
[Journal Article] Minimization of a Ratio of Functions Defined as the Sum of the Absolute Values of Affine Functions2008
- Author(s)
  Konno, H., Tsuchiya, K, Yamamoto, R.
- Journal Title
  
  J. of Optimization Theory and Applications 135
  
  Pages: 399-410
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19651070
[Journal Article] Minimization of a Ratio of Functions Defined as the Sum of the Absolute Values of Affine Functions2008
- Author(s)
  Konno, H., K. Tsuchiya and R. Yamamoto
- Journal Title
  
  J. of Optimization Theory and Applications 135
  
  Pages: 399-410
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18310109
[Journal Article] Comparison of Search Strategies of Branch and Bound Algorithm for Concave Minimization under Linear Constraints2007
- Author(s)
  Konno, H., T. Egawa and R. Yamamoto
- Journal Title
  
  Vietnam J. Mathematics 35
  
  Pages: 399-414
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18310109
[Journal Article] "AnEfficient Algorithm for Solving Convex-Convex Quadratic Fractional Functions"2007
- Author(s)
  Yamamoto, R. and Konno, H.
- Journal Title
  
  J. of Optimization Theory and Applications 133
  
  Pages: 241-255
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19651070
[Journal Article] Studies on General Stock-Bond Integrated Portfolio Optimization Model2007
- Author(s)
  Kato, K., Konno, H.
- Journal Title
  
  Computational Management Science 4
  
  Pages: 41-57
- Data Source
  KAKENHI-PROJECT-18310109
[Journal Article]2007
- Author(s)
  Konno, H., Tsuchiya, K.and Yamamoto, R.
- Journal Title
  
  J. of Optimization Theory and Applications 135
  
  Pages: 399-410
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18310109
[Journal Article] A Two-Stage Algorithm for Solving Large Scale Semi-Definite Logit Model2007
- Author(s)
  Konno, H., et al.
- Journal Title
  
  Optimization Letters (掲載確定)
- Data Source
  KAKENHI-PROJECT-18310109
[Journal Article] Minimization of a Ratio of Functions Defined as the Sum of The Absolute Values of Affine Functions2007
- Author(s)
  Konno, H., Tsuchiya, K. and Yamamoto, R
- Journal Title
  
  J.of Optimization Theory and Applications 135
  
  Pages: 399-410
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19651070
[Journal Article] Solving a Large Scale Semi-Definite Logit Model2007
- Author(s)
  Konno, H., et al.
- Journal Title
  
  Computational Management Science (掲載確定)
- Data Source
  KAKENHI-PROJECT-18310109
[Journal Article] Minimization of a Ratio of Functions Defined as the Sum of the Absolute Values of Affine Functions2007
- Author(s)
  Konno, H., et al.
- Journal Title
  
  J. of Optimization Theory and Applications (掲載確定)
- Data Source
  KAKENHI-PROJECT-18310109
[Journal Article] An Efficient Algorithm for Solving Convex-Convex Quadratic Fractional Programs2007
- Author(s)
  Yamamoto, R. and H. Konno
- Journal Title
  
  J. of Optimization Theory and Applications 133
  
  Pages: 241-255
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18310109
[Journal Article] "A maximal Paredictability Portfolio Model:Algorithm and Performance Evaluation"2007
- Author(s)
  Yamamoto, R., Ishii, D. and Konno, H.
- Journal Title
  
  International J. of Theoretical and Applied Finance 10
  
  Pages: 1095-1109
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19651070
[Journal Article]2007
- Author(s)
  Yamamoto, R., Ishii, D. and Konno, H.
- Journal Title
  
  International J. of Theoretical and Applied Finance 10
  
  Pages: 1095-1109
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18310109
[Journal Article]2007
- Author(s)
  Yamamoto, R. and Konno, H.
- Journal Title
  
  J. of Optimization Theory and Applications 133
  
  Pages: 241-255
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18310109
[Journal Article] A Maximal Predictability Portfolio Model : Algorithm and Performance Evaluation2007
- Author(s)
  Konno, H., et al.
- Journal Title
  
  International J. of Theoretical and Applied Finance (掲載確定)
- Data Source
  KAKENHI-PROJECT-18310109
[Journal Article] Studies on General Stock-Bond Integrated Portfolio Optimization Model2007
- Author(s)
  Kato, K. and H. Konno
- Journal Title
  
  Computational Management Science 4
  
  Pages: 41-57
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18310109
[Journal Article] A Two-Stage Algorithm for Solving Large Scale Semi-Definite Logit Model2007
- Author(s)
  Konno, H., N. Kawadai and H. Shimode
- Journal Title
  
  Optimization Letters 1
  
  Pages: 329-340
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18310109
[Journal Article] A Maximal Predictability Portfolio Model : Algorithm and Performance Evaluation2007
- Author(s)
  Konno, H. and R. Yamamoto
- Journal Title
  
  International J. of Theoretical and Applied Finance 10
  
  Pages: 1095-1109
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18310109
[Journal Article] An Efficient Algorithm for Solving Mean-Variance Model under Transaction Costs2006
- Author(s)
  Yamamoto, R., Konno, H.
- Journal Title
  
  Pacific J.of Optimization. (掲載予定)
- Data Source
  KAKENHI-PROJECT-15656025
[Journal Article] 大学の研究者と特許出願2006
- Author(s)
  今野浩
- Journal Title
  
  日本知財学会誌 3
  
  Pages: 3-7
- NAID
  40015823069
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18310109
[Journal Article] An Efficient Algorithm for Solving Mean-Variance Model under Transaction Costs2006
- Author(s)
  Yamamoto, R. and H. Konno
- Journal Title
  
  Pacific J. of Optimization 2
  
  Pages: 385-398
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18310109
[Journal Article] Minimal Ellipsoid Circumscribing a Polytope Defined by a System of Linear Inequalities2006
- Author(s)
  Gotoh, J. and H. Konno
- Journal Title
  
  J. of Global Optimization 34
  
  Pages: 1-14
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18310109
[Journal Article] Computational Studies on Large Scale Concave Cost Transportation Problems2006
- Author(s)
  Konno, H. and T. Egawa
- Journal Title
  
  Pacific J. of Optimization 2
  
  Pages: 327-340
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18310109
[Journal Article] Studies on General Stock-Bond Integrated Portfolio Optimization Model2006
- Author(s)
  Konno, H., Kato, K.
- Journal Title
  
  Computational Management Science (印刷中)
- Data Source
  KAKENHI-PROJECT-15310122
[Journal Article] An Efficient Algorithm for Solving Mean-Variance Model under Transaction Costs2006
- Author(s)
  Yamamoto, R., Konno, H.
- Journal Title
  
  Pacific J. of Optimization 2
  
  Pages: 385-398
- Data Source
  KAKENHI-PROJECT-18310109
[Journal Article] Index Plus Alpha Tracking under Concave Transaction Costs2005
- Author(s)
  Konno, H., Hatagi, T.
- Journal Title
  
  J.of Industrial and Management Optimization 1
  
  Pages: 87-98
- Data Source
  KAKENHI-PROJECT-15656025
[Journal Article] An Efficient Algorithm for Solving Convex-Convex Quadratic Fractional Programs2005
- Author(s)
  Yamamoto, R., Konno, H.
- Journal Title
  
  Journal of Optimization Theory and Applications (掲載決定)
- Data Source
  KAKENHI-PROJECT-15310122
[Journal Article] Integer Programming Approaches in Mean-Risk Models2005
- Author(s)
  Konno, H., Yamamoto, R.
- Journal Title
  
  Computational Management Science 2
  
  Pages: 339-351
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15310122
[Journal Article] Global Optimization vs Integer Programming in Portfolio Optimization under Nonconvex Transaction Costs2005
- Author(s)
  Konno, H., Yamamoto, R.
- Journal Title
  
  J.of Global Optimization 32
  
  Pages: 207-219
- Data Source
  KAKENHI-PROJECT-15656025
[Journal Article] Index Plus Alpha Tracking under Concave Transaction Costs2005
- Author(s)
  Konno, H., Hatagi, T.
- Journal Title
  
  J.of Industrial and Management Optimization 1
  
  Pages: 87-98
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15310122
[Journal Article] Applications of Global Optimization to Portfolio Analysis2005
- Author(s)
  Konno, H.
- Journal Title
  
  in Essays and Surveys in Global Optimization,
  
  Pages: 195-210
- Data Source
  KAKENHI-PROJECT-15310122
[Journal Article] A Mean-Variance-Skewness Model : Algorithms and Applications2005
- Author(s)
  Konno, H., Yamamoto, R.
- Journal Title
  
  International Journal of Theoretical and Applied Finance 9(掲載決定)
- Data Source
  KAKENHI-PROJECT-15656025
[Journal Article] Applications of Global optimization to Portfolio Optimization2005
- Author(s)
  Konno, H.
- Journal Title
  
  Essys and Surveys in Global Optimization
  
  Pages: 195-210
- Data Source
  KAKENHI-PROJECT-15310122
[Journal Article] A Constrained Least Square Method for Estimating a Smooth Forward Rate Sequence2005
- Author(s)
  Konno, H., Ito, S.
- Journal Title
  
  International Journal of Theoretical and Applied Finance (掲載決定)
- Data Source
  KAKENHI-PROJECT-15656025
[Journal Article] Integer Programming Approaches in Mean-Risk Models2005
- Author(s)
  Konno, H., Yamamoto, R.
- Journal Title
  
  Computational Management Science 2
  
  Pages: 339-351
- Data Source
  KAKENHI-PROJECT-15656025
[Journal Article] Studies on General Stock-Bond Integrated Portfolio Optimization Model2005
- Author(s)
  Konno, H., Kato, K.
- Journal Title
  
  ISE 05-02,Department of Industrial and Systems Engineering, Chuo University (Computational Management Science) (to apper)
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15310122
[Journal Article] A Mean-Variance-Skewness Model : Algorithms and Applications2005
- Author(s)
  Konno, H., Yamamoto, R.
- Journal Title
  
  International Journal of Theoretical and Applied Finance 9(掲載決定)
- Data Source
  KAKENHI-PROJECT-15310122
[Journal Article] Applications of Global Optimization to Portfolio Analysis2005
- Author(s)
  Konno, H.
- Journal Title
  
  in Essays and Surveys in Global Optimization, (C.Audet et al., eds.)(Kluwer Academic Publishers)
  
  Pages: 195-210
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15310122
[Journal Article] Global Optimization vs Integer Programming in Portfolio Optimization under Nonconvex Transaction Costs2005
- Author(s)
  Konno, H., Yamamoto, R.
- Journal Title
  
  J.of Global Optimization 32
  
  Pages: 207-219
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15310122
[Journal Article] Index Plus Alpha Tracking under Concave Transaction Costs2005
- Author(s)
  Konno, H., Hatagi, T.
- Journal Title
  
  J. of Industrial and Management Optimization 1
  
  Pages: 87-98
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15310122
[Journal Article] Applications of Global Optimization to Portfolio Analysis2005
- Author(s)
  Konno, H.
- Journal Title
  
  Essays and Surveys in Global Optimization, (C.Audet et al., eds.). (Kluwer Academic Publishers)
  
  Pages: 195-210
- Data Source
  KAKENHI-PROJECT-15656025
[Journal Article] Index-plus-Alpha Tracking under Concave Transaction Cost2005
- Author(s)
  Konno, H., Hatagi, T.
- Journal Title
  
  Journal of Industrial and Management Optimization 1
  
  Pages: 87-98
- Data Source
  KAKENHI-PROJECT-15656025
[Journal Article] Applications of Global optimization to Portfolio Optimization2005
- Author(s)
  Konno, H.
- Journal Title
  
  Essays and Surveys in Global Optimization
  
  Pages: 195-210
- Data Source
  KAKENHI-PROJECT-15656025
[Journal Article] An Efficient Algorithm for Solving Convex-Convex Quadratic Fractional Programs2005
- Author(s)
  Yamamoto, R., Konno, H.
- Journal Title
  
  Journal of Optimization Theory and Applications (掲載決定)
- Data Source
  KAKENHI-PROJECT-15656025
[Journal Article] Estimation of Failure Probability using Semi-definite Logit Model2004
- Author(s)
  Konno, H., Kawadai, N., Wu, D.
- Journal Title
  
  Journal of Computational Management Science 1
  
  Pages: 59-73
- Data Source
  KAKENHI-PROJECT-15310122
[Journal Article] 大学人と特許2004
- Author(s)
  今野浩
- Journal Title
  
  日本知財学会 1
  
  Pages: 58-63
- NAID
  40015823060
- Data Source
  KAKENHI-PROJECT-15656025
[Journal Article] ソフトウェア特許と技術者2004
- Author(s)
  今野浩
- Journal Title
  
  経営システム 14
  
  Pages: 129-134
- Data Source
  KAKENHI-PROJECT-15310122
[Journal Article] Optimization of Polynomial Fractional Functions2004
- Author(s)
  Tuy, H., Thach, P.T., Konno, H.
- Journal Title
  
  Journal of Global Optimization 29
  
  Pages: 19-44
- Data Source
  KAKENHI-PROJECT-15310122
[Journal Article] Portfolio Optimization of Small Scale Mean-Absolute deviation Model2003
- Author(s)
  Konno, H.
- Journal Title
  
  International J.of Theoretical and Applied Finance 6
  
  Pages: 403-418
- Data Source
  KAKENHI-PROJECT-15656025
[Journal Article] Mean-Absolute Deviation Portfolio Optimization Model under Transaction Costs1999
- Author(s)
  Hiroshi Konno, Annista Wijayanayake
- Journal Title
  
  J. of the Operations Research Society of Japan 42
  
  Pages: 422-435
- NAID
  110001183893
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-09558046
[Journal Article] A Branch and Bound Algorithm for Solving Mean-Risk Skewness Portfolio Models1998
- Author(s)
  Hiroshi Konno, Daisuke Kobayashi
- Journal Title
  
  Optimization Methods and Softwares 10
  
  Pages: 297-317
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-09558046
[Journal Article] A Branch and Bound Algorithm for Solving Mean-Risk-Skewness Portfolio Models1998
- Author(s)
  Konno, H
- Journal Title
  
  Optimization Methods and Softwares 10
  
  Pages: 297-317
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-09650078
[Journal Article] An Internationally Diversified Investment Using a Stock-Bond Integrated Model1998
- Author(s)
  Hiroshi Konno, Jing Li
- Journal Title
  
  International J. of Theoretical and Applied Finance 1
  
  Pages: 1-12
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-09558046
[Journal Article] An Internationally Diversified Investment Using a Stoch-Bond Integrated Model1998
- Author(s)
  Hroshi Konno
- Journal Title
  
  International J. of Theoretical and applied Finace 1
  
  Pages: 1-12
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-09650078
[Journal Article] An Internationally Diversified Investment Using a Stoch-Bond Integrated Model1998
- Author(s)
  Hiroshi Konno
- Journal Title
  
  International J. of Theoretical and applied Finace 1
  
  Pages: 1-12
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-09650078
[Journal Article] The Relation Between Investor's Expectation and Asset Price in the Mean-Variance Market1997
- Author(s)
  Hiroshi Konno
- Journal Title
  
  J. of the Operations Research Society of Japan
  
  Pages: 579-589
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-09558046
[Journal Article] An International Portfolio Optimization Model Hedged with Forward Currency Contracts1997
- Author(s)
  Kenichi Suzuki, Hiroshi Konno, Munetaka Morijiri
- Journal Title
  
  Financial Engineering and Japanese Markets 4
  
  Pages: 275-286
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-09558046
[Journal Article] Convex structure of the constrained Least Square Problem1997
- Author(s)
  Hiroshi Konno
- Journal Title
  
  Financial Engineering and Japanese Markets 4
  
  Pages: 179-185
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-09650078
[Journal Article] An Integrated Stock-Bond Portfolio Optimization Model1997
- Author(s)
  Hiroshi Konno, Katsunari Kobayashi
- Journal Title
  
  J. of Economic Dynamics and Control 21
  
  Pages: 1227-1244
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-09558046
[Journal Article] An International Portfolio Optimizati. on Model Hedged with forward Currency Contacts1997
- Author(s)
  Hiroshi Konno
- Journal Title
  
  Financial engineering and Japanese Markets 4
  
  Pages: 275-286
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-09650078
[Journal Article] An International Portfolio Optimization Model Hedged with forwardCurrency Contacts1997
- Author(s)
  Hiroshi Konno
- Journal Title
  
  Financial engineering and Japanese Markets 4
  
  Pages: 275-286
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-09650078
[Journal Article] The Relation Between Investor's Expectation and the Asset Price in the Mean-Variance Market1997
- Author(s)
  Hiroshi Konno
- Journal Title
  
  J. of the Operations Research Society of Japan
  
  Pages: 579-589
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-09650078
[Journal Article] An Integrated Stoch-Bond Portfolio Optimization Model1997
- Author(s)
  Hiroshi Konno
- Journal Title
  
  J. of Economic Dynamics and Control 21
  
  Pages: 1227-1244
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-09650078
[Presentation] 2次曲線を用いた格付け2009
- Author(s)
  斉藤将人, 今野浩
- Organizer
  日本オペレーションズ・リサーチ学会
- Place of Presentation
  長崎大学文教キャンパス
- Year and Date
  2009-09-09
- Data Source
  KAKENHI-PROJECT-21310096
[Presentation] 2次曲面を用いた格付け2009
- Author(s)
  斉藤将人, 今野浩
- Organizer
  日本オペレーションズ・リサーチ学会
- Place of Presentation
  長崎・長崎大文教キャンパス
- Year and Date
  2009-09-09
- Data Source
  KAKENHI-PROJECT-19651070
[Presentation] 整数計画法を用いたファクター選択による決定係数最大化ポートフォリオ構築と評価2009
- Author(s)
  山本零, 高屋仁寛, 今野浩
- Organizer
  JAFEE
- Place of Presentation
  筑波大学茗荷谷キャンパス
- Year and Date
  2009-01-30
- Data Source
  KAKENHI-PROJECT-18310109
[Presentation] 整数計画法を用いたファクター選択による決定係数最大化ポートフォリオ構築と評価2009
- Author(s)
  山本零, 高屋仁寛, 今野浩
- Organizer
  JAFEE
- Place of Presentation
  筑波大学茗荷谷キャンパス
- Year and Date
  2009-01-30
- Data Source
  KAKENHI-PROJECT-19651070
[Presentation] 取引コストを考慮した決定係数最大化ポートフォリオ構築2009
- Author(s)
  高屋仁寛, 今野浩
- Organizer
  日本OR学会
- Place of Presentation
  筑波大学
- Year and Date
  2009-03-17
- Data Source
  KAKENHI-PROJECT-18310109
[Presentation] 取引コストを考慮した決定係数最大化ポートフォリオ構築2009
- Author(s)
  高屋仁寛, 今野浩
- Organizer
  日本OR学会
- Place of Presentation
  筑波大学
- Year and Date
  2009-03-17
- Data Source
  KAKENHI-PROJECT-19651070
[Presentation] 数理計画法を用いた個人投資家の資産運用モデル2008
- Author(s)
  山本零、今野浩
- Organizer
  日本OR学会秋季大会
- Place of Presentation
  札幌コンベンションセンター、札幌
- Year and Date
  2008-09-10
- Data Source
  KAKENHI-PROJECT-18310109
[Presentation] 整数計画法を用いたファクター選択による決定係数最大化ポートフォリオ構築2008
- Author(s)
  高屋仁寛, 山本零, 今野浩
- Organizer
  日本OR学会
- Place of Presentation
  札幌コンベンションセンター
- Year and Date
  2008-09-10
- Data Source
  KAKENHI-PROJECT-18310109
[Presentation] Choosing the Best Set of Variables in Regression Analysis with applications to Financial Optimization2008
- Author(s)
  Hiroshi Konno, Yoshihiro Takaya
- Organizer
  Asian Conference on Nonlinear Analysis and Optimization
- Place of Presentation
  米子くにびきメッセ
- Year and Date
  2008-09-14
- Data Source
  KAKENHI-PROJECT-18310109
[Presentation] 整数計画法を用いたファクター選択による決定係数最大化ポートフォリオ構築2008
- Author(s)
  高屋仁寛, 山本零, 今野浩
- Organizer
  日本OR学会
- Place of Presentation
  札幌コンベンションセンター
- Year and Date
  2008-09-10
- Data Source
  KAKENHI-PROJECT-19651070
[Presentation] Failure Discrimination by Semi-Definite programming Using Maximal Margin Hyperplane2008
- Author(s)
  岡田洋平、今野浩
- Organizer
  JAFEE夏季大会
- Place of Presentation
  成城大学、東京
- Year and Date
  2008-08-01
- Data Source
  KAKENHI-PROJECT-18310109
[Presentation] 整数計画法を用いたファクター選択による決定係数最大化2008
- Author(s)
  高屋仁寛、山本零、今野浩
- Organizer
  日本OR学会秋季大会
- Place of Presentation
  札幌コンベンションセンター、札幌
- Year and Date
  2008-09-10
- Data Source
  KAKENHI-PROJECT-18310109
[Presentation] Choosing the Best Set of Variables in Regression Analysis with applications to Financial Optimization2008
- Author(s)
  Hiroshi Konno, Yoshihiro Takaya
- Organizer
  Asian Conference on Nonlinear Analysis and Optimization
- Place of Presentation
  米子くにびきメッセ
- Year and Date
  2008-09-14
- Data Source
  KAKENHI-PROJECT-19651070
[Presentation] 絶対偏差を用いた大規模Maximal Predictability Portfolioの構築と評価2007
- Author(s)
  山本零、今野浩、森田侑平
- Organizer
  日本OR学会2007年秋季大会
- Place of Presentation
  製作研究大学院大学
- Year and Date
  2007-09-27
- Data Source
  KAKENHI-PROJECT-18310109
[Presentation] 絶対偏差を用いた大規模Mximal Predictability Portfolioの構築と評価2007
- Author(s)
  山本零、今野浩、森田侑平
- Organizer
  日本OR学会
- Place of Presentation
  政策研究大学院大学
- Year and Date
  2007-09-27
- Data Source
  KAKENHI-PROJECT-19651070
[Presentation] 絶対偏差を用いた大規模Maximal Predictability Portfolioの構築と評価2007
- Author(s)
  田中克弘、山本零、今野浩
- Organizer
  日本OR学会秋季大会
- Place of Presentation
  東京、政策研究大学院大学
- Year and Date
  2007-09-27
- Data Source
  KAKENHI-PROJECT-18310109
[Presentation] 整数計画法を用いた回帰式の変数選択2007
- Author(s)
  高屋仁寛、今野浩
- Organizer
  日本OR学会秋季大会
- Place of Presentation
  東京、政策研究大学院大学
- Year and Date
  2007-09-27
- Data Source
  KAKENHI-PROJECT-18310109

1. SHIRAKAWA Hiroshi (10216187)

# of Collaborated Projects: 9 results

# of Collaborated Products: 0 results
2. SUZUKI Kennichi (30262306)

# of Collaborated Projects: 6 results

# of Collaborated Products: 1 results
3. PHAN Thien thach (10242299)

# of Collaborated Projects: 5 results

# of Collaborated Products: 0 results
4. YAJIMA Yasutoshi (80231645)

# of Collaborated Projects: 5 results

# of Collaborated Products: 0 results
5. GOTOH Junya (40334031)

# of Collaborated Projects: 4 results

# of Collaborated Products: 1 results
6. 鈴木久敏 (10108219)

# of Collaborated Projects: 4 results

# of Collaborated Products: 0 results
7. FURUKAWA Kouichi (20016455)

# of Collaborated Projects: 3 results

# of Collaborated Products: 1 results
8. UNO Takesaki (00302977)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
9. MIZUNO Shinji (90174036)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
10. MORI Masao (80016568)

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11. KOJIMA Masakazu (90092551)

# of Collaborated Projects: 3 results

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12. KUNO Takahito (00205113)

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13. KAMAKURA Toshinari (40150031)

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14. FUJISAWA Katsuki (40303854)

# of Collaborated Projects: 2 results

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15. KUSUOKA Shigeo (00114463)

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16. TAGUCHI Azuma (50114533)

# of Collaborated Projects: 2 results

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17. WATANABE Norio (10182940)

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18. 森村英典 (50016010)

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19. 柳井浩 (60051447)

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20. 佐々木尚人 (70053618)

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21. 中川淳司 (20183080)

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22. 福田公明 (40156782)

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23. 二宮祥一 (70313377)

# of Collaborated Projects: 2 results

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24. NAKASATO Munenori (90207754)

# of Collaborated Projects: 1 results

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25. TAKEHARA Hitoshi (70261782)

# of Collaborated Projects: 1 results

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26. TAKAHASHI Masafumi (90282326)

# of Collaborated Projects: 1 results

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27. KUNIMURA Michio (70089952)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
28. NAGAHARA Yuichi (90298042)

# of Collaborated Projects: 1 results

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29. KAWADAI Naoya (70365881)

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30. TAMURA Akihito (50217189)

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31. 冨沢信明 (10016636)

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32. 浦谷規 (80126268)

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33. 伊理正夫 (40010722)

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34. 真鍋龍太郎 (60047470)

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35. 森戸晋 (50134193)

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36. 田辺國士 (50000203)

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37. 刀根薫 (00051235)

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38. 蜂谷豊彦 (00251645)

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39. 米沢康博 (40175005)

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40. 比嘉邦彦 (50282877)

# of Collaborated Projects: 1 results

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41. 関根順 (50314399)

# of Collaborated Projects: 1 results

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42. TAKAHASHI Akihiko

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
43. OHMAKI Kazuo

# of Collaborated Projects: 1 results

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44. YOSHIDA Yasushi

# of Collaborated Projects: 1 results

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45. 刈屋武昭

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

KONNO Hiroshi 今野 浩

Research Projects

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Co-Researchers

資産運用手法と信用リスク計量手法の研究:数理計画法によるアプローチPrincipal Investigator

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大域的最適化と整数計画法の統合による非凸型最適化問題の解法Principal Investigator

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Research on Integrated Financial Risk Management Technologies : Integration of Market Risk and Credit RiskPrincipal Investigator

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ポートフォリオ理論にもとづく少額資産運用モデルの開発とその実証Principal Investigator

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Internationally diversified Investment using Mean-Absolute Deviation Model : Theory and Empirical StudyPrincipal Investigator

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半定値計画法による企業の格付けとデリバティブ評価Principal Investigator

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Portfolio Models for the Next Generation Fund ManagementPrincipal Investigator

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Quantitative Evaluation of Financial RiskPrincipal Investigator

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Global Optimization Models on Industrial Systems and Efficient Approaches for Solving themPrincipal Investigator

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Algorithmic Studies on Portfolio Optimization and Asset Pricing and Transaction CostPrincipal Investigator

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KONNO Hiroshi 今野浩