Ibaraki Satoru 茨木智

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IBARAKI Satoru 茨木智

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Researcher Number	10252488
Other IDs
External Links
Affiliation (Current)	2025: 名古屋市立大学, 大学院経済学研究科, 准教授
Affiliation (based on the past Project Information) *help	2006: Nagoya City University, Graduate School of Economics, Associate Professor, 大学院経済学研究科, 助教授 2004 – 2005: 名古屋市立大学, 大学院・経済学研究科, 助教授 1997 – 1998: 名古屋市立大学, 経済学部, 助教授 1995 – 1997: Kyoto Univ.Graduate School of Eng., Assistant Prof., 工学研究科, 助手 1995: 京都大学, 大学院・工学研究科, 助手 1993 – 1994: 京都大学, 工学部, 助手
Review Section/Research Field	Principal Investigator System engineering Except Principal Investigator General mathematics (including Probability theory/Statistical mathematics) / Engineering fundamentals / System engineering
Keywords	Principal Investigator 近接点法 / 凸計画 / 分離可能性 / 一般化ニュートン法 / 半正定値計画問題 / 交互方向乗数法 / 双対問題 / ラグランジュ関数 / 分解法 / 凸計画問題 / 多品種流問題 … More Except Principal Investigator … More 最適化 / アルゴリズム / geometric stable process / calibration / relative entropy / equivalent martingale measure / geometric Levy process / incomplete market / option pricing / mathematical finance / マルチンゲール測定 / マルチンゲール測度 / 幾何安定過程モデル / カリブレーション / 相対エントロピー / 同値マルチンゲール測度 / 幾何レヴィ過程 / 非完備市場 / オプション価格理論 / 数理ファイナンス / Complementarity Problem / Variational Inequality Problem / Algorithm / Equilibrium Model / Optimization / 相補性問題 / 変分不等式 / 均衡モデル / coterie / Boolean function / optimization / logical analysis / distributed systems / プール関数 / コテリ / ブール関数 / 論理的解析 / 分散システム / genetic algorithms / metaheuristics / combinatorial optimization / networks / graphs / 近似アルゴリズム / グラフ・ネットワーク / メタ・ヒューリスティック / 遺伝アルゴリズム / メタ・ヒューリスティックス / 組合せ最適化 / ネットワーク / グラフ Less

Option Pricing Models Based on Levy Process and Entropy, and Applications
- Principal Investigator
  
  MIYAHARA Yoshio
- Project Period (FY)
  2004 – 2006
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Nagoya City University
微分不可能な凸計画問題に対する実用的に高速なアルゴリズムの開発Principal Investigator
- Principal Investigator
  
  茨木智
- Project Period (FY)
  1997 – 1998
- Research Category
  
  Grant-in-Aid for Encouragement of Young Scientists (A)
- Research Field
  
  System engineering
- Research Institution
  Nagoya City University
分離可能な線形制約凸計画問題に対するアルゴリズムとその並列化に関する研究Principal Investigator
- Principal Investigator
  
  茨木智
- Project Period (FY)
  1996
- Research Category
  
  Grant-in-Aid for Encouragement of Young Scientists (A)
- Research Field
  
  System engineering
- Research Institution
  Kyoto University
Studies on Development and Synthesis of Efficient Algorithms for Optimization and Equilibrium Problems
- Principal Investigator
  
  FUKUSHIMA Masao
- Project Period (FY)
  1996 – 1997
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Engineering fundamentals
- Research Institution
  KYOTO UNIVERSITY
大規模なネットワークフロー問題に対する効率的なアルゴリズムの開発に関する研究Principal Investigator
- Principal Investigator
  
  茨木智
- Project Period (FY)
  1994
- Research Category
  
  Grant-in-Aid for Encouragement of Young Scientists (A)
- Research Field
  
  System engineering
- Research Institution
  Kyoto University
Logical analysis and optimization of distributed systems
- Principal Investigator
  
  IBARAKI Toshihide
- Project Period (FY)
  1994 – 1996
- Research Category
  
  Grant-in-Aid for international Scientific Research
- Research Institution
  KYOTO UNIVERSITY
Study on largescale combinatorial optimization problems by graph-network
- Principal Investigator
  
  IBARAKI Toshihide
- Project Period (FY)
  1993 – 1995
- Research Category
  
  Grant-in-Aid for General Scientific Research (B)
- Research Field
  
  System engineering
- Research Institution
  KYOTO UNIVERSITY

All 2007 2005

All Journal Article

[Journal Article] Support vector algorithm and its applications to stock price data (in Japanese)2007
- Author(s)
  Y.Sugiura, S.Ibaraki
- Journal Title
  
  Discussion Papers in Economics, Nagoya City University No. 459
  
  Pages: 1-66
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16540113
[Journal Article] サポートベクトル学習アルゴリズムの開発と株価データヘの応用2007
- Author(s)
  杉浦洋祐, 茨木智
- Journal Title
  
  Discussion Papers in Economics, Nagoya City University 459
  
  Pages: 1-66
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16540113
[Journal Article] サポートベクトル学習アルゴリズムの開発と株価データへの応用2007
- Author(s)
  杉浦洋祐, 茨木智
- Journal Title
  
  Discussion Papers in Economics, Nagoya City University 456
  
  Pages: 1-66
- Data Source
  KAKENHI-PROJECT-16540113
[Journal Article] 東海地区に本店を持つ銀行の経営効率性の評価-包絡分析法を用いて-2005
- Author(s)
  茨木智
- Journal Title
  
  Discussion Papers in Economics, Nagoya City University 440
  
  Pages: 1-26
- Data Source
  KAKENHI-PROJECT-16540113
[Journal Article] 早期輸送オーダーによる輸送コストの削減2005
- Author(s)
  成田聡美, 茨木智
- Journal Title
  
  Discussion Papers in Economics, Nagoya City University 410
  
  Pages: 1-17
- Data Source
  KAKENHI-PROJECT-16540113

1. YAGIURA M. (10263120)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
2. FUKUSHIMA Masao (30089114)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
3. IBARAKI Toshihide (50026192)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
4. NAGAMOCHI Hiroshi (70202231)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
5. BIOCH Jan C

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
6. MASUYAMA S. (60173762)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
7. YAMAKAWA Eiki (20289333)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
8. TAJI Kouichi (00252833)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
9. MIYAHARA Yoshio (20106256)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
10. MISAWA Tetsuya (10190620)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
11. FUJIWARA Tsukasa (30199385)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
12. KARZANOV Alexander

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
13. EITER Thomas

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
14. KOGAN Alexander

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
15. BOROS Endre

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
16. KAMEDA Tiko

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
17. BIOCH JauC

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
18. PILARSKI Slo

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
19. LIESTMAN Art

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
20. HELL Povol

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

Ibaraki Satoru 茨木 智

IBARAKI Satoru 茨木 智

Research Projects

Research Products

Co-Researchers

Option Pricing Models Based on Levy Process and Entropy, and Applications

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

微分不可能な凸計画問題に対する実用的に高速なアルゴリズムの開発Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

分離可能な線形制約凸計画問題に対するアルゴリズムとその並列化に関する研究Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Studies on Development and Synthesis of Efficient Algorithms for Optimization and Equilibrium Problems

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

大規模なネットワークフロー問題に対する効率的なアルゴリズムの開発に関する研究Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Logical analysis and optimization of distributed systems

Principal Investigator

Project Period (FY)

Research Category

Research Institution

Study on largescale combinatorial optimization problems by graph-network

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] Support vector algorithm and its applications to stock price data (in Japanese)2007

Author(s)

Journal Title

Description

Data Source

[Journal Article] サポートベクトル学習アルゴリズムの開発と株価データヘの応用2007

Author(s)

Journal Title

Description

Data Source

[Journal Article] サポートベクトル学習アルゴリズムの開発と株価データへの応用2007

Author(s)

Journal Title

Data Source

[Journal Article] 東海地区に本店を持つ銀行の経営効率性の評価-包絡分析法を用いて-2005

Author(s)

Journal Title

Data Source

[Journal Article] 早期輸送オーダーによる輸送コストの削減2005

Author(s)

Journal Title

Data Source

Ibaraki Satoru 茨木智

IBARAKI Satoru 茨木智