IEDA Masashi 家田雅志

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Researcher Number	50876068
Other IDs
Affiliation (Current)	2025: 東京理科大学, 経営学部ビジネスエコノミクス学科, 准教授
Affiliation (based on the past Project Information) *help	2020 – 2023: 東京理科大学, 経営学部ビジネスエコノミクス学科, 講師
Review Section/Research Field	Principal Investigator Basic Section 60020:Mathematical informatics-related / 0107:Economics, business administration, and related fields
Keywords	Principal Investigator 確率制御 / 数値解析 / ハミルトン・ヤコビ・ベルマン方程式 / 最適投資問題 / ミルトン・ヤコビ・ベルマン方程式 / 数理ファイナンス / ポートフォリオ最適化 / 金融工学

Research Projects
(2 results)
Research Products
(4 results)

連続時間確率最適制御における下方リスク最小化問題の数値解析Principal Investigator
- Principal Investigator
  
  家田雅志
- Project Period (FY)
  2023 – 2026
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 60020:Mathematical informatics-related
- Research Institution
  Tokyo University of Science
Numerical analysis of continuous-time portfolio optimization under no-short selling and leverage constraintsPrincipal Investigator
- Principal Investigator
  
  IEDA Masashi
- Project Period (FY)
  2020 – 2022
- Research Category
  
  Grant-in-Aid for Research Activity Start-up
- Review Section
  
  0107:Economics, business administration, and related fields
- Research Institution
  Tokyo University of Science

All Journal Article Presentation

[Journal Article] Continuous-Time Portfolio Optimization for Absolute Return Funds2022
- Author(s)
  Masashi IEDA
- Journal Title
  
  Asia-Pacific Financial Markets
  
  Volume: 29 Issue: 4 Pages: 675-696
- DOI
  10.1007/s10690-022-09365-9
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K22130
[Journal Article] Continuous Time Portfolio Optimization with Twice Integrated Kernel-Based Collocation2022
- Author(s)
  Masashi IEDA
- Journal Title
  
  Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
  
  Volume: 2022 Issue: 0 Pages: 80-85
- DOI
  10.5687/sss.2022.80
- ISSN
  2188-4730, 2188-4749
- Year and Date
  2022-03-31
- Language
  English
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K22130
[Presentation] Continuous Time Portfolio Optimization with Twice Integrated Kernel-Based Collocation2021
- Author(s)
  Masashi IEDA
- Organizer
  The 53rd ISCIE International Symposium on Stochastic Systems Theory and Its Applications
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K22130
[Presentation] 資産構成制約を考慮したベンチマーク追尾型ポートフォリオ最適化2021
- Author(s)
  家田雅志
- Organizer
  日本応用数理学会 2021年研究部会連合発表会
- Data Source
  KAKENHI-PROJECT-20K22130