Yamanaka Suguru 山中卓

Researcher Number	90804526
Other IDs	https://orcid.org/0000-0001-9927-1588
Affiliation (Current)	2025: 青山学院大学, 理工学部, 准教授
Affiliation (based on the past Project Information) *help	2025: 青山学院大学, 理工学部, 准教授 2020 – 2023: 青山学院大学, 理工学部, 准教授 2018 – 2019: 武蔵野大学, 工学部, 准教授
Review Section/Research Field	Principal Investigator Basic Section 07060:Money and finance-related
Keywords	Principal Investigator 信用リスク / ファイナンス / 金融リスク管理 / 中小企業金融 / 企業間取引 / 下請け企業 / 倒産 / 企業倒産 / 取引情報 / 事業性評価

Research Projects
(3 results)
Research Products
(22 results)

A corporate credit risk assessment methodology reflecting impacts from client companiesPrincipal Investigator
- Principal Investigator
  
  山中卓
- Project Period (FY)
  2025 – 2027
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Aoyama Gakuin University
Establishment of credit risk assessment methods reflecting various bankruptcy factorsPrincipal Investigator
- Principal Investigator
  
  Yamanaka Suguru
- Project Period (FY)
  2021 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Aoyama Gakuin University
Credit risk modeling incorporating business potential and business riskPrincipal Investigator
- Principal Investigator
  
  Yamanaka Suguru
- Project Period (FY)
  2018 – 2021
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Aoyama Gakuin University
  Musashino University

All 2024 2023 2022 2021 2020 2019 2018

All Journal Article Presentation

[Journal Article] Relationship between managerial sentiments and corporate bankruptcies2023
- Author(s)
  Suguru Yamanaka , Takaya Ohsato
- Journal Title
  
  JSIAM Letters
  
  Volume: 15 Issue: 0 Pages: 85-88
- DOI
  10.14495/jsiaml.15.85
- ISSN
  1883-0609, 1883-0617
- Language
  English
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-21K01563
[Journal Article] A bank-account-information-based credit scoring method with Bayesian hierarchical modeling2022
- Author(s)
  Yamanaka Suguru、Yamamoto Rei
- Journal Title
  
  International Journal of Financial Engineering
  
  Volume: 9 Issue: 01 Pages: 2150036-2150036
- DOI
  10.1142/s2424786321500365
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K12818, KAKENHI-PROJECT-22K04604
[Journal Article] Improvement of Credit Rating Classification Accuracy by using Financial Statements Time-Seriese Data ̃Validation by Long Short-Term Memory Model ̃2022
- Author(s)
  門田賢征、山中卓
- Journal Title
  
  Transactions of the Japan Society for Industrial and Applied Mathematics
  
  Volume: 32 Issue: 4 Pages: 133-154
- DOI
  10.11540/jsiamt.32.4_133
- ISSN
  2424-0982
- Language
  Japanese
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-21K01563
[Journal Article] A structural credit risk model based on purchase order information2022
- Author(s)
  Yamanaka Suguru、Kinoshita Misaki
- Journal Title
  
  The Journal of Credit Risk
  
  Volume: 18 Pages: 101-117
- DOI
  10.21314/jcr.2021.016
- Data Source
  KAKENHI-PROJECT-18K12818
[Journal Article] Performance evaluation of least-squares probabilistic classifier for corporate credit rating classification problem2021
- Author(s)
  Saito Miho、Yamanaka Suguru
- Journal Title
  
  JSIAM Letters
  
  Volume: 13 Issue: 0 Pages: 9-12
- DOI
  10.14495/jsiaml.13.9
- NAID
  130007996658
- ISSN
  1883-0609, 1883-0617
- Language
  English
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K12818
[Journal Article] An empirical evaluation of machine learning performance in corporate sales growth prediction2021
- Author(s)
  Saito Miho、Ohsato Takaya、Yamanaka Suguru
- Journal Title
  
  JSIAM Letters
  
  Volume: 13 Issue: 0 Pages: 25-28
- DOI
  10.14495/jsiaml.13.25
- NAID
  130008037049
- ISSN
  1883-0609, 1883-0617
- Language
  English
- Data Source
  KAKENHI-PROJECT-18K12818
[Journal Article] Hawkes過程モデルのノンパラメトリック推定による信用格付変更リスクの伝播性分析2020
- Author(s)
  吉野諒，佐々木多希子，山中卓
- Journal Title
  
  武蔵野大学数理工学センター紀要
  
  Volume: 5
- NAID
  120006871696
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K12818
[Journal Article] Credit scoring method using estimated forward financial statements based on purchase order information2019
- Author(s)
  Suguru Yamanaka
- Journal Title
  
  JSIAM Letters
  
  Volume: 11 Issue: 0 Pages: 33-36
- DOI
  10.14495/jsiaml.11.33
- NAID
  130007612653
- ISSN
  1883-0609, 1883-0617
- Language
  English
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K12818
[Journal Article] Random thinning model with a truncated credit quality vulnerability factor: Application to top-down-type credit risk assessment2019
- Author(s)
  Suguru Yamanaka
- Journal Title
  
  International Journal of Financial Engineering
  
  Volume: 6 (3) Issue: 03 Pages: 1950024-1950024
- DOI
  10.1142/s2424786319500245
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K12818
[Journal Article] 信用リスク評価のための確率的細分化モデルの改良に関する試み2019
- Author(s)
  山中　卓
- Journal Title
  
  武蔵野大学数理工学センター紀要
  
  Volume: 4 Pages: 59-67
- NAID
  120006713173
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K12818
[Journal Article] Credit risk assessment using purchase order information2018
- Author(s)
  Suguru Yamanaka
- Journal Title
  
  International Journal of Financial Engineering
  
  Volume: 5 Issue: 04 Pages: 1850041-1850041
- DOI
  10.1142/s242478631850041x
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K12818
[Presentation] Gross-revenue based structural credit risk model2024
- Author(s)
  中川秀敏, 山中卓
- Organizer
  日本応用数理学会第20回研究部会連合発表会
- Data Source
  KAKENHI-PROJECT-21K01563
[Presentation] Gross-revenue-based structural credit risk model2023
- Author(s)
  Suguru Yamanaka, Hidetoshi Nakagawa
- Organizer
  10th International Congress on Industrial and Applied Mathematics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21K01563
[Presentation] Examining the Default Prediction Power of Corporate Managers' Sentiment2022
- Author(s)
  山中卓，大里隆也
- Organizer
  2021年度冬季JAFEE大会
- Data Source
  KAKENHI-PROJECT-21K01563
[Presentation] 経営者センチメント指標を用いた倒産件数予測の試み2022
- Author(s)
  山中卓，大里隆也
- Organizer
  日本応用数理学会第18回研究部会連合発表会
- Data Source
  KAKENHI-PROJECT-21K01563
[Presentation] 信用格付判別問題に対する回帰結合型ニューラルネットワークモデルの有効性検証2021
- Author(s)
  門田賢征，山中卓
- Organizer
  日本応用数理学会 2021年度年会
- Data Source
  KAKENHI-PROJECT-21K01563
[Presentation] ベイズ統計モデリングによる信用イベントデータ分析2020
- Author(s)
  山中卓
- Organizer
  2019年度龍谷大学武蔵野大学連携シンポジウム
- Data Source
  KAKENHI-PROJECT-18K12818
[Presentation] 機械学習による企業成長性の判別分析2020
- Author(s)
  斉藤美穂, 山中卓
- Organizer
  日本応用数理学会第16回研究部会連合発表会
- Data Source
  KAKENHI-PROJECT-18K12818
[Presentation] 最小二乗確率的分類器による信用格付判別2020
- Author(s)
  山中　卓
- Organizer
  日本応用数理学会2020年度年会
- Data Source
  KAKENHI-PROJECT-18K12818
[Presentation] 機械学習による企業の信用力・成長性の判別2020
- Author(s)
  山中　卓
- Organizer
  大阪大学MMDS AI・データ利活用研究会第11回
- Data Source
  KAKENHI-PROJECT-18K12818
[Presentation] A Structural Credit Risk Model Based on Purchase Order Information2018
- Author(s)
  Suguru Yamanaka
- Organizer
  Quantitative Methods in Finance Conference (QMF2018)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K12818
[Presentation] 受注情報を利用した企業の信用リスク評価2018
- Author(s)
  山中　卓
- Organizer
  計量経済学ワークショップ
- Invited
- Data Source
  KAKENHI-PROJECT-18K12818

Yamanaka Suguru 山中 卓

Research Projects

Research Products

A corporate credit risk assessment methodology reflecting impacts from client companiesPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Establishment of credit risk assessment methods reflecting various bankruptcy factorsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Credit risk modeling incorporating business potential and business riskPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

[Journal Article] Relationship between managerial sentiments and corporate bankruptcies2023

Author(s)

Journal Title

DOI

ISSN

Language

Data Source

[Journal Article] A bank-account-information-based credit scoring method with Bayesian hierarchical modeling2022

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Improvement of Credit Rating Classification Accuracy by using Financial Statements Time-Seriese Data ̃Validation by Long Short-Term Memory Model ̃2022

Author(s)

Journal Title

DOI

ISSN

Language

Data Source

[Journal Article] A structural credit risk model based on purchase order information2022

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Performance evaluation of least-squares probabilistic classifier for corporate credit rating classification problem2021

Author(s)

Journal Title

DOI

NAID

ISSN

Language

Data Source

[Journal Article] An empirical evaluation of machine learning performance in corporate sales growth prediction2021

Author(s)

Journal Title

DOI

NAID

ISSN

Language

Data Source

[Journal Article] Hawkes過程モデルのノンパラメトリック推定による信用格付変更リスクの伝播性分析2020

Author(s)

Journal Title

NAID

Data Source

[Journal Article] Credit scoring method using estimated forward financial statements based on purchase order information2019

Author(s)

Journal Title

DOI

NAID

ISSN

Language

Data Source

[Journal Article] Random thinning model with a truncated credit quality vulnerability factor: Application to top-down-type credit risk assessment2019

Author(s)

Journal Title

DOI

Data Source

[Journal Article] 信用リスク評価のための確率的細分化モデルの改良に関する試み2019

Yamanaka Suguru 山中卓