Tanoue Yuta 田上悠太

Researcher Number	60805050
Other IDs
Affiliation (Current)	2025: 東京海洋大学, 学術研究院, 准教授
Affiliation (based on the past Project Information) *help	2023 – 2024: 東京海洋大学, 学術研究院, 准教授 2018 – 2022: 早稲田大学, 商学学術院(ビジネス・ファイナンス研究センター), 助教 2017: 統計数理研究所, リスク解析戦略研究センター, 特任助教
Review Section/Research Field	Principal Investigator Basic Section 07060:Money and finance-related / Basic Section 07080:Business administration-related / Commerce Except Principal Investigator Basic Section 07080:Business administration-related
Keywords	Principal Investigator ファイナンス / 金融リスク / LGD / 信用リスク / 金融リスク管理 / Value-at-Risk / リスク管理 / 集中不等式 / 確率不等式 / ビックデータ … More / 転移学習 / 変数選択 / Loss given default / デフォルト時損失率 … More Except Principal Investigator デフォルト / 保証 / 担保 / 機械学習的アプローチ / 担保、保証 / ロジットモデル / 機械学習 / 回収率 / LDG / 中小企業金融 / 担保、保証データ / LGD / デフォルト後損失 / 企業財務データ / 信用リスク Less

Estimating the repayment capacity of the default company based on the credit information of multiple banks and developing its machine learning method
- Principal Investigator
  
  山下智志
- Project Period (FY)
  2022 – 2025
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07080:Business administration-related
- Research Institution
  The Institute of Statistical Mathematics
重い裾を考慮した金融リスク統合のための研究Principal Investigator
- Principal Investigator
  
  田上悠太
- Project Period (FY)
  2021 – 2024
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Tokyo University of Marine Science and Technology
  Waseda University
Development of a Practically Usable Highly Accurate LGD Estimation Model Using the Integrated Database of Regional BanksPrincipal Investigator
- Principal Investigator
  
  Tanoue Yuta
- Project Period (FY)
  2018 – 2021
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 07080:Business administration-related
- Research Institution
  Waseda University
地銀統合データベースを用いた高精度LGD推定モデルとシステム実装Principal Investigator
- Principal Investigator
  
  田上悠太
- Project Period (FY)
  2017 – 2018
- Research Category
  
  Grant-in-Aid for Research Activity Start-up
- Research Field
  
  Commerce
- Research Institution
  The Institute of Statistical Mathematics

All 2024 2022 2021 2020 2019 2018 2017

All Journal Article Presentation

[Journal Article] Concentration inequality and the weak law of large numbers for the sum of partly negatively dependent <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si5.svg" display="inline" id="d1e23"><mml:mi>φ</mml:mi></mml:math>-subgaussian random variables2024
- Author(s)
  Tanoue Yuta
- Journal Title
  
  Statistics & Probability Letters
  
  Volume: 206 Pages: 109979-109979
- DOI
  10.1016/j.spl.2023.109979
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-21K13328, KAKENHI-PROJECT-23K22160
[Journal Article] Concentration inequality of sums of dependent subexponential random variables and application to bounds for value-at-risk2022
- Author(s)
  Tanoue Yuta
- Journal Title
  
  Communications in Statistics - Theory and Methods
  
  Volume: 53 Issue: 9 Pages: 1-20
- DOI
  10.1080/03610926.2022.2150822
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21K13328
[Journal Article] Improved Hoeffding inequality for dependent bounded or sub-Gaussian random variables2021
- Author(s)
  Tanoue Yuta
- Journal Title
  
  Probability, Uncertainty and Quantitative Risk
  
  Volume: 6 Issue: 1 Pages: 53-53
- DOI
  10.3934/puqr.2021003
- Data Source
  KAKENHI-PROJECT-21K13328
[Journal Article] Comparison study of two-step LGD estimation model with probability machines2020
- Author(s)
  Tanoue Yuta、Yamashita Satoshi、Nagahata Hideaki
- Journal Title
  
  Risk Management
  
  Volume: 22 Issue: 3 Pages: 155-177
- DOI
  10.1057/s41283-020-00059-y
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K12873, KAKENHI-PROJECT-20K13581, KAKENHI-PROJECT-16H02013
[Journal Article] Oracle inequalities for sign constrained generalized linear models2019
- Author(s)
  Koike Yuta、Tanoue Yuta
- Journal Title
  
  Econometrics and Statistics
  
  Volume: 11 Pages: 145-157
- DOI
  10.1016/j.ecosta.2019.02.001
- Data Source
  KAKENHI-PROJECT-18K12873
[Journal Article] When banks venture beyond home turf:consequences for loan performance2017
- Author(s)
  Tanoue, Y. and Yamashita, S.
- Journal Title
  
  Journal of Credit Risk
  
  Volume: Vol.13 No.3 Issue: 3 Pages: 1-19
- DOI
  10.21314/jcr.2017.225
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15H03390, KAKENHI-PROJECT-17H07322
[Presentation] Concentration Inequality of Sums of Dependent Subexponential Random Variables and Application to Bounds for Value-at-Risk2022
- Author(s)
  田上悠太
- Organizer
  第56回（2021年度冬季）ジャフィー大会
- Data Source
  KAKENHI-PROJECT-21K13328
[Presentation] Loss given default estimation for corporation loans: combining a two-stage model with classification tree-based boosting and support vector regression with logistic transformation2018
- Author(s)
  Yuta Tanoue
- Organizer
  Waseda International Symposium “Introduction of General Causality to Various Data & its Innovation of the Optimal Inference
- Data Source
  KAKENHI-PROJECT-18K12873
[Presentation] 2段階非線形 LGD 推定モデル2017
- Author(s)
  田上悠太
- Organizer
  JAFEE2017冬季大会
- Data Source
  KAKENHI-PROJECT-17H07322

1. 山下智志 (50244108)

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results
2. XUE Yujie (20822232)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
3. 小池祐太 (80745290)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. 力丸佑紀 (80736009)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. 中西正 (30967203)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

Tanoue Yuta 田上 悠太

Research Projects

Research Products

Co-Researchers

Estimating the repayment capacity of the default company based on the credit information of multiple banks and developing its machine learning method

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

重い裾を考慮した金融リスク統合のための研究Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Development of a Practically Usable Highly Accurate LGD Estimation Model Using the Integrated Database of Regional BanksPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

地銀統合データベースを用いた高精度LGD推定モデルとシステム実装Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] Concentration inequality and the weak law of large numbers for the sum of partly negatively dependent <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si5.svg" display="inline" id="d1e23"><mml:mi>φ</mml:mi></mml:math>-subgaussian random variables2024

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Concentration inequality of sums of dependent subexponential random variables and application to bounds for value-at-risk2022

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Improved Hoeffding inequality for dependent bounded or sub-Gaussian random variables2021

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Comparison study of two-step LGD estimation model with probability machines2020

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Oracle inequalities for sign constrained generalized linear models2019

Author(s)

Journal Title

DOI

Data Source

[Journal Article] When banks venture beyond home turf:consequences for loan performance2017

Author(s)

Journal Title

DOI

Data Source

[Presentation] Concentration Inequality of Sums of Dependent Subexponential Random Variables and Application to Bounds for Value-at-Risk2022

Author(s)

Organizer

Data Source

[Presentation] Loss given default estimation for corporation loans: combining a two-stage model with classification tree-based boosting and support vector regression with logistic transformation2018

Author(s)

Organizer

Data Source

[Presentation] 2段階非線形 LGD 推定モデル2017

Author(s)

Organizer

Data Source

Tanoue Yuta 田上悠太