Xu Chunhui 徐春暉

… Alternative Names

XU Chunhui 徐春暉

徐春暉ジョハルキ

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Researcher Number	70279058
Other IDs
External Links
Affiliation (Current)	2025: 千葉工業大学, 情報変革科学部, 教授
Affiliation (based on the past Project Information) *help	2023: 千葉工業大学, 情報変革科学部, 教授 2016 – 2023: 千葉工業大学, 社会システム科学部, 教授 2011 – 2014: 千葉工業大学, 社会システム科学部, 教授 2007: Chiba Institute of Technology, Faculty of Social Systems Science, Associate professor 2005 – 2006: 千葉工業大学, 社会システム科学部, 助教授 1999: 広島工業大学, 工学部, 助教授 1998: 広島工業大学, 工学部, 講師
Review Section/Research Field	Principal Investigator Basic Section 07060:Money and finance-related / Statistical science / Social systems engineering/Safety system / 経済理論 Except Principal Investigator Social systems engineering/Safety system / Basic Section 25010:Social systems engineering-related / Social systems engineering/Safety system
Keywords	Principal Investigator VaR / ポートフォリオ / PVaR / 時間不確実性 / 投資評価 / 金融投資 / 投資時間不確実性 / ポートフォリオ選択 / 市場リスク / 投資時間の不確実性 … More / ポートフォリオ選択問題 / Soft approach / Optimization / Securities investment / Measurement of financial market risk / Value at Risk / Management of market risk / Portfolio / Investment Management / リスクマネジメント / ソフトアプローチ / 最適化 / 証券投資 / 金融市場リスク測定 / 市場リスクマネジメント / 資産運用 / 国際情報交流 / VaRの最小化 / 国際情報交換 / リスク測定指標 / ポートフォリオ最適化 / 期間リスク / 金融投資リスク / 仕組債 / 金融リスク / 最適資産運用 / モデルリング / 円レート / モデル / 学習アルゴリズム / ニューラルネットワーク / レート / 外国為替 … More Except Principal Investigator スケジューリング / 確率計画法 / 多期間計画 / 不確実性 / 最適化 / 整数計画法 / 数理計画法 / サプライ・チェイン / 電力システム / 交通システム / エネルギー / 需要変動 / 分枝限定法 / 発電機起動停止問題 / サプライチェーンマネジメント / VaR / リスク測定 / マクロ経済 / エージェントベース / モデリング / 社会システム / 創発 / 減税乗数 / 景気循環 / 価格均衡 / GDP / モデル構造 / エージェントベースモデリング / マクロ経済システム Less

Research on portfolio selection problems incorporating uncertainty of investment timesPrincipal Investigator
- Principal Investigator
  
  Xu Chunhui
- Project Period (FY)
  2019 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Chiba Institute of Technology
確率計画問題におけるシナリオ生成法と効率的解法の開発
- Principal Investigator
  
  椎名孝之
- Project Period (FY)
  2019 – 2022
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 25010:Social systems engineering-related
- Research Institution
  Waseda University
Development of an efficient solution method for multistage stochastic programming problems and its application to social systems
- Principal Investigator
  
  Shiina Takayuki
- Project Period (FY)
  2016 – 2018
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Waseda University
Development of solution methods for large-scale stochastic programming problems and their application to risk management for investment and operation problems
- Principal Investigator
  
  SHIINA Takayuki
- Project Period (FY)
  2012 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Chiba Institute of Technology
Research on financial risk management methods based on new risk measures and their applicationsPrincipal Investigator
- Principal Investigator
  
  XU Chunhui
- Project Period (FY)
  2011 – 2013
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Chiba Institute of Technology
Agent-Based Model of Artificial Economic systems featuring Self-Adjusting Mechanism
- Principal Investigator
  
  OGIBAYASHI Shigeaki
- Project Period (FY)
  2011 – 2013
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Chiba Institute of Technology
Development of New Methods for Financial Market Risk Management based on a SoftApproachPrincipal Investigator
- Principal Investigator
  
  XU Chunhui
- Project Period (FY)
  2005 – 2007
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Statistical science
- Research Institution
  Chiba Institute of Technology
為替レートの適正水準を予測するニューラルネットワークの開発Principal Investigator
- Principal Investigator
  
  徐春暉
- Project Period (FY)
  1999 – 2000
- Research Category
  
  Grant-in-Aid for Encouragement of Young Scientists (A)
- Research Field
  
  経済理論
- Research Institution
  Hiroshima Institute of Technology

[Book] PVaR: A New Risk Measure for Financial Investments, in "Systems Research II"2022
- Author(s)
  Chunhui XU
- Total Pages
  18
- Publisher
  Springer
- ISBN
  9789811699405
- Data Source
  KAKENHI-PROJECT-19K01757
[Book] Risk Management in Finance and Logistics2018
- Author(s)
  Chunhui Xu, Takayuki Shiina
- Total Pages
  185
- Publisher
  Springer
- ISBN
  9789811303166
- Data Source
  KAKENHI-PROJECT-16K01253
[Journal Article] Optimization of Asset Allocation and Liquidation Time in Investment Decisions with VaR as a Risk Measure2023
- Author(s)
  Chunhui Xu, Yinyu Ye
- Journal Title
  
  Computational Economics
  
  Volume: - Issue: 1 Pages: 551-577
- DOI
  10.1007/s10614-023-10451-x
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01757
[Journal Article] Period value at risk and its estimation by Monte Carlo simulation2021
- Author(s)
  Huo Yanli, Xu Chunhui, Shiina Takayuki
- Journal Title
  
  Applied Economics Letters
  
  Volume: - Issue: 18 Pages: 1-5
- DOI
  10.1080/13504851.2021.1958136
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01757, KAKENHI-PROJECT-19K04913
[Journal Article] Modeling and solving portfolio selection problems based on PVaR2020
- Author(s)
  Huo Yanli, Xu Chunhui, Shiina Takayuki
- Journal Title
  
  Quantitative Finance
  
  Volume: 20 Issue: 12 Pages: 1889-1898
- DOI
  10.1080/14697688.2020.1819552
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01757, KAKENHI-PROJECT-19K04913
[Journal Article] Optimization of Location Problem for Power Flow Controller2017
- Author(s)
  Takayuki Shiina, Susumu Morito, Jun Imaizumi and Chunhui Xu
- Journal Title
  
  Proceedings of IFSA SCIS 2017 (Paper ID:#110)
  
  Volume: 1 Pages: 1-4
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16K01253
[Journal Article] OPTIMAL LOCATION PROBLEM FOR THE INSTALLATION OF POWER FLOW CONTROLLER2017
- Author(s)
  Takayuki Shiina, Jun Imaizumi, Susumu Morito and Chunhui Xu
- Journal Title
  
  Pesquisa Operacional
  
  Volume: 37 Pages: 1-16
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16K01253
[Journal Article] Period Value at Risk and its Estimation by Simulation2014
- Author(s)
  Yanli Huo, Chunhui Xu, Kuohei Osaka, Min Huang
- Journal Title
  
  Information
  
  Volume: 未定
- NAID
  40022664212
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23510181
[Journal Article] Inventory distribution problem via stochastic programming2014
- Author(s)
  Takayuki Shiina, Masayuki Umeda, Jun Imaizumi, Susumu Morito, Chunhui Xu
- Journal Title
  
  Asian J. of Management Science and Applications
  
  Volume: 1 Pages: 261-277
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24510198
[Journal Article] Period Value at Risk and its Estimation by Simulation2014
- Author(s)
  Y. Huo, C. Xu, K.Osaka, M. Huang
- Journal Title
  
  Information
  
  Volume: Vol. 17, No. 6(B)
- NAID
  40022664212
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23510181
[Journal Article] Financial Investment Problems with uncertain Investment Deadline and their Resolution Methods2013
- Author(s)
  C. Xu, Y. Huo
- Journal Title
  
  Proceedings of the Asian Conference of Management Science and Applications 2013
  
  Volume: 2013 Pages: 48-50
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24510198
[Journal Article] Modeling portfolio rebalancing by modifying utility theory2013
- Author(s)
  C. Xu, Y. Huo, T. Shiina, M. Huang
- Journal Title
  
  The 2013 International DSI and Asia Pacific DSI Conference Proceedings
  
  Volume: 2013 Pages: 1314-1317
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24510198
[Journal Article] Minimization of the k-th Maximum and its application on LMS regression and VaR optimization2012
- Author(s)
  X. Huang, J.Xu, S.Wang, C. Xu
- Journal Title
  
  Journal of The Operational Research Society
  
  Volume: 63 Issue: 11 Pages: 1479-1491
- DOI
  10.1057/jors.2011.163
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23510181
[Journal Article] Minimization of the k-th Maximum and its application on LMS regression and VaR optimization2012
- Author(s)
  X. Huang, J. Xu, S.Wang, C. Xu
- Journal Title
  
  Journal of The Operational Research Society
  
  Volume: Vol. 63, No. 11 Pages: 1479-1491
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23510181
[Journal Article] Design of Life Insurance Participating Policies with Variable Guarantees and Annual Premium2011
- Author(s)
  P.R.C. Aguilar, C. Xu
- Journal Title
  
  International Journal of Innovative Computing, Information and Control
  
  Volume: 7 Pages: 4741-4753
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23510181
[Journal Article] Design of Equility-linked Structured Products with VaR as Risk Measure2011
- Author(s)
  P. R. C. Aguilar, C. Xu
- Journal Title
  
  ICIC Express Letters
  
  Volume: Vol. 5, No. 5 Pages: 1747-1752
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23510181
[Journal Article] Design of Life Insurance Participating Policies with Variable Guarantees and Annual Premium2011
- Author(s)
  P. R. C. Aguilar, C. Xu
- Journal Title
  
  International Journal of Innovative Computing, Information and Control
  
  Volume: Vol. 7, No. 8 Pages: 4741-4753
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23510181
[Journal Article] An Optimization Method for Determining LIBOR-linked Notes Based on the Issuer's Interest2011
- Author(s)
  W. Zhao, C. Xu
- Journal Title
  
  ICIC Express Letters
  
  Volume: Vol. 5, No. 5 Pages: 1753-1756
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23510181
[Journal Article] Soft method for solving VaR based portfolio rebalancing problems2008
- Author(s)
  Xu, C
- Journal Title
  
  Report of Chiba Institute of Technology 55
  
  Pages: 67-73
- NAID
  40015978724
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17500184
[Journal Article] Soft Method for Solving VaR based Portfolio Rebalancing Problems2008
- Author(s)
  徐春暉
- Journal Title
  
  千葉工業大学研究報告理工編 55
  
  Pages: 67-73
- NAID
  40015978724
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17500184
[Journal Article] Portfolio rebalancing with VaR as risk measure2008
- Author(s)
  Xu, C
- Journal Title
  
  International Journal of Innovative Computing, Information and Control 4, 9(in press)
  
  Pages: 9-9
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17500184
[Journal Article] Portfolio rebalancing with VaR as risk measure2008
- Author(s)
  徐春暉, その他2名
- Journal Title
  
  International Journal of Innovative Computing, Information and Control 4(9)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17500184
[Journal Article] Soft Optimization Approach and Its Applications in Finance2007
- Author(s)
  Xu, C
- Journal Title
  
  Report of Chiba Institute of Technology 54
  
  Pages: 77-84
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17500184
[Journal Article] Multistage portfolio optimization with VaR as risk measure2007
- Author(s)
  徐春暉, その他2名
- Journal Title
  
  International Journal of Innovative Computing, Information and Control 3(3)
  
  Pages: 709-724
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17500184
[Journal Article] Multistage portfolio optimization with VaR as risk measure2007
- Author(s)
  Xu, C., Wang, J., Shiba, N
- Journal Title
  
  International Journal of Innovative Computing, Information and Control 3, 3
  
  Pages: 709-724
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17500184
[Journal Article] Soft Optimization Approach and Its Applications if Finance2007
- Author(s)
  徐春暉
- Journal Title
  
  千葉工業大学研究報告理工編 54
  
  Pages: 77-84
- Data Source
  KAKENHI-PROJECT-17500184
[Journal Article] Multistage portfolio optimization with VaR as risk measure2007
- Author(s)
  徐春暉, その他2名
- Journal Title
  
  International Journal of Innovative Computing, Information and Control 3・4
- Data Source
  KAKENHI-PROJECT-17500184
[Journal Article] Soft Optimization Approach and Its Applications in Finance2007
- Author(s)
  徐春暉
- Journal Title
  
  千葉工業大学研究報告理工編 54
  
  Pages: 77-84
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17500184
[Journal Article] ポートフォリオマネジメント問題の定式化とその解析2006
- Author(s)
  徐春暉, その他1名
- Journal Title
  
  千葉工業大学研究報告理工編 53
  
  Pages: 69-75
- Data Source
  KAKENHI-PROJECT-17500184
[Journal Article] A soft approach for hard continuous optimization2006
- Author(s)
  徐春暉, その他1名
- Journal Title
  
  European Jorunal of Operational Research 173(1)
  
  Pages: 18-29
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17500184
[Journal Article] ポートフォリオマネジメント問題のモデル化とその解析2006
- Author(s)
  徐春暉, その他1名
- Journal Title
  
  千葉工業大学研究報告理工編 53
  
  Pages: 69-75
- NAID
  110004362174
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17500184
[Journal Article] Modeling of portfolio management problems and its resolution2006
- Author(s)
  Xu, C., Wang, J
- Journal Title
  
  Report of Chiba Institute of Technology 53
  
  Pages: 69-75
- NAID
  110004362174
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17500184
[Journal Article] A soft approach for hard continuous optimization2006
- Author(s)
  Xu, C., Ng, P
- Journal Title
  
  European Journal of Operational Research 173, 1
  
  Pages: 18-29
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17500184
[Journal Article] Portfolio rebalancing with VaR as risk measure2006
- Author(s)
  徐春暉, その他3名
- Journal Title
  
  International Journal of Innovative Computing, Information and Control 4(9)
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17500184
[Journal Article] A multi-stage stochastic model for portfolio management and its soft resolution method2005
- Author(s)
  徐春暉
- Journal Title
  
  Intelligent Information Management Systems and Technology 1(2)
  
  Pages: 243-251
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17500184
[Journal Article] A method for timing analysis in investment2005
- Author(s)
  Xu, C., Guo, K
- Journal Title
  
  Intelligent Information Management Systems and Technology 1, 1
  
  Pages: 44-52
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17500184
[Journal Article] A method for timing analysis in investment2005
- Author(s)
  徐春暉, その他1名
- Journal Title
  
  Intelligent Information Management Systems and Technology 1(1)
  
  Pages: 44-52
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17500184
[Journal Article] A multi-stage stochastic model for portfolio management and its soft resolution method2005
- Author(s)
  Xu, C
- Journal Title
  
  Intelligent Information Management Systems and Technology 1, 2
  
  Pages: 243-251
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17500184
[Presentation] Portfolio selection with unfixed investment timings2017
- Author(s)
  Chunhui Xu, Yanli Huo and Takayuki Shiina
- Organizer
  21st Conference of the International Federation of Operational Research Societies
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K01253
[Presentation] Optimization problem for power flow controller2017
- Author(s)
  Takayuki Shiina, Jun Imaizumi, Susumu Morito and Chunhui Xu
- Organizer
  21st Conference of the International Federation of Operational Research Societies
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K01253
[Presentation] Optimization problem for installation of power flow controller2016
- Author(s)
  T. Shiina, J. Imaizumi, S. Morito, C. Xu
- Organizer
  2016 Conference on Complex Systems
- Place of Presentation
  Amsterdam, the Netherlands
- Year and Date
  2016-09-19
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K01253
[Presentation] Optimization Problem for the Installation of Equipment to Control Power Flow2016
- Author(s)
  T. Shiina, J. Imaizumi, S. Morito, C. Xu
- Organizer
  International Conference on Operations Research
- Place of Presentation
  Helmut-Schmidt-University, Hamburg, Germany
- Year and Date
  2016-08-30
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K01253
[Presentation] 在庫転送問題に対する数理計画モデル2013
- Author(s)
  成毛悠亮、椎名孝之、徐春暉
- Organizer
  経営情報学会秋季全国研究発表大会
- Place of Presentation
  流通科学大学、神戸市、兵庫県
- Data Source
  KAKENHI-PROJECT-24510198
[Presentation] 分散を考慮した確率計画問題2013
- Author(s)
  若山亮、椎名孝之、徐春暉
- Organizer
  経営情報学会秋季全国研究発表大会
- Place of Presentation
  流通科学大学、神戸市、兵庫県
- Data Source
  KAKENHI-PROJECT-24510198
[Presentation] 発電機起動停止問題の解法2013
- Author(s)
  西堀俊輝、椎名孝之、徐春暉
- Organizer
  経営情報学会秋季全国研究発表大会
- Place of Presentation
  流通科学大学、神戸市、兵庫県
- Data Source
  KAKENHI-PROJECT-24510198
[Presentation] 金融投資意思決定モデルの再考2013
- Author(s)
  徐春暉
- Organizer
  経営情報学会秋季全国大会予稿集
- Place of Presentation
  神戸
- Year and Date
  2013-10-26
- Data Source
  KAKENHI-PROJECT-23510181
[Presentation] Financial Investment Problems with Uncertain Investment Deadline and Their Resolution Methods2013
- Author(s)
  Chunhui Xu, Yanli Huo
- Organizer
  Asian Conference of Management Science and Applications
- Place of Presentation
  Kunming City, China
- Data Source
  KAKENHI-PROJECT-23510181
[Presentation] Financial Investment Problems with uncertain Investment Deadline and their Resolution Methods2013
- Author(s)
  C. Xu, Y. Huo
- Organizer
  Proceedings of the Asian Conference of Management Science and Applications
- Place of Presentation
  Kunming, China
- Year and Date
  2013-12-22
- Data Source
  KAKENHI-PROJECT-23510181
[Presentation] Market risk management based on Value at Risk2012
- Author(s)
  C. Xu
- Organizer
  the Asian Workshop on Real Investment Strategy and Risk Analysis
- Place of Presentation
  Waseda University
- Year and Date
  2012-11-04
- Invited
- Data Source
  KAKENHI-PROJECT-23510181
[Presentation] PERIOD VALUE AT RISK AND ITS ESTIMATION BY SIMULATION2012
- Author(s)
  2.Xu, C., Huo,YL, Osaka, K.
- Organizer
  Proceedings of the Asian Conference of Management Science and Applications 2012(CD-ROM)
- Place of Presentation
  Sichuan, China
- Data Source
  KAKENHI-PROJECT-23510181
[Presentation] Measuring Financial Market Risk in a Time Span by Simulation2012
- Author(s)
  Xu,C., Huo, YL
- Organizer
  Proceedings of the Asia Pacific Industrial Engineering and Management Systems Conference 2012(CD-ROM)
- Place of Presentation
  Phuket, Thailand
- Data Source
  KAKENHI-PROJECT-23510181
[Presentation] Period Value at Risk and Its Estimation by Simulation2012
- Author(s)
  C. Xu, Y. Huo, K. Osaka
- Organizer
  Proceedings of the Asian Conference of Management Science and Applications
- Place of Presentation
  Sichuan, China
- Year and Date
  2012-09-07
- Data Source
  KAKENHI-PROJECT-23510181
[Presentation] Measuring Financial Market Risk in a Time Span by Simulation2012
- Author(s)
  C. Xu, Y. Huo, A. Inoue
- Organizer
  Proceedings of the Asia Pacific Industrial Engineering & Management Systems Conference
- Place of Presentation
  Phuket, Thailand
- Year and Date
  2012-12-04
- Data Source
  KAKENHI-PROJECT-23510181
[Presentation] A Survery of Methods for Solving VaR-based Portfolio Selection Models2011
- Author(s)
  Y. Huo, C. Xu, A. Inoue
- Organizer
  Asian Conference of Management Science and Applications 2011
- Place of Presentation
  Hainan, China
- Data Source
  KAKENHI-PROJECT-23510181
[Presentation] A Survey of Methods for Solving VaR-based Portfolio Selection Models2011
- Author(s)
  Y. Huo, C. Xu, A. Inoue
- Organizer
  Proceedings of the Asian Conference of Management Science and Applications
- Place of Presentation
  Sanya, China
- Year and Date
  2011-12-22
- Data Source
  KAKENHI-PROJECT-23510181
[Presentation] Solving VaR minimization models with linear programming techniques2011
- Author(s)
  C. Xu, X. Huang, Y. Huo, S. Wang
- Organizer
  Presentation at International Conference on Operations Research (1st paper in Session TA-17,"VaR, risk measures and portfolio insurance")
- Place of Presentation
  Zurich, Switzerland
- Year and Date
  2011-09-01
- Data Source
  KAKENHI-PROJECT-23510181
[Presentation] Solving VaR minimization models with linear programming techniques2011
- Author(s)
  C. Xu, X. Huang, Y. Huo, S. Wang
- Organizer
  OR2011, International Conference on Operations Research
- Place of Presentation
  Zurich, Switzerland
- Data Source
  KAKENHI-PROJECT-23510181
[Presentation] Portfolio selection under multiple risk measures2007
- Author(s)
  Xu, C., Wang, J., Inoue, A
- Organizer
  Proc. of The 51st annual meeting of the International Society for the Systems Sciences (CD-ROM)
- Place of Presentation
  Tokyo
- Year and Date
  2007-08-10
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17500184
[Presentation] An Experiment of Control-theoretical Model in Dynamic Portfolio Management2007
- Author(s)
  徐春暉, その他2名
- Organizer
  The Secnd International Conference on Innovative Computing, Information and Control
- Place of Presentation
  Proc.of The Second International Conference on ICIC,Kumamoto,Japan.
- Data Source
  KAKENHI-PROJECT-17500184
[Presentation] Portfolio selection under multiple risk measures2007
- Author(s)
  徐春暉、その他2名
- Organizer
  International Society for theSystems Sciences
- Place of Presentation
  Proc.of The 51st annual meeting of ISSS,Tokyo.
- Data Source
  KAKENHI-PROJECT-17500184
[Presentation] A soft approach for solving mixed optimization models2007
- Author(s)
  Xu, C
- Organizer
  Proc. of The 51st annual meeting of the International Society for the Systems Sciences (CD-ROM)
- Place of Presentation
  Tokyo
- Year and Date
  2007-08-10
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17500184
[Presentation] Modeling and optimization of Insurance policies2007
- Author(s)
  Xu, C
- Organizer
  Proc. of The 51st annual meeting of the International Society for the Systems Sciences (CD-ROM)
- Place of Presentation
  Tokyo
- Year and Date
  2007-08-06
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17500184
[Presentation] Modeling and optimization of Insurance pohcies Sciences2007
- Author(s)
  P.R.Cahdonio Aguilar, 徐春暉
- Organizer
  International Society for the Systems
- Place of Presentation
  Tokyo,Proc.of The 51st annual meeting of ISSS(CD-ROM)
- Year and Date
  2007-08-06
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17500184
[Presentation] A soft approach for solving mixed optimization models2007
- Author(s)
  徐春暉
- Organizer
  International Society for the Systems Sciences
- Place of Presentation
  Tokyo,Proc.of The 51st annual meeting of ISSS(CD-ROM)
- Year and Date
  2007-08-10
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17500184
[Presentation] Soft Approach for Optimization in Portfolio Management2007
- Author(s)
  徐春暉
- Organizer
  The Second International Conference on Innovative Computing, Information and Control
- Place of Presentation
  Proc.of The Second International Conference on ICIC,Kumamoto,Japan.
- Data Source
  KAKENHI-PROJECT-17500184
[Presentation] Soft Approach for Optimization in Portfolio Management2007
- Author(s)
  Xu, C
- Organizer
  Proc. of The 2nd International Conference on Innovative Computing, Information and Control (CD-ROM)
- Place of Presentation
  Kumamoto, Japan
- Year and Date
  2007-09-06
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17500184
[Presentation] An Experiment of Control-theoretical Model in Dynamic Portfolio Management2007
- Author(s)
  Wang, J., 徐春暉 INOUE, A.
- Organizer
  The Second International Conference on Innovative Computing, Information and Control
- Place of Presentation
  Kumamoto(Japan),Proc.of The Second In ternalional Conference on ICIC(CD-ROM)
- Year and Date
  2007-09-06
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17500184
[Presentation] Portfolio selection under multiple risk measures Sciences2007
- Author(s)
  徐春暉, その他2名
- Organizer
  International Society for the Systems
- Place of Presentation
  Tokyo,Proc.of The 51st annual meeting of ISSS(CD-ROM)
- Year and Date
  2007-08-10
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17500184
[Presentation] Soft Approach for Optimization in Portfolio Management2007
- Author(s)
  徐春暉
- Organizer
  The Second International Conference on Innovative Computing, Information and Control
- Place of Presentation
  Kumamoto(Japan),Proc.of The Second In ternational Conference on ICIC(CD-ROM)
- Year and Date
  2007-09-06
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17500184
[Presentation] Comparisons of Active and Passive Portfolio Selection Strategies2006
- Author(s)
  Xu, C., Wang, J., Shiba, N
- Organizer
  Proc. of the 8th Int. Conference on Industrial Management, 332-337. Qingdao
- Place of Presentation
  China
- Year and Date
  2006-09-21
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17500184
[Presentation] An Experiment of Control-theoretical Model in Dynamic Portfolio Management2006
- Author(s)
  Wang, J., Xu, C., INOUE, A
- Organizer
  Proc. of The 2nd International Conference on Innovative Computing, Information and Control (CD-ROM)
- Place of Presentation
  Kumamoto, Japan
- Year and Date
  2006-09-06
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17500184
[Presentation] Optimization in Portfolio Rebalancing and Its Soft Solution Method2006
- Author(s)
  Xu, C
- Organizer
  Presentation at INFORMS International
- Place of Presentation
  Hongkong
- Year and Date
  2006-06-26
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17500184
[Presentation] Optimization in Portfolio Rebalancing and Its Soft Solution Method2006
- Author(s)
  徐春暉
- Organizer
  INFORMS
- Place of Presentation
  Hongkong
- Year and Date
  2006-06-26
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17500184
[Presentation] Comparisons of Active and Passive Portfolio Selection Strategies2006
- Author(s)
  徐春暉, その他2名
- Organizer
  The 8th Int.Conference on Industrial Management
- Place of Presentation
  Qimgdao(China), Proc.of the 8th Int.Conference on IM
- Year and Date
  2006-09-21
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17500184
[Presentation] A method for timing analysis in investment2005
- Author(s)
  Xu, C., Guo, K
- Organizer
  Presentation at the Workshop on Intelligent Information Management Systems and Technology, Int. Institute of General Systems Studies
- Place of Presentation
  Shanghai, China
- Year and Date
  2005-03-26
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17500184
[Presentation] An optimization model for portfolio rebalancing problems and its soft solution method2005
- Author(s)
  Xu, C., Cai, H
- Organizer
  Proc. of the Fall National Conference of JAFEE
- Year and Date
  2005-12-04
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17500184
[Presentation] An optimization model for portfolio rebalancing peoblems and its soft solution method2005
- Author(s)
  徐春暉, その他1名
- Organizer
  日本金融、証券計量、工学学会
- Place of Presentation
  東京、冬季大会予稿集
- Year and Date
  2005-12-04
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17500184
[Presentation] A method for timing analysis in investment2005
- Author(s)
  徐春暉, その他1名
- Organizer
  Int.Institute of General Systems Studies
- Place of Presentation
  Shanghai(China)
- Year and Date
  2005-03-26
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17500184
[Presentation] Decision support systems for mouse-clickers2005
- Author(s)
  徐春暉
- Organizer
  International Federation for Systems Research
- Place of Presentation
  Kobe(Japan),Proc.of the 1st World Congress of the IFSR
- Year and Date
  2005-11-15
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17500184
[Presentation] Decision support systems for mouse-clickers2005
- Author(s)
  Xu, C
- Organizer
  Proc. of the 1st World Congress of the Int. Federation for Systems Research
- Place of Presentation
  Japan
- Year and Date
  2005-11-15
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17500184
[Presentation] A soft approach for VaR-based portfolio management2005
- Author(s)
  徐春暉
- Organizer
  INFORS
- Place of Presentation
  Hawaii(USA)
- Year and Date
  2005-07-13
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17500184
[Presentation] A multi-stage stochastic model for portfolio management and its soft resolution method2005
- Author(s)
  徐春暉
- Organizer
  Int.Institute of General Systems Studies
- Place of Presentation
  Shanghai(China)
- Year and Date
  2005-03-26
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17500184
[Presentation] A multi-stage stochastic model for portfolio management and its soft resolution method2005
- Author(s)
  Xu, C
- Organizer
  Presentation at the Workshop on Intelligent Information Management Systems and Technology, Int. Institute of General Systems Studies
- Place of Presentation
  Shanghai, China
- Year and Date
  2005-03-26
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17500184
[Presentation] A soft approach for VaR-based portfolio management2005
- Author(s)
  Xu, C
- Organizer
  Presentation at the 17th Triennial Conference of the Int. Federation of Operational Research Societies
- Place of Presentation
  Hawaii, USA
- Year and Date
  2005-07-13
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17500184

1. SHIINA Takayuki (90371666)

# of Collaborated Projects: 4 results

# of Collaborated Products: 14 results
2. IMAIZUMI Jun (00257221)

# of Collaborated Projects: 3 results

# of Collaborated Products: 6 results
3. ANDO Masakazu (00462169)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. OGIBAYASHI Shigeaki (40296306)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. TERANO Takao (20227523)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. MORITO Susumu (50134193)

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results
7. TAKASHIMA Ryuta (50401138)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
8. 所健一 (50371662)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
9. WANG Shuning

# of Collaborated Projects: 1 results

# of Collaborated Products: 4 results
10. HUANG Min

# of Collaborated Projects: 1 results

# of Collaborated Products: 6 results

Xu Chunhui 徐 春暉

XU Chunhui 徐 春暉

徐 春暉 ジョ ハルキ

Research Projects

Research Products

Co-Researchers

Research on portfolio selection problems incorporating uncertainty of investment timesPrincipal Investigator

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確率計画問題におけるシナリオ生成法と効率的解法の開発

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Development of an efficient solution method for multistage stochastic programming problems and its application to social systems

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Development of solution methods for large-scale stochastic programming problems and their application to risk management for investment and operation problems

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Research on financial risk management methods based on new risk measures and their applicationsPrincipal Investigator

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Agent-Based Model of Artificial Economic systems featuring Self-Adjusting Mechanism

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Development of New Methods for Financial Market Risk Management based on a SoftApproachPrincipal Investigator

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為替レートの適正水準を予測するニューラルネットワークの開発Principal Investigator

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[Book] PVaR: A New Risk Measure for Financial Investments, in "Systems Research II"2022

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[Book] Risk Management in Finance and Logistics2018

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[Journal Article] Optimization of Asset Allocation and Liquidation Time in Investment Decisions with VaR as a Risk Measure2023

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[Journal Article] Period value at risk and its estimation by Monte Carlo simulation2021

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[Journal Article] Modeling and solving portfolio selection problems based on PVaR2020

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Xu Chunhui 徐春暉

XU Chunhui 徐春暉

徐春暉ジョハルキ