Search Results 1-20 of 387

  • Electric Prices Forecasting by Temperature Options  [in Japanese]

    Moridaira Soichiro

    人々が、気温を原資産とする冷房コールオプションと暖房プットオプションを保有していると考え、電力価格と気温との関係を分析した。人は寒い時に暖房機器を、暑い時に冷房機器を稼働し、冷温と高温リスクをヘッジできる「権利」を有している。したがって、冷暖房機器の稼働はオプションとみなすことができる。冷暖房機器が電力で稼働するならば、これらのオプションの行使にあたっては電力料金を支払う必要がある。このような枠組 …

    Communications of the Japan Association of Real Options and Strategy 11(1), 35-45, 2020

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  • The Relationship between Financial Systems and Housing Prices in China: An Empirical Analysis Using Panel VAR Model  [in Japanese]

    OU Ka

    … <p>Since 2000, the real estate market in China faced many price increases. … Consequently, reforms that deal with the lack of financial resources within local governments are needed, one such option being that of reviewing the financial relationship between the central and the local governments. …

    Asian Studies 66(1), 1-20, 2020

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  • Successfully Improved Perfusion in a Case of Median Arcuate Ligament Syndrome through the Use of a Hybrid Operating Room  [in Japanese]

    FURUKAWA Kenta , TANEMURA Masahiro , MIKAMORI Manabu , ASAOKA Tadafumi , KISHI Kentaro , NISHIDA Yoshiki , AKAMATSU Hiroki

    <p>症例は61歳,女性.後腹膜出血を疑われ,当院に救急搬送された.CTにて,正中弓状靱帯症候群(MALS)に伴う膵頭十二指腸動脈瘤破裂と診断し,同日緊急IVRを施行した.動脈瘤再発や再破裂のリスクがあることなどから弓状靱帯切離の方針とし,靱帯切離後の血流評価や追加治療を考慮しハイブリッド手術室にて手術を施行した.手術は弓状靱帯を切離し圧迫を解除したが,狭窄が残存していたためバルーン拡 …

    Nihon Rinsho Geka Gakkai Zasshi (Journal of Japan Surgical Association) 80(9), 1603-1606, 2019

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  • Reliability Analysis Using Real Options Based on Hierarchical Bayesian Methods

    Kaise Toru

    … <p>Real option approaches are handled for reliability evaluations based on degradation models. … In this paper, a hierarchical Bayesian VG (Variances Gamma) model is proposed for the representation of the degradation phenomenon, and the real option method based on a simulation is applied to the reliability evaluation using the model. …

    Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications 2019(0), 218-222, 2019

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  • Valuing Investments in Digital Transformation of Business Models

    Schneider Robin , Imai Junichi

    … Many scholars postulate Real Option Analysis (ROA) to be applied as a sophisticated alternative for investment decision-making under uncertainty. … We include two types of managerial flexibility by a analyzing a compound learning option and a Bermudan-style option to expand from a pilot project into a large-scale DTBM. …

    International Journal of Real Options and Strategy 7(0), 1-26, 2019

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  • Feasibility of Flexible Term Concessions based Real Options in Indian Highway Sector

    POULOSE Manu K , MAHALINGAM Ashwin

    … This article explores the feasibility of offering Flexible Term Concessions (FTC) as a real option over two ongoing Built Operate Transfer (BOT) highway projects in India. …

    Asian Transport Studies 5(5), 811-827, 2019

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  • A Questionnaire Survey of Pharmaceutical Companies Affiliated with Japan Pharmaceutical Manufacturers Association on Current Use of Big Data/Real-World Data for Drug Development in Japan  [in Japanese]

    MAEDA Shoutaro , TOGO Kanae , ISHIGURO Musashi , INOUE Takayuki , SAKAMOTO Takehiko , SUGENO Masatoshi , KONDO Mitsuhiro

    … <p><b>Background</b>: The use of big data/real-world data (BD/RWD) is expected to be a new option for evidence generation in drug development. …

    Rinsho yakuri/Japanese Journal of Clinical Pharmacology and Therapeutics 50(4), 167-175, 2019

    J-STAGE  Ichushi Web 

  • Tumor doubling time predicts response to sorafenib in radioactive iodine-refractory differentiated thyroid cancer

    Kim Min Joo , Kim Seok-Mo , Lee Eun Kyung , Hwangbo Yul , Lee You Jin , Cho Sun Wook , Park Do Joon , Lee Yumi , Park Young Joo

    … <p>Sorafenib has emerged as an effective therapeutic option for radioactive iodine (RAI)-refractory, locally advanced or metastatic differentiated thyroid cancer (DTC). … We investigated the efficacy and safety of sorafenib treatment in a real-world setting and unveil predictive markers of responsiveness to sorafenib. …

    Endocrine Journal 66(7), 597-604, 2019

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  • Expression Profiling of Receptor-Activator of Nuclear Factor-Kappa B Ligand in Soft Tissue Tumors

    Yamagishi Tetsuro , Ajioka Yoichi , Endo Naoto , Kawashima Hiroyuki , Ogose Akira , Ariizumi Takashi , Oike Naoki , Sasaki Taro , Hatano Hiroshi , Ohashi Riuko , Umezu Hajime

    … In this study, to explore the potential of denosumab treatment for soft tissue tumors, we analyzed the expression profiles of RANKL mRNA in 425 tumor specimens of 33 histological types by real-time RT-PCR. … In conclusion, RANKL is expressed in subsets of soft tissue tumors with calcification, and denosumab is a potential therapeutic option for soft tissue tumors expressing RANKL.</p> …

    The Tohoku Journal of Experimental Medicine 248(2), 87-97, 2019

    J-STAGE  Ichushi Web 

  • ESTIMATING FORWARD LOOKING DISTRIBUTION WITH THE ROSS RECOVERY THEOREM

    Kiriu Takuya , Hibiki Norio

    … <p>Ross (2015) introduced a remarkable theorem, named the "Recovery Theorem." It enables us to estimate the real world distribution from the risk neutral distribution derived from option prices under a particular assumption about a representative investor's risk preferences. … The real world distribution estimated with the Recovery Theorem is suitable for many financial problems such as market risk management and portfolio optimization due to its forward looking nature. …

    Journal of the Operations Research Society of Japan 62(2), 83-107, 2019

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  • The Causal Closure of the Physical and Mental Causation : On the Possibility of Their Coexistence  [in Japanese]

    佐藤 義之

    … I propose another option of the compatibility. … That is, the "downward" causality must be real one. …

    人間存在論 = Menschenontologie (25), 1-23, 2019

    IR 

  • Evaluation of Dynamic Tumor-tracking Intensity-modulated Radiotherapy for Locally Advanced Pancreatic Cancer

    Nakamura Akira , Hiraoka Masahiro , Itasaka Satoshi , Nakamura Mitsuhiro , Akimoto Mami , Ishihara Yoshitomo , Mukumoto Nobutaka , Goto Yoko , Kishi Takahiro , Yoshimura Michio , Matsuo Yukinori , Yano Shinsuke , Mizowaki Takashi

    … Intensity-modulated radiotherapy (IMRT) is now regarded as an important treatment option for patients with locally advanced pancreatic cancer (LAPC). …

    Scientific Reports (8), 2018-11-20

    IR 

  • Agent-Based Self-Service Technology Adoption Model for Air-Travelers: Exploring Best Operational Practices

    Ueda Keiichi , Kurahashi Setsuya , 倉橋 節也

    … Our aim is to elucidate the passenger decision-making mechanism of choosing either interpersonal service or self-service as the check-in option, and to apply it to analyze several scenarios to determine the best practice. … We focus on the decision-making of individuals who are neutral toward the service option, by tracking the actual activity of passengers and mapping their behavior into the model. …

    Frontiers in physics 6(5), 2018-02

    IR 

  • What Will Temporary Escape Bring for an Interpersonal Relationship? ::An Analysis of Iterated Prisonersʼ Dilemma with Escape Option and Action Error  [in Japanese]

    Muto Masayoshi , Taguchi Takuya , Sakamoto Yuhi

    <p> 繰り返し囚人のジレンマは,付き合いのモデルと考えられてきたが,現実の付き合いには,協力と非協力だけでなく第三の手として相互行為から一時的に離脱する「様子見」(Escape)ができることも多い.本稿では,様子見可能な繰り返し囚人のジレンマにおいてどんな戦略が有力かを,19683通りの全マルコフ戦略のもとで,行動エラーを含むESS型の進化シミュレーションを用いて明らかにする.このシ …

    Sociological Theory and Methods 33(2), 331-348, 2018

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  • Utilizations of software in real option analysis  [in Japanese]

    Imai Junichi

    リアルオプション研究の中でも,ケーススタディのように現実の事業分析を行う場合や,データを用いた実証研究を行う場合には,数値データを分析するために様々なソフトウエアの活用は必要不可欠である.さらに,従来の統計的手法に加えて,近年では機械学習を用いた分析も盛んになってきている. リアルオプション分析で通常用いられる金融データに関しては,定量データに加えいわゆる非構造化データに含まれる情報の価値について …

    Communications of the Japan Association of Real Options and Strategy 10(3), 27-31, 2018

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  • Management decision making and real option thinking  [in Japanese]

    Nakaoka Hidetaka

    Communications of the Japan Association of Real Options and Strategy 10(3), 1-1, 2018

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  • STUDY OF ANALYTICAL MODEL ON OPTIMAL TIME OF SELLING ASSETS WITH MARKET RISK  [in Japanese]

    MURAKAMI Keiji , KOBAYASHI Kiyoshi , SEGI Shunsuke , KAWAKITA Reo

    市場リスクを伴う資産は適切なタイミングでの売却により,継続保有よりも大きな利益を獲得できる.商社は従来より鉱山事業経営に参画しリアルオプションを用いて,採掘量・コストをコントロールし利益の最大化を図っている.従来はリアルオプション適用に際して裁定機会を表せず,鉱山の売却は考慮されなかった.本研究では,銅鉱山を対象として銅価格のボラティリティを考慮し,鉱山の最適売却タイミングを決定するための数値計算 …

    Global Business Journal 4(1), 17-25, 2018

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  • Eight Puzzles about Black and Scholes Model:How many can you answer?  [in Japanese]

    Moridaira Soichiro

    Communications of the Japan Association of Real Options and Strategy 10(2), 44-54, 2018

    J-STAGE 

  • A Study of Toyota Hybrid System as Real Options

    MOKUDAI Takefumi

    … This study addresses this question through a real options reasoning (ROR) approach. … ROR is heuristics of decision-makers to recognize and exploit options in investments in real assets under uncertainty. … Using the ROR as a lens, I distinguish three option values in Toyota's hybrid system. … First, at a vehicle level, it has an option to switch driving modes between an internal combustion engine and electric motors depending on driving conditions. …

    Transactions of the Academic Association for Organizational Science 7(2), 245-250, 2018

    J-STAGE 

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