Author(s)
Bibliographic Information
Research report
University of Tsukuba
- Other Title
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Research report of Graduate School of Systems Management
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1
- 営業管理様式の選択要因に関する一考察
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金顕哲, 清宮政宏 [著]
筑波大学大学院経営システム科学 2005.5 Research report no. 05-01
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2
- 営業管理様式研究の展開と課題
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清宮政宏 [著]
University of Tsukuba 2004.3 Research report No. 04-01
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3
- Agent-based approach to investors' behavior and asset price fluctuation in financial markets
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by Hiroshi Takahashi and Takao Terano
Graduate School of Systems Management, University of Tsukuba 2003 Research report no. 03-01
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4
- Adoption of new technologies in Japanese banking industry
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Michiko Miyamoto
University of Tsukuba 2002 Research report no. 02-05
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5
- Market entry pattern and timing in an industry with technological evolution : the liquid crystal display industry
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by Michiko Miyamoto
University of Tsukuba 2002 Research report no. 02-03
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6
- The analysis of the yield curves in Japan and US : mainly focusing on the effects of monetary policies
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by Takayasu Ito
University of Tsukuba 2002 Research report no. 02-06
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7
- Interest rates comovement between Japan and USA : considering the difference of econimic cycles
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by Takayasu Ito
University of Tsukuba 2002 Research report no. 02-02
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8
- エージェントアプローチによる投資家の意思決定と資産価格変動の関連性の分析
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高橋大志, 寺野隆雄 [著]
筑波大学大学院経営システム科学 2002.10 Research report No.02-07
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9
- Selection of market and limit order
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by Hizuru Konishi and Naoki Makimoto
Graduate School of Systems Management, University of Tsukuba 2002 Research report no. 02-01
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10
- Contagion analysis and its political implication from the microstructure perspective
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Masahiro Fukuhara, Yasufumi Saruwatari
University of Tsukuba 2001 Research report no. 01-06
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11
- We need multiple solutions for electric equipments configuration in a power plant applying Bayesian optimization algorithm with Tabu search
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by Yuji Katsumata, Setsuya Kurahashi, Takao Terano
University of Tsukuba 2001 Research report no. 01-05
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12
- Bridging GARCH model and prospect theory in financial market behaviors
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by Hiroshi Takahashi and Takao Terano
Graduate School of Systems Management, University of Tsukuba 2001 Research report no. 01-04
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13
- 厚生年金基金による資産運用管理のための政策資産配分策定モデル
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玉之内直, 猿渡康文 [著]
筑波大学大学院経営システム科学 2001.9 Research report No.01-03
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14
- Implementation of the BGM model under the actual LIBOR period
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Koichi Matsumoto
University of Tsukuba 1999 Research report n. 99-11
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15
- Model effects in the pricing of credit spread options
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Koichi Miyazaki, Takashi Inoue
University of Tsukuba 1999 Research report no. 99-09
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16
- Discovery of protein function models with an ILP method using theory systemicity bias
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by Takashi Ishikawa, Shigeki Mitaku and Takao Terano
University of Tsukuba 1999 Research report no. 99-06
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17
- The construction of the least informative distribution and its tuning for statistical inference : another appreciation of the Cramér-Rao's inequality
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Toshio Ohnishi and Hiroe Tsubaki
University of Tsukuba 1999 Research report no. 99-08
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18
- GARCH型モデルを用いた日本国債のボラティリティの予測
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平田亮 [著]
筑波大学大学院経営システム科学 1999.3 Research report no.99-2
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19
- GARCH型モデルを用いた日本国債のボラティリティヘッジレシオの予測
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平田亮 [著]
筑波大学大学院経営システム科学 1999.3 Research report no.99-5
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20
- パラメトリック・ブートストラップ法による日本国債のボラティリティの予測
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平田亮 [著]
筑波大学大学院経営システム科学 1999.3 Research report no.99-4
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