Researcher Information - YAMANAKA Suguru |

YAMANAKA Suguru

Department / Course

Aoyama Gakuin University College of Science and Engineering Department of Mathematical Sciences

Job Associate Professor

Book and thesis
1.	Papers	A multi-task-type bankruptcy prediction method without using financial statements Japan Journal of Industrial and Applied Mathematics (Co-authored) 2025/04
2.	Papers	Relationship between managerial sentiments and corporate bankruptcies JSIAM Letters 15,pp.85-88 (Co-authored) 2023/09
3.	Papers	Improvement of Credit Rating Classification Accuracy by using Financial Statements Time-Seriese Data ̃Validation by Long Short-Term Memory Model ̃ Transactions of the Japan Society for Industrial and Applied Mathematics 32 (4),pp.133-154 (Co-authored) 2022/12
4.	Papers	A bank-account-information-based credit scoring method with Bayesian hierarchical modeling International Journal of Financial Engineering 9 (1),pp.2150045 (Co-authored) 2022/03
5.	Papers	A structural credit risk model based on purchase order information The Journal of Credit Risk 18 (1),pp.101-117 (Co-authored) 2022/03
6.	Papers	An empirical evaluation of machine learning performance in corporate sales growth prediction JSIAM Letters 13,pp.25-28 (Co-authored) 2021/05
7.	Papers	Performance evaluation of least-squares probabilistic classifier for corporate credit rating classification problem JSIAM Letters 13,pp.9-12 (Co-authored) 2021/03
8.	Papers	Random thinning model with a truncated credit quality vulnerability factor: Application to top-down-type credit risk assessment International Journal of Financial Engineering 6 (3),pp.1950024 (Sole-authored) 2019/11
9.	Papers	Credit scoring method using estimated forward financial statements based on purchase order information JSIAM Letters 11,pp.33-36 (Sole-authored) 2019/03
10.	Papers	Credit risk assessment using purchase order information International Journal of Financial Engineering 5 (4),pp.1850041 (Sole-authored) 2018/12
11.	Papers	Quantitative credit risk monitoring using purchase order information JSIAM Letters 9,pp.49-52 (Sole-authored) 2017/06
12.	Papers	Random thinning with credit quality vulnerability factor for better risk management of credit portfolio in a top-down framework JAPAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS 33 (2),pp.321-341 (Co-authored) 2016/07
13.	Papers	A random thinning model with a latent factor for improvement of top-down credit risk assessment JSIAM Letters 8,pp.37-40 (Co-authored) 2016/06
14.	Papers	A note on empirical analysis for general wrong-way risk and stressed CVA JSIAM Letters 7,pp.25-28 (Co-authored) 2015/03
15.	Papers	Credit risk valuation model for real estate non-recourse loan JSIAM Letters 6,pp.49-52 (Co-authored) 2014/11
16.	Papers	Modeling of Contagious Credit Events and Risk Analysis of Credit Portfolios Asia-Pacific Financial Markets 19 (1),pp.43-62 (Co-authored) 2012/03
17.	Papers	Analysis of downgrade risk in credit portfolios with self-exciting intensity model JSIAM Letters 3,pp.93-96 (Co-authored) 2011/12
18.	Papers	Analysis of credit event impact with self-exciting intensity model JSIAM Letters 3,pp.49-52 (Co-authored) 2011/07