Research report

• 資料種別: 図書
• タイトル: Research report
• 出版事項: University of Tsukuba
• 並列タイトル等: Research report of Graduate School of Systems Management
• 出版地（国名コード）: ja
• 対象利用者: 一般
• 関連情報: Bridging GARCH model and prospect theory in financial market behaviors; https://cir.nii.ac.jp/crid/1130000793845493632; The strategic alliances between Japanese and European companies - cooperative competition, a growth strategy for the 90s -; https://cir.nii.ac.jp/crid/1130000793877286656; Combinatorical face enumeration in convex polytopes; https://cir.nii.ac.jp/crid/1130000793894268544; Analysis of backtrack algorithms for listing all vertices and all faces of a convex polyhedron; https://cir.nii.ac.jp/crid/1130000793900206464; Contagion analysis and its political implication from the microstructure perspective; https://cir.nii.ac.jp/crid/1130000793934969984; Selection of market and limit order; https://cir.nii.ac.jp/crid/1130000794083720704; An extension method for balanced arrays; https://cir.nii.ac.jp/crid/1130000794141206144; Re-examination of term structure on Japanese treasury bonds interst rate; https://cir.nii.ac.jp/crid/1130000794218948736; A numerical procedure for the general one-factor interest rate model; https://cir.nii.ac.jp/crid/1130000794260980864; A case study on knowledge acquisition of representative expert systems in Japan; https://cir.nii.ac.jp/crid/1130000794573872640; Rules, models, or cases : avoiding pitfalls of your knowledge systems; https://cir.nii.ac.jp/crid/1130000794667304448; Market entry pattern and timing in an industry with technological evolution : the liquid crystal display industry; https://cir.nii.ac.jp/crid/1130000794788336640; Quality function deployment for software development; https://cir.nii.ac.jp/crid/1130000794879899264; Diffusion-jump model to measure information release and its effects on capital markets; https://cir.nii.ac.jp/crid/1130000794909960960; Switched batch Bernoulli process (SBBP) and the discrete-time SBBP/G/1 queue with application to statistical multiplexer performance; https://cir.nii.ac.jp/crid/1130000794936999936; Knowledge acquisition from questionnaire : data using simulated breeding and inductive learning methods; https://cir.nii.ac.jp/crid/1130000794973219712; わが国におけるCAPMの再検証; https://cir.nii.ac.jp/crid/1130000795142696832; First passage time distributions of a simple random walk revisited; https://cir.nii.ac.jp/crid/1130000795169706240; 営業管理様式研究の展開と課題; https://cir.nii.ac.jp/crid/1130000795171086592; 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; https://cir.nii.ac.jp/crid/1130000795181052672; Misty -- an object-oriented programming language with multiple inheritance and strict type-checking; https://cir.nii.ac.jp/crid/1130000795184018048; 営業管理様式の選択要因に関する一考察; https://cir.nii.ac.jp/crid/1130000795231616768; A class of fixed-point problems on networks and the unified algorithm; https://cir.nii.ac.jp/crid/1130000795358559488; The inequicut cone; https://cir.nii.ac.jp/crid/1130000795751257216; 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; https://cir.nii.ac.jp/crid/1130000795846875392; (G, g)-invariant fractional r[m]×s[n] factorial designs for two-factor interactive patterns; https://cir.nii.ac.jp/crid/1130000795971156992; Using the analytic hierarchy process in expert systems; https://cir.nii.ac.jp/crid/1130000796016609920; Requirements and design change in large-scale software development : analysis from the viewpoint of precess backtrack; https://cir.nii.ac.jp/crid/1130000796378293760; We need multiple solutions for electric equipments configuration in a power plant applying Bayesian optimization algorithm with Tabu search; https://cir.nii.ac.jp/crid/1130000796395334144; Dynamic manipulation of types in misty -- a statically typed object-oriented programming language; https://cir.nii.ac.jp/crid/1130000796395707520; Developing a guideline for expert system evaluation : a midterm report; https://cir.nii.ac.jp/crid/1130000796474681088; GARCH型モデルを用いた日本国債のボラティリティの予測; https://cir.nii.ac.jp/crid/1130000796974821248; Building a knowledge-base for protein function prediction using multistrategy learning; https://cir.nii.ac.jp/crid/1130000797264114176; The strategic information networks for competitive advantage : conversion to network management; https://cir.nii.ac.jp/crid/1130000797473202432; Interest rates comovement between Japan and USA : considering the difference of econimic cycles; https://cir.nii.ac.jp/crid/1130000797585398144; 知識システム開発方法論に関する研究 : 水力鋼構造物評価診断システムの開発に則して = A study on knowledge system development methodology : an experience on the development of hydrosteel structure diagnosing system; https://cir.nii.ac.jp/crid/1130000797679610752; 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; https://cir.nii.ac.jp/crid/1130000797814406272; Software lifetime and its evolution process over generations; https://cir.nii.ac.jp/crid/1130000797829564800; A generalized consumption/investment decision problem with production possibility; https://cir.nii.ac.jp/crid/1130000798005621632; Implementation of the BGM model under the actual LIBOR period; https://cir.nii.ac.jp/crid/1130000798012140672; An analysis of new product diffusion process; https://cir.nii.ac.jp/crid/1130000798328879232; Automating concept development by analogical reasoning for advanced decision aids; https://cir.nii.ac.jp/crid/1130282268682978304; Option pricing for a birth-death stock price model; https://cir.nii.ac.jp/crid/1130282268683400832; Addendum to the bivariate characterization of stochastic orders; https://cir.nii.ac.jp/crid/1130282268914620544; On the existence of quasi-stationary distributions in denumerable transient Markov chains; https://cir.nii.ac.jp/crid/1130282269074561280; First- and higher- order sensitivity analysis using an automatic differentiation technique; https://cir.nii.ac.jp/crid/1130282269106727296; 1変量GARCHモデルのシミュレート関数; https://cir.nii.ac.jp/crid/1130282269254768768; On the quasi-stationary distributions in right-continuous Markov chains with homogeneous levels; https://cir.nii.ac.jp/crid/1130282269406138752; Toward a machine learning model for distributed knowledge systems; https://cir.nii.ac.jp/crid/1130282269437578752; A case study of expert system evaluation using a checklist-based guideline; https://cir.nii.ac.jp/crid/1130282269648702336; Efficient numerical procedures for the Hull-White extended Vasicek model; https://cir.nii.ac.jp/crid/1130282269691519616; Diagnosing steel structures at hydro power stations; https://cir.nii.ac.jp/crid/1130282269705699072; TRURL : artificial world for social interaction studies; https://cir.nii.ac.jp/crid/1130282269725000192; Agent-based approach to investors' behavior and asset price fluctuation in financial markets; https://cir.nii.ac.jp/crid/1130282269758615552; A method for value-system design for manufacturing system; https://cir.nii.ac.jp/crid/1130282270029991808; Comparative study on current practices of system planning and requirement analysis; https://cir.nii.ac.jp/crid/1130282270054964608; The generalized harmonic mean and portfolio problems with dependent assets; https://cir.nii.ac.jp/crid/1130282270205593088; A simple option pricing model with Markovian volatilities; https://cir.nii.ac.jp/crid/1130282270250071680; Characterization of singular balanced fractional s[m] factorial designs derivable from balanced arrays with maximum number of constraints; https://cir.nii.ac.jp/crid/1130282270304972160; The relationship between corporate strategy and management control systems : Japanese vs. American firms; https://cir.nii.ac.jp/crid/1130282270344183808; Towards domain specific tools for electric power applications; https://cir.nii.ac.jp/crid/1130282270361463680; What a CBR systems learns : performance evaluation of a case-based information retriever; https://cir.nii.ac.jp/crid/1130282270413774464; Adoption of new technologies in Japanese banking industry; https://cir.nii.ac.jp/crid/1130282270433760512; On the transient solution to a class of birth-death processes; https://cir.nii.ac.jp/crid/1130282270616308992; Stochastic dominance by functional characterization approach : fundamental results and applications; https://cir.nii.ac.jp/crid/1130282270621802624; Stochastic scheduling problem with a capacity varying machine; https://cir.nii.ac.jp/crid/1130282270789890944; Approximate valuation of average options; https://cir.nii.ac.jp/crid/1130282271103113856; Efficiency of "throwing icons" in user interface; https://cir.nii.ac.jp/crid/1130282271237673856; The JIPDEC checklist-based guideline for expert system evaluation; https://cir.nii.ac.jp/crid/1130282271374161792; Discovery of protein function models with an ILP method using theory systemicity bias; https://cir.nii.ac.jp/crid/1130282271401958400; Corporate strategy and performance control systems : empirical analysis for American companies; https://cir.nii.ac.jp/crid/1130282271561730048; 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; https://cir.nii.ac.jp/crid/1130282271626579456; Model effects in the pricing of credit spread options; https://cir.nii.ac.jp/crid/1130282271775436416; Linear complementarity and oriented matroids; https://cir.nii.ac.jp/crid/1130282271788471680; On-the-fly knowledge base refinement by a classifier system; https://cir.nii.ac.jp/crid/1130282271837493248; 多変量GARCHモデルを用いた日本国債のボラティリティの予測; https://cir.nii.ac.jp/crid/1130282271886045184; An experiment on coordination and competition between software development teams; https://cir.nii.ac.jp/crid/1130282271911161344; The analysis of the yield curves in Japan and US : mainly focusing on the effects of monetary policies; https://cir.nii.ac.jp/crid/1130282271951595392; The construction of the least informative distribution and its tuning for statistical inference : another appreciation of the Cramér-Rao's inequality; https://cir.nii.ac.jp/crid/1130282272327662720; Antipodal graphs and oriented matroids; https://cir.nii.ac.jp/crid/1130282272415985664; How to navigate the naive user in information retrieval, a case study; https://cir.nii.ac.jp/crid/1130282272684584192; Applying an automatic differentiation technique to design sensitivity analysis in optimization problems; https://cir.nii.ac.jp/crid/1130282272788041600; Risk aversion and wealth effects on optimal portfolios with many investment opportunities; https://cir.nii.ac.jp/crid/1130282272826730496; Representation of transition probabilities of the M/M/1 queues in terms of the busy period density; https://cir.nii.ac.jp/crid/1130282272966801280; Reverse search for enumeration; https://cir.nii.ac.jp/crid/1130282273341763456
• 関連情報（URI）: https://ci.nii.ac.jp/ncid/BA36542869#entity
• 連携機関・データベース: 国立情報学研究所 : CiNii Research
• 提供元機関・データベース: CiNii Books; https://ci.nii.ac.jp/books
• NACSIS書誌ID（NCID）: https://ci.nii.ac.jp/ncid/BA36542869 : BA36542869

目次

Bridging GARCH model and prospect theory in financial market behaviors

The strategic alliances between Japanese and European companies - cooperative competition, a growth strategy for the 90s -

Combinatorical face enumeration in convex polytopes

Analysis of backtrack algorithms for listing all vertices and all faces of a convex polyhedron

Contagion analysis and its political implication from the microstructure perspective