番号

発行年月

著者

タイトル

No. 89-01

Jun-89

Masaaki KIJIMA

Representation of Transition Probabilities of the M/M/1 Queues in Terms of the Busy Period Density

No. 89-02

Jul-89

Tetsuji HIRAYAMA / Masaaki KIJIMA

Stochastic Scheduling Problem with a Capacity Varying Machine

No. 89-03

Aug-89

Yasuhiro YONEZAWA

Re-Examination of Term Structure on Japanese Treasury Bonds Interest Rate

No. 89-04

Sep-89

Michel DEZA / Komei FUKUDA / Monique LAURENT

The Inequicut Cone

No. 89-05

Sep-89

米沢康博 石川欽也 Yasuhiro Yonezawa Kin-ya Ishikawa

わが国におけるCAPMの再検証 Empirical Research on CAPM -Japanese Case-

No. 89-06

Sep-89

Masaaki KIJIMA

On the Existence of Quasi-stationary Distributions in Denumerable Transient Markov Chains

No. 89-07

Sep-89

Tetsuo TAMAI

A Class of Fixed-Point Problems on Networks and the Unified Algorithm

No. 89-08

Oct-89

Masayuki IKEDA / Yoshio Kanazaki

Diffusion-Jump Model to Measure Information Release and its Effects on Capital Markets

No. 89-09

Oct-89

Masaaki KIJIMA

On the Quasi-stationary Distributions in Right-continuous Markov Chains with Homogeneous Levels

No. 89-10

Oct-89

浅田孝幸 Takayuki ASADA

Corporate Strategy And Performance Control Systems : Empirical Analysis For American Companies

No. 89-11

Oct-89

袁福之 Fuzhi YUAN

Characterization of Singular Balanced Fractional (Sm) Factorial Designs Derivable from Balanced Arrays with Maximum Number of Constraints

No. 89-12

Oct-89

袁福之 神保雅一 藤原良 Fuzhi YUAN / Masakazu JIMBO / Rhyo FUJIHARA

An Extension Method for Balanced Arrays

No. 89-13

Dec-89

Masaaki KIJIMA

On the Transient Solution to a Class of Birth-death Processes

No. 90-01

Jan-90

Tadashi YOSHIZAWA

QUALITY FUNCTION DEPLOYMENT FOR SOFTWARE DEVELOPMENT

No. 90-02

Mar-90

浅田孝幸 Takayuki ASADA

The relationship between Corporate Strategy and Management Control Systems : Japanese VS. American firms*

No. 90-03

May-90

Yoshiya TERAMOTO / Naoto IWASAKI

The Strategic Information Networks for Competitive Advantage -Conversion to Network Management-

No. 90-04

May-90

Tetsuji HIRAYAMA / Masaaki KIJIMA

A Generalized Consumption/Investment Decision Problem with Production Possibility

No. 90-05

Jun-90

玉井哲雄 Tetsuo TAMAI

An Experiment on Coordination and Competition between Software Development Teams

No. 90-06

Jul-90

袁福之 Fuzhi YUAN

(G,g)-invariant Fractional rm×sn Factorial Designs forTwo-factor Interactive Patterns

No. 90-07

Jul-90

Hideki IWAKI / Masaaki KIJIMA

Option Pricing for a Birth-death Stock Price Model

No. 90-08

Jul-90

On HASHIDA / Yoshitake TAKAHASHI / Shinsuke SHIMOGAWA

Switched Batch Bernoulli Process (SBBP) and the Discrete-Time SBBP/G/1 Queue with Application to Statistical Multiplexer Performance

No. 90-09

Aug-90

Takao TERANO

Using the Analytic Hierarchy Process in Expert Systems

No. 90-10

Aug-90

Takao TERANO / Hideo KONGOJI / Katsuzo KAJI / Kinko YAMAMOTO

Developing A Guideline for Expert System Evaluation - A Midterm Report

No. 90-11

Aug-90

Tetsuo TAMAI

Comparative Study on Current Practices of System Planning and Requirement Analysis

No. 90-12

Aug-90

Takao TERANO

A Case Study on Knowledge Acquisition Activities of Representative Expert Systems in Japan

No. 90-13

Sep-90

Komei FUKUDA / Tamas TERLAKY

Linear Complementarity and Oriented Matroids

No. 90-14

Oct-90

Komei FUKUDA / Keiichi HANDA

Antipodal Graphs and Oriented Matroids

No. 90-15

Dec-90

Tomio UMEDA / Motohiro TERASHI

A Method for Value-System Design for Manufacturing Systems

No. 91-01

Apr-91

寺野隆雄 Takao Terano

知識システム開発方法論に関する研究ー水力鋼構造物評価診断システムの開発に則してー A Study on Knowledge System Development Methodology - An Experience on the Development of Hydrosteel Structure Diagnosing System

No. 91-02

Apr-91

Takao TERANO / Shouichi MATSUI / Hideharu NAKAMURA / Kousuke YAMAMOTO

DIAGNOSING STEEL STRUCTURES AT HYDRO POWER STATIONS

No. 91-03

Apr-91

Takao TERANO

TOWARDS DOMAIN SPECIFIC TOOLS FOR ELECTRIC POWER APPLICATIONS

No. 91-04

Apr-91

Yasushi Kuno

MistyAn Object-Oriented Programming Language with Multiple Inheritance and Strict Type-Checking

No. 91-05

Apr-91

Yoshiya TERAMOTO * Makoto KANDA ** Naoto IWASAKI***

The Strategic Alliances Between Japanese and European Companies-Cooperative Competition, A Growth Strategy for the 90s-

No. 91-06

Jul-91

Masaaki Kijima and Toshihiro Yoshida

A Simple Option Pricing Model with Markovian Volatilities

No. 91-xx

Apr-91

河合忠彦/浅田孝幸他

企業の環境適応行動分析

No. 91-xx

Apr-91

寺本義也/橋田温/鈴木久敏/久野靖

経営情報システム・マネジメント 「経営情報システム論」実施報告―

No. 91-xx

Apr-91

梅田富雄/鈴木久敏/玉井哲雄/浅田孝幸/吉澤正

コンピュータ統合生産システム

No. 92-01

Jan-92

Hideki Iwaki, Masaaki Kijima and Toshihiro Yoshida

Approximate Valuation of Average Options

No. 92-02

Jan-92

Masaaki Kjima and Masamitsu Ohnishi

Risk Aversion and Wealth Effects on Optimal Portfolios with Many Investment Opportunities

No. 92-03

Mar-92

Tetsuo TAMAI and Yousuke TORIMITSU

Software Lifetime and its Evolution Process over Generations

No. 92-04

Apr-92

Yasushi Kuno

Dynamic Manipulation of Types in Mistya Statically Typed Object-Oriented Programming Language

No. 92-05

Apr-92

David Avis and Komei Fukuda

Reverse Search for Enumeration

No. 92-06

Sep-92

玉井哲雄 伊藤暁人 Tetsuo TAMAI and Akito ITOU

Requirements and design change in large-scale software development : Analysis from the viewpoint of process backtrack

No. 92-07

Sep-92

Takao TERANO and Shigeko NABETA

What a CBR System Learns : Performance Evaluation of A Case-Based Information Retriever

No. 92-08

Sep-92

Takao TERANO

A Case Study of Expert System Evaluation Using a Checklist-Based Guideline

No. 92-09

Oct-92

Takao TERANO

The JIPDEC Checklist-Based Guideline for Expert System Evaluation

No. 92-10

Nov-92

Konomu DOBASHI and Takao TERANO

How to Navigate the Naive User in Information Retrieval A case study

No. 92-11

Oct-92

Masaaki Kjima and Masamitsu Ohnishi

Addendum to the Bivariate Characterization of Stochastic Orders

No. 92-12

Nov-92

Masaaki Kjima and Masamitsu Ohnishi

Stochastic Dominance by Functional Characterization Approach : Fundamental Results and Applications

No. 92-13

Dec-92

Ikuo OZAKI and Takao TERANO

Applying an Automatic Differentiation Technique to Design Sensitivity Analysis in Optimization Problems

No. 93-03

Jan-93

Komei Fukuda and Vera Rosta

Combinatorical Face Enumeration in Convex Polytopes

No. 93-02

Apr-93

Ikuo OZAKI and Takao TERANO

First- and Higher- Order Sensitivity Analysis Using an Automatic Differentiation Technique

No. 93-03

May1993 (Revised Jan. 1994)

Takao TERANO and Zen-ichirou MURO

On-the-Fly Knowledge Base Refinement by a Classifier System

No. 93-04

Jul-93

Yasuo KUSAKA and Hisatoshi SUZUKI

An Analysis of New Product Diffusion Process

No. 93-05

Dec-93

Masaaki Kijima

The Generalized Harmonic Mean and Portfolio Problems with Dependent Assets

No. 93-06

Mar-94

Takao TERANO and Zen-ichirou MURO

Rules, Models or Cases: Avoiding Pitfalls of Your Knowledge Systems

No. 94-01

Jun-94

Fusako KUSUNOKI, Seishi ONO, Dongil CHO and Takao TERANO

Toward a Machine Learning Model for Distributed Knowledge Systems

No. 94-02

Jul-94

Masaaki Kijima and Izumi Nagayama

Efficient Numerical Procedures for the Hull-White Extended Vasicek Model

No. 94-03

Jul-94

Masaaki Kijima and Izumi Nagayama

First Passage Time Distributions of a Simple Random Walk Revisited

No. 94-04

Sep-94

Ryuji KUDO and Takao TERANO

Automating Concept Development by Analogical Reasoning for Advanced Decision Aids

No. 94-05

Sep-94

Komei Fukuda Thomas M. Liedling Francois Margot

Analysis of Backtrack Algorithms for Listing All Vertices and All Faces of a Convex Polyhedron

No. 94-06

Oct-94

Masaaki Kijima and Izumi Nagayama

A Numerical Procedure for the General One-Factor Interest Rate Model

No. 94-07

Nov-94

Yasushi Kuno, Hiroyasu Kakuda, Atsuo Ohki, Masaatsu Kasukawa

Efficiency of "Throwing Icons" in User Interface

No. 94-08

Dec-94

Takao TERANO

Learning from Problem Solving and Communication: A Computational Model for Distributed Knowledge Systems

No. 94-09

Dec-94

Takao TERANO, Yoko ISHINO and Kazuyuki YOSHINAGA

Knowledge Acquisition from Questionnaire Date Using Simulated Breeding and Inductive Learning Methods

No. 95-01

Jul-95

Takao TERANO and Kaoru KOBAYASHI

Changing the Traces: Refining a Rule Base by Genetic Algorithms

No. 95-02

Aug-95

Takao TERANO and Yoko ISHINO

Date Analysis Using Simulated Breeding and Inductive Learning Methods

No. 95-03

Oct-95

Takeshi Ishikawa, Shigeki Mitaku, Takao Terano, Takatsugu Hirokawa, Makiko Suwa and Seah Boon Ching

Building a Knowledge- Base for Protein Function Prediction using Multistrategy Learning

No. 96-01

Mar-96

Takashi Iida and Katsuya Komoribayashi ToshihirioYoshida

A Bond Pricing Model with Stochastically Varying Market Price of Risk

No. 96-02

Feb-96

Yasushi KUNO and Atsuo OHKI

P6:A State Abstraction-Based Parallel Object- Oriented Language

No. 96-03

Mar-96

Hiroko AIBA and Takao TERANO

A Computational Model for Distributed Knowledge Systems with Learning Mechanisms

No. 96-04

Mar-96

Hiroshi HATAKAMA and Takao TERANO

A Multi-Agent Model of Organizational Intellectual Activities for CSCW and Knowledge Management

No. 97-01

Jan-97

Yui Kimura and Heab Kyoung Lee

Korean Direct Investment in Manufacturing Its Patterns and Determinants -- An Empirical Analysis

No. 97-02

May-97

Koichi Miyazaki Toshihiro Yoshida

An Analytical Valuation of Yield-Spread Option Based on Multi-Factor Interest Rate Models in the HJM Framework

No. 98-01

Feb-98

Takao TERANO, Setsuya KURAHASHI and Ushio MINAMI

TRURL : Artificial World for Social Interaction Studies

No. 99-01

Feb-99

宮崎浩一 椿広計

国債と利金債スプレッドプロセスのGMM法を用いたパラメータ推定

No. 99-02

Mar-99

平田亮

GARCH型モデルを用いた日本国債のボラティリティの予測

No. 99-03

Mar-99

平田亮

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

No. 99-04

Mar-99

平田亮

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

No. 99-05

Mar-99

平田亮

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

No. 99-06

Mar-99

Takashi ISHIKAWA, Shigeki MITAKU and Takao TERANO

Discovery of Protein Function Models with an ILP method Using Theory Systemicity Bias

No. 99-07

Apr-99

平田亮

1変量GARCHモデルのシミュレート関数

No. 99-08

May-99

Toshio Ohnishi and Hiroe Tsubaki

The Construction of the Least Informative Distribution and its Tuning for Statistical Inference Another Appreciation of the Cramer-Rao's Inequality

No. 99-09

Jun-99

Koichi Miyazaki Takashi Inoue

Model Effects in the Pricing of Credit Spread Options

No. 99-10

Jul-99

Michiko Miyamoto

Technological Variety, Strategic Variations and the Persistence of the Firms' market Positioning; The Handheld Computer Industry

No. 99-11

Nov-99

Koichi Matsumoto

Implementation of the BGM Model under the Actual LIBOR Period

No. 00-01

Sep-00

平田亮

金融資産のヘッジ取引に関する研究

No. 01-02

May-01

樫尾博 鈴木久敏

電力規制緩和後の天然ガス輸送会社と電力会社の輸送価格による利益管理

No. 01-02

May-01

樫尾博 鈴木久敏

電力規制緩和の大口発電市場における電力会社の独立発電事業者との発電量による利益管理

No. 01-03

Sep-01

玉之内直 猿渡康文

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

No. 01-04

Nov-01

Hiroshi TAKAHASHI and TakaoTERANO

Bridging GARCH Model and Prospect Theory in Financial Market Behaviors

No. 01-05

Dec-01

Yuji KATSUMATA, Setsuya KUAHASHI, Takao TERANO

We Need Multiple Solutions for Electric Equipments Configuration in a Power Plant - Applying Bayesian Optimization Algorithm with Tabu Search -

No. 01-06

Dec-01

Masahiro Fukuhara Yasufumi Saruwatari

Contagion analysis and its political implication from the microstructure perspective

No. 02-01

Mar-02

Hizuru KONISHI and Naoki MAKIMOTO

Selection of Market and Limit Order

No. 02-02

May-02

Takayasu Ito

Interest Rates Componement between Japan and USA - Considering the Difference of Economic Cycles-

No. 02-03

Jun-02

Michiko Miyamoto

MARKET ENTRY PATTERN AND TIMING IN AN INDUSTRY WITH TECHNOLOGICAL EVOLUTION; THE LIQUID CRYSTAL DISPLAY INDUSTRY

No.02-04

Jun-02

角埜恭央 椿広計 Yasuo Kadono Hiroe Tsubaki

日本企業のIT経営度に関する実証研究 An Empirical Study on IT Management Effectiveness in Japanese Companies

No.02-05

Jul-02

Michiko Miyamoto

Adoption of New Technologies in Japanese Banking Industry

No.02-06

Jul-02

Takayasu Ito

The Analysis of the Yield Curves in Japan and US-Mainly Focusing on the Effects of Monetary Policies

No.02-07

Oct-02

高橋大志 寺野隆雄 Hiroshi Takahashi, Takao Terano

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 Agent-Based Approach to Investor's Behavior and Asset Prices in Financial Markets

No.03-01

Feb-03

Hiroshi Takahashi and Takao Terano

Agent-Based Approach to Investors' Behavior and Asset Price Fluctuation in Financial Markets

No.04-01

Mar-04

Masahiro Seimiya

営業管理様式研究の展開と課題 The development and the problem on the research of SALES FORCE CONTROL SYSTEM

No.04-02

Apr-04

Masahiro Fukuhara and Yasufumi Saruwatari

Emerging Market Currency Investment -An Application of Markov Regime Switch Model-

No.05-01

May-05

金顕哲 清宮政宏 Hyun-Chul Kim, Masahiro Seimiya

営業管理様式の選択要因に関する一考察 An Empirical Test of The Determinants of Sales Force Control Systems

No.09-01

Sep-09

石田実 西尾チヅル 佐藤忠彦

同一製品の繰返し購買が無い市場の新製品の属性に対して協調フィルタリングを用いる競争市場構造分析手法の提案

No.11-01

Jan-12

打矢隆司

QCDの統合構造モデルによるソフトウェア開発見積の精緻化と計量管理

No.11-02

Mar-12

打矢隆司 Takashi Uchiya

ソフトウェア開発体制と利用技術傾向及びQCD The Effect of the Technique in Software development by type of The Organization which Develops

No.11-03

Mar-12

打矢隆司 Takashi Uchiya

ソフトウェアの内製と外製に於ける利用技術と効果の違い The Effect of the Technique in Software Development by Organization

No.12-01

Jul-12

小川貴史 椿広計 Takashi Ogawa, Hiroe Tsubaki

状態空間モデルによる半導体デバイス市場変動のキャラクタリゼーション Characterization for Market Behaviors of Semi conductor Devices with a State Space Model

No.12-02

Sep-12

小川貴史 椿広計 Takashi Ogawa, Hiroe Tsubaki

「移動主成分分析法による半導体デバイス市場の変動要因の計量分析」 Quantitative Analysis for Variation Factors in Semiconductor Device Market by Moving Principal Component Analysis

No.12-03

Oct-12

山田浩喜 Hiroki Yamada

百貨店における商品カテゴリーの購買嗜好による既存顧客の類型化に関する分析 An Analysis of customer classification based on performances at department store

No.12-04

Apr-12

Chizuru Nishio, Minoru Ishida, Toshie Takeuchi

Characteristics of LOHAS-Oriented Values and How They Are Changing

No.12-05

Apr-12

石田 ・西尾 チヅル ・佐藤 忠彦

製品間の類似関係が購買決定に与える影響