■ 学会発表
国内学会
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1.
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高田英行:
Numerical analysis of rating transition matrix depending on latent macro factor via nonlinear particle filter method.
ワークショップ「金融リスクの計測・管理・制御と資本市場に纏わる諸問題」,
大阪、日本,
2014/03
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国際学会
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1.
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◎Hideyuki Takada, Takeaki Kariya, Yoko Tanokura, Yoshiro Yamamura and Zhu Wang:
Market-Rating Migration and Transition Analysis.
International Conference on Finance and Financial Economics & Engineering,
Tokyo,
2014/03
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2.
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Hideyuki Takada:
Multi-name extension to the CreditGrades and an efficient Monte Carlo method.
Quantitative Methods in Finance 2013,
Sydney, Australia,
2013/12
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