Conference

• Y. Hibiki, T. Kiriu and N. Hibiki: Optimal asset allocation with risk-adjusted implied return distribution based on the recovery theorem , Proceedings of the 20th Asia Pacific Industrial Engineering & Management Systems Conference, 2019, Kanazawa.
• T. Yamamoto and N. Hibiki: Time-series analysis of truncated realized volatility , Proceedings of the 20th Asia Pacific Industrial Engineering & Management Systems Conference, 2019, Kanazawa.
• S. Sakurai and N. Hibiki: A Study on Optimal Limit Order Strategy using Multi-Period Stochastic Programming considering Nonexecution Risk , Proceedings of the 19th Asia Pacific Industrial Engineering & Management Systems Conference, 2018, HongKong.
• Y. Ono and N.Hibiki: An Optimal Execution Model with S-shaped Temporary and Transient Market Impacts, Proceedings of the 19th Asia Pacific Industrial Engineering & Management Systems Conference, 2018, HongKong.
• T. Okada and N.Hibiki: Estimation Decay Kernel of Transient Market Impact Using Multi-Dimentional Hawkes Process, Proceedings of the 19th Asia Pacific Industrial Engineering & Management Systems Conference, 2018, HongKong.
• H. Kato and N.hibiki: Asset Allocation with Factor-based Risk Parity Strategy, Proceedings of the 19th Asia Pacific Industrial Engineering & Management Systems Conference, 2018, HongKong.
• N. Ito and N. Hibiki : Generating The Dynamic Life Tables Modified By Subjective Indices For Retirement Planning, Proceedings of the 18th Asia Pacific Industrial Engineering & Management Systems Conference, 2017, Yogyakarta.
• M. Ito, T.Kiriu and N. Hibiki : Estimating Forward Looking Return Distribution With Generalized Recovery Theorem, Proceedings of the 18th Asia Pacific Industrial Engineering & Management Systems Conference, 2017, Yogyakarta.
• H. Kato and N. Hibiki : Asset Allocation Model With Tail Risk Parity, Proceedings of the 18th Asia Pacific Industrial Engineering & Management Systems Conference, 2017, Yogyakarta.
• M. Shibahara and N. Hibiki : Multi-Period Optimization Model For Retirement Planning With Private Pension And Life Insurance, Proceedings of the 18th Asia Pacific Industrial Engineering & Management Systems Conference, 2017, Yogyakarta.
• Y. Ono, N. Hibiki and Y. Sakurai : Dynamic Optimal Execution Models With Transient Market Impact And Downside Risk, Proceedings of the 18th Asia Pacific Industrial Engineering & Management Systems Conference, 2017, Yogyakarta.
• K. Ogi, Y. Utsumi and N. Hibiki : Credit Scoring Model for Business Start-ups, Proceedings of the 17th Asia Pacific Industrial Engineering & Management Systems Conference, 2016, Taipei.
• T. Kiriu and N. Hibiki : Estimating Forward Looking Distribution with the Ross Recovery Theorem, Proceedings of the 16th Asia Pacific Industrial Engineering & Management Systems Conference, 2015, Ho Chi Minh City.
• J. Iwakuma and N. Hibiki : A Model for Managing Interest Rate Risk in the Banking Book: A comparison between a modified earnings-based approach and economic value approach, Proceedings of the 16th Asia Pacific Industrial Engineering & Management Systems Conference, 2015, Ho Chi Minh City.
• K. Ogi, M. Toshiro and N. Hibiki : Effect of Firm Age in Expected Loss Estimation for Small Sized Firms, Proceedings of the 16th Asia Pacific Industrial Engineering & Management Systems Conference, 2015, Ho Chi Minh City.
• N. Hibiki and W. Oya, Multi-Period Optimization Model for Retirement Planning, World Risk and Insurance Economics Congress 2015, Munich.
• M. Kawaguchi and N. Hibiki, Multi-Period Investment Policy for Corporate Pension Fund with Sponsoring Company, 28th European Conference on Operational Research, 2015, Glasgow.
• K. Ogi, M. Toshiro and N. Hibiki, Effect of Firm Age in Credit Scoring Model for Small Sized Firms, Proceedings of the 15th Asia Pacific Industrial Engineering & Management Systems Conference, 2014, Jeju, Korea.
• M. Kawaguchi and N. Hibiki, Multi-Period Investment Policy for Corporate Pension Fund with Sponsoring Company, The 18th Annual Conference of The Asia-Pacific Risk and Insurance Association, 2014, Moscow.
• N. Hibiki and S. Hirano, Multi-period Stochastic Programming Model for State-Dependent Asset Allocation with CVaR, IFORS 2014, Barcelona.
• M. Kawaguchi and N. Hibiki : Dynamic Asset and Liability Management Models for Pension Systems - The Comparison between Multi-period Stochastic Programming Model and Stochastic Control Model -, The 13th Annual Conference of The Asia-Pacific Risk and Insurance Association, 2009, Beijing.