Presentations -
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Dimension Reduction via Neural Network for Enhancing Quasi-Monte Carlo Method
今井潤一
[Domestic presentation] JAFEE 2022冬季大会,
2023.02,Oral presentation (general)
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四ノ宮裕貴, 今井潤一
[Domestic presentation] 日本リアルオプション学会2022年研究発表大会,
2022.12,Oral presentation (general)
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A numerical method for hedging a Bermudan option under model uncertainty
今井潤一
[Domestic presentation] 日本オペレーションズリサーチ学会2022年春季研究発表会,
2022.03,Oral presentation (general)
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Dimension Reduction for a Quasi-Monte Carlo Method via Quadratic Regression
Junichi Imai
[Domestic presentation] JAFEE 2021冬季大会 (ZOOM ) ,
2022.02,Oral presentation (general)
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A Numerical Method for Hedging Bermudan Options under Model Uncertainty
Junichi Imai
[Domestic presentation] 第53回 2020年度夏季JAFEE大会 (Zoom によるオンライン開催) ,
2020.08,Oral presentation (general), JAFEE
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Estimating Parameters for Technology Investments: An Application to 3D Printing Technologies
Robin Schneider, 平川仁志, 細田昴, 金熔, 今井潤一
[Domestic presentation] 日本リアルオプション学会 研究発表大会 (神奈川大学) ,
2019.12,Oral presentation (general)
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User-based Valuation of Digital Business Models
Robin Schneider, Junichi Imai
[Domestic presentation] 日本リアルオプション学会 研究発表大会 (神奈川大学) ,
2019.12,Oral presentation (general)
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Solving Optimal Investment Decisions under Ambiguity: ADPRL Approach
今井潤一
[Domestic presentation] 日本リアルオプション学会 研究発表大会 (神奈川大学) ,
2019.11,Oral presentation (general), 日本リアルオプション学会
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Innovation in Digital Economy: Digital Transformation of Business Models
Robin Schneider and Junichi Imai
[International presentation] Managerial Workshop on INNOVATION & PUBLIC POLICY (King’s College London, UK) ,
2019.06,Oral presentation (general), International Real Options Conference
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リアルオプション分析におけるソフトウェアの活用
今井潤一
[Domestic presentation] 日本リアルオプション学会 JAROS2018 (東京経済大学) ,
2018.12,Public lecture, seminar, tutorial, course, or other speech
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Valuing Investments in Digital Business Transformation
Robin Schneider, Junichi Imai
[International presentation] The 22nd Annual International Conference on Real Options (Düsseldorf, Germany) ,
2018.06,Oral presentation (general)
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Reference-dependent Expected Shortfall: new descriptive risk measures consistent with Prospect theory
Sumito Onozaki, Junichi Imai
[International presentation] Quantitative Methods in Finance 2017 (QMF2017),
2017.12,Oral presentation (general)
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プロスペクト確率優越に整合的なリスク尺度 Reference-dependent Expected Shortfall の提案
小野崎純人, 今井潤一
[Domestic presentation] JARIP2017,
2017.12,Oral presentation (general)
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意思決定理論との整合性を考慮した記述的リスク尺度の提案
小野崎純人，今井潤一
[Domestic presentation] JAROS2017,
2017.11,Oral presentation (general)
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A real option case under ambiguity
今井潤一, 福井勇太
[Domestic presentation] JAROS2017,
2017.11,Oral presentation (general)
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フィナンシャル・エンジニアリングにおける準モンテカルロ法の効率化
IMAI Junichi
[Domestic presentation] 日本OR学会中部支部シンポジウム,
2017.09,Symposium, workshop panel (nominated)
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Reference-dependent Expected Shortfall: a new descriptive risk measure consistent with Prospect theory
Sumito Onozaki, Junichi Imai
[International presentation] A seminar in Statistics and Actuarial Science, University of Waterloo,
2017.07,Public lecture, seminar, tutorial, course, or other speech
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Reference-dependent Expected Shortfall: A new measure without perceiving tail events
Sumito Onozaki, Junichi Imai
International Federation of Operational Reserch Societies (IFORS) 2017,
2017.07,Oral presentation (general)
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Valuing the Acquisition of a New Business under Ambiguity: A Case Study in Japan
IMAI JunichiFUKUI Yuta
[International presentation] 21st Annual International Conference,
2017.06,Oral presentation (general), International Conference on Real Options
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Optimal Investment under L évy Ambiguity
IMAI JunichiTSUJIMURA Motoh
[International presentation] 21st Annual International Conference (Boston, MA, USA) ,
2017.06,Oral presentation (general), Annual International Conference on Real Options