| TSUDA Hiroshi |  |
| Faculty of Science and Engineering Department of Mathematical Sciences | |
| Professor |
Last Updated :2025/06/05
Researcher Profile and Settings
researchmap
Research Interests
- Data Science
- Tourism Science
- Quantitative Finance
- Time Series Analysis
- Risk Management
- Statistical Finance
- Risk Managemnt
Research Areas
- Informatics / Statistical science
- Humanities & social sciences / Tourism studies
- Humanities & social sciences / Money and finance
Research History
- 1986 - 1995 Study on Stock Model and StockMarket
- 1990 - Study on Financial Time Series Analysis
- 1990 - Synthetic Study on Asset Management
- 1993 - Study on Bond Pricing Model
- 2005 - Study on Credit Risk
- 2008 - Study on Collateralized Debt Obligation (CDO)
- 2009 - Study on Real Estate Investment Trust
- 2010 - Study on Valuation of Corporate Brand
- 2010 - Study on the Relationship between Corporate Social Responsibility and Corporate Value
Research Experience
Education
- The Graduate University for Advanced Studies, 数物科学研究科, 統計科学専攻, - 1999
- The Graduate University for Advanced Studies, Graduate School, Division of Mathematical and Physical Science, - 1999
- The University of Tokyo, 工学系研究科, 産業機械工学専攻, - 1985
- The University of Tokyo, Graduate School, Division of Engineering, - 1985
- Kyoto University, Faculty of Engineering, 機械工学科, - 1983
- Kyoto University, Faculty of Engineering, - 1983
Association Memberships
- Japanese Society of Public Health, Sep. 2020, 9999
- Japan Industrial Management Association, Sep. 2020, 9999
- 日本金融・証券計量・工学学会
- 日本統計学会
- 日本価値創造ERM学会
- 日本オペレーションズ・リサーチ学会
- 情報処理学会
- 応用経済時系列研究会
- The Japanese Association of Financail Econometrics and Engineering
- Japan Statistical Society
- The Japanese Association of Value-Creating ERM
- The Operations Research Society of Japan
- Information Processing Society of Japan
- Society of Applied Economic Time Series Analysis
Committee Memberships
- 代議員, 2017/07 - Today, 日本金融・証券計量・工学学会, Society
- 会長, 2013/07 - 2017/07, 日本金融・証券計量・工学学会, Society, 日本金融・証券計量・工学学会
- 会長, 2009 - 2012, 応用経済時系列研究会, Society, 応用経済時系列研究会
- President, 2009 - 2012, Society of Applied Economic Time Series Analysis, Society, Society of Applied Economic Time Series Analysis
- Vice President, Councilor, 2007 - 2012, The Japanese Association of Financail Econometrics and Engineering, Society, The Japanese Association of Financail Econometrics and Engineering
- 理事, 2007 - 2008, 日本価値創造ERM学会, Society, 日本価値創造ERM学会
- Director, Councilor, 2007 - 2008, The Japanese Association of Value-Creating ERM, Society, The Japanese Association of Value-Creating ERM
Awards
- 2018 Securities Analysts Journal Prize
Oct. 2019, The Securiteis Analysts Association of Japan, Japan - Best Paper Award of The 2012 ( IAENG International Conference on Operations Research )
2012 - The Japanese Association of Financial Econometrics and Engineering Best Paper Award
2005
Published Papers
- 統計的因果探索によるサプライヤー・カスタマー関係情報を活用した株価予測
田中寿忠; 津田博史
同志社大学ハリス理化学研究報告, 65(4) 67 - 72, Jan. 2025, Research institution - Verification of the predictive power of financial statement text information on stock price fluctuations
Mana Matsuda; Hiroshi Tsuda
同志社大学ハリス理化学研究報告, 64(4) 34 - 41, Jan. 2024 - Empirical Analysis of People Flow in Saga Arashiyama Area in Kyoto City Using the Location Registration Information
Hiroshi Tsuda; Yu Ichifuji
2023 15th International Congress on Advanced Applied Informatics Winter (IIAI-AAI-Winter), IEEE, 221 - 227, 11 Dec. 2023, International conference proceedings - Testing the Explanatory Power of Financial Results Text Information for Stock Price Fluctuations Using Decision Tree Regression
Mana Matsuda; Hiroshi Tsuda
同志社大学ハリス理化学研究報告, 64(3) 124 - 132, Oct. 2023 - Testing the Statistical Significance of Textual Information in Earnings Reports on Stock Price Fluctuations Using Sentence-BERT
Mana Matsuda; Hiroshi Tsuda
同志社大学ハリス理化学研究報告, 64(2) 37 - 48, Jul. 2023 - アルゴリズム化基準による高頻度取引（HFT）の特性分析
大山篤之; 津田博史
ジャフィージャーナル, 2022(1), Jun. 2022, Scientific journal - カスタムモメンタムと株式リターンの実証研究
吉野貴明; 森田充; 津田博史; 大平貴之
証券アナリストジャーナル, 58(5) 63 - 75, May 2020, Scientific journal - SNS情報を用いた京都市の観光地に関する人気要因分析
津田博史; 山田奏人
日本オペレーションズ・リサーチ学会2019年秋季研究発表会アブストラクト集, 70 - 71, Sep. 2019, Symposium - 京都の観光地魅力度評価 ～魅力度ファクター分析～
津田博史; 今村美由紀
日本オペレーションズ・リサーチ学会2019年春季研究発表会アブストラクト集, 194 - 195, Mar. 2019, Symposium - 東京都内のホテルの稼働率推定に関する研究
安藤雅和; 津田博史; 一藤裕
日本オペレーションズ・リサーチ学会2019年春季研究発表会アブストラクト集, 192 - 193, Mar. 2019, Symposium - Black-Litterman model を用いた観光地魅力度推定と観光プランニングの一考察
蓮池隆; 片桐英樹; 津田博史
日本オペレーションズ・リサーチ学会2019年春季研究発表会アブストラクト集, 190 - 191, Mar. 2019, Symposium - Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment : Empirical Study in the Japanese Stock Market
SAITO Taiga; ADACHI Takanori; NAKATSUMA Teruo; TAKAHASHI Akihiko; TSUDA Hiroshi; YOSHINO Naoyuki
Asia Pacific Financial Markets, 25(3) 179 - 220, Sep. 2018, Scientific journal - Analysis of the relationship between corporate oraganizational culture and financial performance using company employee reviews
NISHIE Hironori; TSUDA Hiroshi
Securities Analysts Journal, 69 - 78, Jul. 2018, Scientific journal - Objective measurement for attractiveness of sightseeing spots under minimization of maximum error among pairwise comparisons
T. Hasuike; H. Katagiri; H. Tsuda
IEEE International Conference on Industrial Engineering and Engineering Management, 2017-December 549 - 553, 09 Feb. 2018, International conference proceedings - Statistical Analysis of Hotel Plan Popularity in Regional Tourist Areas
Hiroshi Tsuda; Masakazu Ando; Yu Ichifuji
3rd International Workshop on Big Data for Sustainable Development, Dec. 2017, International conference proceedings - 観光満足度最大化を実現する観光地ポートフォリオマネジメント
蓮池隆; 片桐英樹; 津田博史
日本オペレーションズ・リサーチ学会2017年春季研究発表会報告集, 285 - 286, Mar. 2017, Symposium - ホテルプランの人気度に関する統計的解析
津田博史; 安藤雅和; 一藤裕; 浦上広太郎
日本オペレーションズ・リサーチ学会2017年春季研究発表会報告集, 283 - 284, Mar. 2017, Symposium - ホテルの稼働率推定の高度化
安藤雅和; 津田博史; 一藤裕; 山野秀哲
日本オペレーションズ・リサーチ学会2017年春季研究発表会報告集, 281 - 282, Mar. 2017, Symposium - The Estimation of the Daily Occupancy Rate of Lodging Facilities by using a State Space Model
Yamano Hidenori; Tsuda Hiroshi
同志社大学ハリス理化学研究報告 = The Harris science review of Doshisha University, Alternative:Harris Science Research Institute of Doshisha University, 57(4) 244 - 253, Jan. 2017 - Hotel Plan Popularity Factor Analysis of Hotels in the Keihanshin Region
Hiroshi Tsuda; Masakazu Ando; Yu Ichifuji
2nd International Workshop on Big Data for Sustainable Development (IEEE BigData 2016 Workshop), 2217 - 2224, Dec. 2016, International conference proceedings - 東京のホテルの稼働率の推定
安藤雅和; 津田博史; 一藤裕
日本オペレーションズ・リサーチ学会2016年秋季研究発表会報告集, 268 - 269, Sep. 2016, Symposium - 観光プラン評価を利用した客観的な観光地満足度設定法
蓮池隆; 片桐英樹; 津田博史
日本オペレーションズ・リサーチ学会2016年秋季研究発表会報告集, 264 - 265, Sep. 2016, Symposium - Optimal room charge and expected sales under discrete choice models with limited capacity
Taiga Saito; Akihiko Takahashi; Hiroshi Tsuda
INTERNATIONAL JOURNAL OF HOSPITALITY MANAGEMENT, ELSEVIER SCI LTD, 57 116 - 131, Aug. 2016, Scientific journal - A New Recommendation System for Personal Sightseeing Route from Subjective and Objective Evaluation of Tourism Information
Takashi Hasuike; Hideki Katagiri; Hiroshi Tsuda
Information Engineering Express, 2(3) 1 - 10, Jul. 2016, Scientific journal - Ecotourism and Agritourism : Application of Mathematical Techniques to New Tourism and Sightseeing Route Planning
蓮池隆; 片桐英樹; 津田博史
SYSTEMS, CONTROL AND INFORMATION, THE INSTITUTE OF SYSTEMS, CONTROL AND INFORMATION ENGINEERS, 60(4) 147 - 153, Apr. 2016, Scientific journal - Objective Measurement for Satisfaction Values to Sightseeing Spots and Route Recommendation System
Takashi Hasuike; Hideki Katagiri; Hiroshi Tsuda
2016 IEEE INTERNATIONAL CONFERENCE ON SYSTEMS, MAN, AND CYBERNETICS (SMC), IEEE, 2699 - 2704, 2016, International conference proceedings - A Framework of Route Recommendation System for Sightseeing from Subjective and Objective Evaluation of Tourism Data
Takashi Hasuike; Hideki Katagiri; Hiroshi Tsuda
PROCEEDINGS 2016 5TH IIAI INTERNATIONAL CONGRESS ON ADVANCED APPLIED INFORMATICS IIAI-AAI 2016, IEEE, 801 - 806, 2016, International conference proceedings - The Estimation of the Credit Risk of Individual Local Governments by taking into account Liquidity Risk of Municipal Bond Market
Inada Naoyuki; Tsuda Hiroshi
同志社大学ハリス理化学研究報告 = The Harris science review of Doshisha University, Alternative:Harris Science Research Institute of Doshisha University, 56(4) 254 - 265, Jan. 2016 - The Estimation of the Credit Risk of Individual Local Governments
Inada Naoyuki; Tsuda Hiroshi
同志社大学ハリス理化学研究報告 = The Harris science review of Doshisha University, Alternative:Harris Science Research Institute of Doshisha University, 56(3) 193 - 204, Oct. 2015 - Web上データの有効利用を想定した観光地のバス運用計画に関する一考察
蓮池隆; 片桐英樹; 椿広計; 津田博史
日本オペレーションズ・リサーチ学会2015年秋季研究発表会報告, 公益社団法人日本オペレーションズ・リサーチ学会, 2015 206 - 207, Sep. 2015, Symposium - ウォーターフォールモデルによるホテルプランの最適プラシングと推定
津田博史; 斎藤大河; 高橋明彦
日本オペレーションズ・リサーチ学会2015年秋季研究発表会報告集, 202 - 203, Sep. 2015, Symposium - 京都・大阪・兵庫のホテルの稼働率と宿泊市場の規模の推定
津田博史; 安藤雅和
日本オペレーションズ・リサーチ学会2015年秋季研究発表会報告集, 204 - 205, Sep. 2015, Symposium - Interactive approaches for sightseeing route planning under uncertain traffic and ambiguous tourist's satisfaction
Takashi Hasuike; Hideki Katagiri; Hiroe Tsubaki; Hiroshi Tsuda
New Business Opportunities in the Growing E-Tourism Industry, IGI Global, 75 - 96, 07 Jul. 2015, In book - The Estimation of the Daily Occupancy Rate and the Economic Scale Concerning the Hotel Industry in Kyoto
Yamamoto Toshiki; Tsuda Hiroshi
同志社大学ハリス理化学研究報告 = The Harris science review of Doshisha University, Alternative:Harris Science Research Institute of Doshisha University, 56(1) 29 - 40, Apr. 2015 - A Route Recommendation System for Sightseeing with Network Optimization and Conditional Probability
Hasuike, Takashi; Katagiri, Hideki; Tsubaki, Hiroe; Tsuda, Hiroshi
2015 IEEE INTERNATIONAL CONFERENCE ON SYSTEMS, MAN, AND CYBERNETICS (SMC 2015): BIG DATA ANALYTICS FOR HUMAN-CENTRIC SYSTEMS, IEEE COMPUTER SOC, 2672 - 2677, 2015, International conference proceedings - Sightseeing Route Scheduling Considering Synergy Effects of Satisfactions
Takashi Hasuike; Hideki Katagiri; Hiroe Tsubaki; Hiroshi Tsuda
Proceedings of International Symposium on Scheduling 2015 (ISS2015), 1 230 - 235, 2015, International conference proceedings - Biobjective Sightseeing Route Planning with Uncertainty Dependent on Tourist's Tiredness Responding Various Conditions
蓮池 隆; 片桐 英樹; 椿 広計; 津田 博史
Transactions on Engineering Technologies (IMECS2014)(G.C. Yang, S.L. Ao, X. Huang, O. Castillo edited), Springer, 1 169 - 180, 2015, Scientific journal - The Effectiveness of the KINK in the Japanese Market
Kawai Tatsuya; Tsuda Hiroshi
同志社大学理工学研究報告, Alternative:Science and Engineering Research Institute of Doshisha University, 55(4) 341 - 348, Jan. 2015 - Sightseeing route planning problem by electric vehicle on the Time-Expanded Network
Takashi Hasuike; Hiroe Tsubaki; Hideki Katagiri; Hiroshi Tsuda
2014 IEEE 7th International Workshop on Computational Intelligence and Applications, IWCIA 2014 - Proceedings, Institute of Electrical and Electronics Engineers Inc., 147 - 152, 16 Dec. 2014, International conference proceedings - Influence of the capital structure of company on the stock price
Kawai Tatsuya; Tsuda Hiroshi
The science and engineering review of Doshisha University, Doshisha University, 55(3) 254 - 262, Oct. 2014 - Random fuzzy bilevel linear programming through possibility-based value at risk model
Katagiri, Hideki; Uno, Takeshi; Kato, Kosuke; Tsuda, Hiroshi; Tsubaki, Hiroe
INTERNATIONAL JOURNAL OF MACHINE LEARNING AND CYBERNETICS, SPRINGER HEIDELBERG, 5(2) 211 - 224, Apr. 2014, Scientific journal - Webデータを用いた京都市内のホテルの稼働率の推定(観光)
津田 博史; 多田 舞; 山本 俊樹; 一藤 裕; 曽根原 登; 椿 広計
日本オペレーションズ・リサーチ学会春季研究発表会アブストラクト集 2014, 公益社団法人日本オペレーションズ・リサーチ学会, 2014 70 - 71, 06 Mar. 2014 - Sightseeing route planning responding various conditions with fuzzy random satisfactions dependent on tourist's tiredness
Takashi Hasuike; Hideki Katagiri; Hiroe Tsubaki; Hiroshi Tsuda
Lecture Notes in Engineering and Computer Science, 2210(January), 2014, International conference proceedings - Extraction of Indirect Effect among Sectors in Industrial Network Based on Input-Output Data
Okuhara, Koji; Tsuda, Hiroshi; Tsubaki, Hiroe
MULTIDISCIPLINARY SOCIAL NETWORKS RESEARCH, MISNC 2014, SPRINGER-VERLAG BERLIN, 473 383 - 392, 2014, International conference proceedings - Route Planning Problem with Groups of Sightseeing Sites Classified by Tourist's Sensitivity under Time-Expanded Network
Hasuike, Takashi; Katagiri, Hideki; Tsubaki, Hiroe; Tsuda, Hiroshi
2014 IEEE INTERNATIONAL CONFERENCE ON SYSTEMS, MAN AND CYBERNETICS (SMC), IEEE, 188 - 193, 2014, International conference proceedings - Flexible Route Planning for Sightseeing with Fuzzy Random and Fatigue-Dependent Satisfactions.
Takashi Hasuike; Hideki Katagiri; Hiroe Tsubaki; Hiroshi Tsuda
JACIII, 18(2) 190 - 196, 2014, Scientific journal - Random fuzzy multi-objective linear programming: Optimization of possibilistic value at risk (pVaR)
Katagiri, Hideki; Uno, Takeshi; Kato, Kosuke; Tsuda, Hiroshi; Tsubaki, Hiroe
EXPERT SYSTEMS WITH APPLICATIONS, PERGAMON-ELSEVIER SCIENCE LTD, 40(2) 563 - 574, Feb. 2013, Scientific journal - Credit risk evaluation of investment corporation bonds
Hiroshi Tsuda; Masakazu Ando
2013 IEEE 6th International Workshop on Computational Intelligence and Applications, IWCIA 2013 - Proceedings, 179 - 184, 2013, International conference proceedings - Robust portfolio selection model with random fuzzy returns based on arbitrage pricing theory and fuzzy reasoning method
Takashi Hasuike; Hideki Katagiri; Hiroshi Tsuda
Lecture Notes in Electrical Engineering, 186 91 - 103, 2013, International conference proceedings - An interactive multiobjective programming approach to tour route planning problems.
Hideki Katagiri; Takeshi Uno; Kosuke Kato; Hiroshi Tsuda; Hiroe Tsubaki
167 - 171, 2013, International conference proceedings - Personal tour planning incorporating standard tour routes and tourist satisfaction.
Takashi Hasuike; Hiroe Tsubaki; Hideki Katagiri; Hiroshi Tsuda
IEEE 6th International Workshop on Computational Intelligence and Applications, IWCIA 2013, Hiroshima, Japan, July 13, 2013, IEEE, 143 - 148, 2013, International conference proceedings - A Flexible Tour Route Planning Problem with Time-Depndent Parameters Considering Rescheduling Based on Current Conditions
Hasuike, Takashi; Katagiri, Hideki; Tsubaki, Hiroe; Tsuda, Hiroshi
2013 IEEE INTERNATIONAL CONFERENCE ON SYSTEMS, MAN, AND CYBERNETICS (SMC 2013), IEEE, 2091 - 2096, 2013, International conference proceedings - Interactive multi-objective route planning for sightseeing on Time-Expanded Networks under various conditions
Hasuike, Takashi; Katagiri, Hideki; Tsubaki, Hiroe; Tsuda, Hiroshi
17TH INTERNATIONAL CONFERENCE IN KNOWLEDGE BASED AND INTELLIGENT INFORMATION AND ENGINEERING SYSTEMS - KES2013, ELSEVIER SCIENCE BV, 22 221 - 230, 2013, International conference proceedings - Route planning problem under fuzzy sightseeing times and satisfaction values of sightseeing places.
Takashi Hasuike; Hideki Katagiri; Hiroe Tsubaki; Hiroshi Tsuda
PROCEEDINGS OF THE 2013 JOINT IFSA WORLD CONGRESS AND NAFIPS ANNUAL MEETING (IFSA/NAFIPS), 140 - 145, 2013, International conference proceedings - Interactive Multiobjective Random Fuzzy Programming: Necessity-Based Value at Risk Model
Katagiri, Hideki; Uno, Takeshi; Kato, Kosuke; Tsuda, Hiroshi; Tsubaki, Hiroe
PROCEEDINGS 2012 IEEE INTERNATIONAL CONFERENCE ON SYSTEMS, MAN, AND CYBERNETICS (SMC), IEEE, 727 - 732, 2012, International conference proceedings - Tour Route Planning Problem for Sightseeing with the Multiroute under Several Uncertain Conditions
Hasuike, Takashi; Katagiri, Hideki; Tsubaki, Hiroe; Tsuda, Hiroshi
PROCEEDINGS 2012 IEEE INTERNATIONAL CONFERENCE ON SYSTEMS, MAN, AND CYBERNETICS (SMC), IEEE, 715 - 720, 2012, International conference proceedings
MISC
- A Study of Measuring of Flow of People in Kyoto City Using the Location Registration Information
津田博史; 一藤裕
日本経営システム学会全国研究発表大会講演論文集, 67th, 2021 - Setting Method for Attractiveness of Sightseeing Places from Tourism Statistics and Tourist Satisfaction
蓮池 隆; 片桐 英樹; 津田 博史
システム制御情報学会研究発表講演会講演論文集, システム制御情報学会, 61 4p , 23 May 2017 - Tourist Preference and Attractiveness of Each Sightseeing Spot Based on Tourist's Behavior
蓮池 隆; 片桐 英樹; 津田 博史
電子情報通信学会技術研究報告 = IEICE technical report : 信学技報, 電子情報通信学会, 117(24) 23 - 26, 11 May 2017 - 東京駅周辺のホテル稼働率推計と人気プランの特徴
安藤雅和; 津田博史; 一藤裕
第3回 観光イノベーション・シンポジウム～ホテルの経営戦略と観光科学～, Mar. 2017 - Statistical Analysis of the Influence of the Capital Structure on the Stock Price
河合 竜也; 津田 博史
IEEE SMC Hiroshima Chapter Young Researchers' Workshop proceedings = IEEE SMC Hiroshima Chapter若手研究会講演論文集, IEEE SMC Hiroshima Chapter, 25 - 28, 2014 - Sightseeing Route Assignment Problem Considering Congestion Reducing of Destination
Hasuike Takashi; Katagiri Hideki; Tsubaki Hiroe; Tsuda Hiroshi
Proceedings of the Japan Joint Automatic Control Conference, The Japan Joint Automatic Control Conference, 57(0) 1360 - 1364, 2014 - 1-E-5 観光経路情報を利用した観光者行動コーパス構築への一考察(特別セッション ツーリズムにおける観光情報)
蓮池 隆; 片桐 英樹; 椿 広計; 津田 博史
日本オペレーションズ・リサーチ学会秋季研究発表会アブストラクト集, 社団法人日本オペレーションズ・リサーチ学会, 2013 88 - 89, 11 Sep. 2013 - 1-E-9 多様な情報からの観光満足度設定手法を利用した観光経路構築(特別セッション 観光情報と意思決定)
蓮池 隆; 片桐 英樹; 椿 広計; 津田 博史
日本オペレーションズ・リサーチ学会秋季研究発表会アブストラクト集, 社団法人日本オペレーションズ・リサーチ学会, 2013 96 - 97, 11 Sep. 2013 - 2-D-4 不確実状況に対する柔軟性を有した観光経路作成問題(特別セッション不確実性環境下での意思決定科学)
蓮池 隆; 片桐 英樹; 椿 広計; 津田 博史
日本オペレーションズ・リサーチ学会春季研究発表会アブストラクト集, 社団法人日本オペレーションズ・リサーチ学会, 2013 198 - 199, 05 Mar. 2013 - 観光目的の多様性を考慮した最適観光経路設計に関する一考察
蓮池隆; 片桐英樹; 椿広計; 津田博史
計測自動制御学会システム・情報部門学術講演会講演論文集(CD-ROM), 2013, 2013 - Applied Research Concerning the Hotel Industry in Kyoto City Using Web Data
TSUDA H.; TADA M.; TAMAMOTO T.; ICHIFUJI Y.; SONEHARA N.; TSUBAKI H.
Joho Chishiki Gakkaishi, Japan Society of Information and Knowledge, 23(4) 442 - 451, 2013 - 1-C-5 ネットワークの信頼性・不確実状況下でのロバスト性を考慮したボトルネック型スパニングツリー問題(特別セッション 不確実性環境下での意思決定科学)
蓮池 隆; 片桐 英樹; 津田 博史
日本オペレーションズ・リサーチ学会春季研究発表会アブストラクト集, 社団法人日本オペレーションズ・リサーチ学会, 2012 48 - 49, 27 Mar. 2012 - マイカー移動における不確実性・不確定性を考慮した最適観光経路作成問題
蓮池隆; 片桐英樹; 椿広計; 津田博史
自動制御連合講演会(CD-ROM), 55th, 2012 - 企業間取引ネットワークを考慮した経済環境モデル制御のための相互作用の調整手法
奥原浩之; 津田博史; 渋谷和彦; 椿広計
日本経営システム学会全国研究発表大会講演論文集, 48th, 2012 - 観光時間のロバスト性を考慮した観光経路作成問題
蓮池隆; 片桐英樹; 椿広計; 津田博史
日本経営システム学会全国研究発表大会講演論文集, 49th, 2012 - 観光者の多様な選好を考慮した対話型多目的観光経路計画
片桐英樹; 宇野剛史; 加藤浩介; 津田博史; 椿広計
日本経営システム学会全国研究発表大会講演論文集, 48th, 2012 - Empirical analysis via a corporate brand power evaluation model
Tsuda Hiroshi; Ishikawa Tadaaki; Moriwaki Yuichirou
The science and engineering review of Doshisha University, Doshisha University, 53(2) 46 - 55, 2012 - Constructing Membership Function Based on Fuzzy Shannon Entropy and Human's Interval Estimation
Hasuike, Takashi; Katagiri, Hideki; Tsubaki, Hiroe; Tsuda, Hiroshi
2012 IEEE INTERNATIONAL CONFERENCE ON FUZZY SYSTEMS (FUZZ-IEEE), IEEE, 975 - 979, 2012 - Constructing a Credit Default Swap Index and Detecting the Impact of the Financial Crisis
津田 博史
Economic Time Series : Modeling and Seasonality, 359 - 380, 2012 - Robust-based random fuzzy mean-variance model using a fuzzy reasoning method
Takashi Hasuike; Hideki Katagiri; Hiroshi Tsuda
Lecture Notes in Engineering and Computer Science, 2196 1461 - 1466, 2012 - 投資法人債の信用リスク評価について
津田 博史
ジャフィージャーナル, 11 179 - 200, 2012 - An Interactive Approach to Multiobjective Tour Route Planning Problems
Katagiri, Hideki; Uno, Takeshi; Kato, Kosuke; Tsuda, Hiroshi; Tsubaki, Hiroe
6TH INTERNATIONAL CONFERENCE ON SOFT COMPUTING AND INTELLIGENT SYSTEMS, AND THE 13TH INTERNATIONAL SYMPOSIUM ON ADVANCED INTELLIGENT SYSTEMS, IEEE, 152 - 156, 2012 - Robust Random Fuzzy Portfolio Selection Model with Arbitrage Pricing Theory Using TS Fuzzy Reasoning Method
Takashi Hasuike; Hideki Katagiri; Hiroshi Tsuda
6TH INTERNATIONAL CONFERENCE ON SOFT COMPUTING AND INTELLIGENT SYSTEMS, AND THE 13TH INTERNATIONAL SYMPOSIUM ON ADVANCED INTELLIGENT SYSTEMS, IEEE, 995 - 1000, 2012 - Versatile route planning for sightseeing with tourist's satisfaction dependent on fatigue degree.
Takashi Hasuike; Hiroe Tsubaki; Hideki Katagiri; Hiroshi Tsuda
The 6th international Conference on Soft Computing and Intelligent Systems, 146 - 151, 2012 - Risk-Control Approach for a Bottleneck Spanning Tree Problem with the Total Network Reliability under Uncertainty
Takashi Hasuike; Hideki Katagiri; Hiroshi Tsuda
JOURNAL OF APPLIED MATHEMATICS, HINDAWI PUBLISHING CORPORATION, doi:10.1155/2012/364086 , 2012 - A participatory web-based environmental load estimation and labeling system
Haruhiro Fujita; Hiroshi Tsuda; Koji Okuhara; Hiroe Tsubaki
Proceedings of the 2012 International Conference in Green and Ubiquitous Technology, GUT 2012, 114 - 117, 2012 - Constructing membership function based on fuzzy shannon entropy and human's interval estimation.
Takashi Hasuike; Hideki Katagiri; Hiroe Tsubaki; Hiroshi Tsuda
Proceeding of WCCI 2012 IEEE World Congress on Computational Intelligence, 1 - 6, 2012 - Constructing a Credit Default Swap Index and Detecting the Impact of the Financial Crisis
Economic Time Series : Modeling and Seasonality, 359 - 380, 2012 - Robust-based Random Fuzzy Mean-Variance Model Using a Fuzzy Reasoning Method
Takashi Hasuike; Hideki Katagiri; Hiroshi Tsuda
Proceedings of IAENG International Conference on Operations Research, 2196 1461 - 1466, 2012 - A-005 Extraction of Diversified Investment Rule Using Multi-objective Parallel Genetic Programming
Koide Noriaki; Okuhara Koji; Tsuda Hiroshi
情報科学技術フォーラム講演論文集, Forum on Information Technology, 10(1) 139 - 140, 07 Sep. 2011 - 京都市における環境情報収集と還元に関する社会実験計画
奥原浩之; 渋谷和彦; 北川源四郎; 津田博史; 椿広計
統計関連学会連合大会講演報告集, 2011, 2011 - System Trading of Diversified Investment by Hybrid Method of GP and GA
Proceedings of the 43rd ISCIE International Symposium on Stochastic System Theory and Its Application., 271 - 274, 2011 - Application of fuzzy theory to the investment decision process
Hiroshi Tsuda; Seiji Saito
Studies in Fuzziness and Soft Computing, 254 365 - 387, 2010 - New Dynamic Implied Copula Model with Applications to CDO Market Data
Tsuda Hiroshi; Ando Masakazu; Tanokura Yoko; Satou Seisyo; Kiatgawa Genshiro
The science and engineering review of Doshisha University, Doshisha University, 50(1) 46 - 53, 2009 - Information of Corporate Bonds Ratings via a Bond Pricing Model : Prediction of Bond Rating Changes
津田 博史
統計数理研究所,統計数理, 統計数理研究所, 54(1) 39 - 55, 2006 - 社債価格モデルによる信用リスク情報の推定
津田 博史
東洋経済新報社・ジャフィー・ジャーナル, 2006 - 金融工学事典
津田 博史
朝倉書店, 2004 - 岩波 現代経済学事典
津田 博史
岩波書店, 2004 - Prediction of individual bond prices via a dynamic bond pricing model: Application to Japanese government bond price data
Hiroshi Tsuda
Asia-Pacific Financial Markets, 10(1) 59 - 85, Mar. 2003 - 社債価格モデルによる信用リスク情報の推定
津田 博史
日本統計学会講演報告集, 70 226 - 227, 01 Sep. 2002 - B-2 社債価格モデルによる信用リスク情報の推定
津田 博史
日本統計学会誌, 日本統計学会, 32(3) 364 - 364, 2002 - Estimation of Information on Credit Risk Based on a Corporate Bond Pricing Model with a Correlation Structure among Individual Bond Prices
津田 博史
統計数理研究所，統計数理, 統計数理研究所, 50(2) 217 - 239, 2002 - CB - Time dependent Markov model for pricing convertible bonds
Takeaki Kariya; Hiroshi Tsuda
Asia-Pacific Financial Markets, Springer Science and Business Media Deutschland GmbH, 7(3) 239 - 259, 2000 - Modeling individual US T-Bond prices
津田 博史; 刈屋 武昭
日本統計学会講演報告集, 66 338 - 339, 01 Jul. 1998 - 時間依存型マルコフ・モデルによる転換社債価格モデル
津田 博史
ジャフィー・ジャーナル, 1998 103 - 122, 1998 - On the test of the correction mechanism for mis-pricing between assets using a statistical yield spread model
Hiroshi Tsuda
Financial Engineering and the Japanese Markets, Kluwer Academic Publishers, 3(1) 23 - 40, Feb. 1996 - 時間依存型マルコフ・モデルによる債券価格の予測
津田 博史
ジャフィー・ジャーナル, 1995 67 - 88, 1995 - New Bond pricing Models with Applications to Japanese Data
Financial Engineering and the Japanese Market, 1(1) 1 - 20, 1994
Books etc
- 分散型台帳テクノロジー : ブロックチェーン/DLTの基礎知識とCorda入門
津田博史
朝倉書店, Sep. 2020, Supervisor - Portfolio Technology
TSUDA Hiroshi
Asakura Shoten, Dec. 2018, Supervisor - Algorithmic Trading
TSUDA Hiroshi
Asakura Shoten, Jun. 2018, Supervisor - Introduction to Deep Learning wtith Python
TSUDA Hiroshi
Asakura Shoten, May 2018, Supervisor - Intoroduction to FinTech Inovation
TSUDA Hiroshi
Asakura Shoten, Jan. 2018, Supervisor - 株式の計量分析入門
津田 博史
朝倉書店, Nov. 2016, Joint work - 定量的信用リスク評価とその応用
朝倉書店, 2010, Editor - ベイズ統計学とファイナンス
朝倉書店, 2009 - 非流動性資産の価格付けとリアルオプション
朝倉書店, 2008 - ファイナンシャル・リスクマネージメント
朝倉書店, 2000 - Time Series Analysis of Financial Asset Price Fluctuations
Springer-Verlag,The Practice of Time Series Analysis, 1998 - 時系列解析の実際Ⅱ
朝倉書店, 1995 - 株式の統計学
朝倉書店, 1994 - 金融・証券数量分析入門
東洋経済新報社, 1991 - 金融・証券計量分析の基礎と応用
東洋経済新報社, 1990
Presentations
- アルコ゛リス゛ム化基準による高頻度取引（HFT）の特性分析
大山篤之; 津田博史
日本ファイナンス学会第３回秋季研究大会, 20 Nov. 2021, 20 Nov. 2021, 20 Nov. 2021, Oral presentation - The estimation of the optimal tourist route reflected the attractiveness of tourist destinations
Hiroshi Tsuda,Takashi Hasuike
日本経営工学会 2021年春季大会, 16 May 2021, 15 May 2021, 16 May 2021, Oral presentation - SNS情報を用いた京都市の観光地に関する人気要因分析
津田 博史
日本オペレーションズ・リサーチ学会秋季研究発表会, 12 Sep. 2019, Oral presentation - 京都の観光地魅力度評価
津田 博史
日本オペレーションズ・リサーチ学会春季研究発表会, 15 Mar. 2019, Oral presentation - Statistical Analysis of Hotel Plan Popularity in Regional Tourist Areas
TSUDA Hiroshi
3rd International Workshop on Big Data for Sustainable Development, 13 Dec. 2017, Oral presentation - ホテルプランの人気度に関する統計的解析
津田 博史
2017年度統計関連学会連合大会, 04 Sep. 2017, Oral presentation - フィンテックの潮流
津田 博史
Ｈ２９年度第１回 人流物流金流ネットワークとその周辺研究会, 01 Sep. 2017, Oral presentation - FinTech and Stock Market
TSUDA Hiroshi
International Symposium of KAFE and JEFEE 2017, 21 Aug. 2017, Invited oral presentation, - ホテルプランの人気度に関する統計的解析
津田 博史
日本オペレーションズ・リサーチ学会2017年春季研究発表会, 17 Mar. 2017, Oral presentation - ホテルの宿泊予約データから何がわかるか
津田博史
第３回観光イノベーション・シンポジウム, 10 Mar. 2017, Keynote oral presentation - Hotel Plan Popularity Factor Analysis of Hotels in the Keihanshin Region
TSUDA Hiroshi
2nd International Workshop on Big Data for Sustainable Development, 2016 IEEE International Conference on Big Data in Washington D.C., 05 Dec. 2016, Oral presentation - 京阪神地域におけるホテルプランの人気要因分析
津田 博史
日本オペレーションズ・リサーチ学会2016年秋季研究発表会, 16 Sep. 2016, Oral presentation - 京阪神地域におけるホテルプランの人気要因分析
津田 博史
2016年度統計関連学会連合大会, 07 Sep. 2016, Oral presentation
Research Projects
- 観光科学のための数理システム基盤整備とその有効性の実証
津田 博史; 安藤 雅和; 片桐 英樹; 西出 勝正; 蓮池 隆; 中妻 照雄; 一藤 裕
２０２０年１月頃から日本国内で、コロナウイルスの感染が始まり、２０２２年３月時点で感染拡大の第６波を経験してきているが、いまだコロナは終息していないことから、２年間にわたる国内外の観光客の激減により、観光地や観光施設、宿泊施設の経営の持続可能性（サステナビリティ）の重要性が問われている。すなわち、研究課題の核心をなす学術的、実用的な「問い」として「観光産業の持続可能性」である。コロナ禍が終息しない中、２０２１年度の研究実績は、①主として、京都市、長崎市の観光に関連する公的データ、自治体などのオープンデータ、モバイルデータをはじめとした多様なデータの収集を行った。加えて、コロナ禍によるインバウンド観光客の激減による観光地の経済的な影響を調べるため、２０２０年度よりもデータ収集の対象地域を拡大させ、大阪府、京都府の飲食店、旅館などの宿泊施設、小売店の財務データ、倒産データを購入した。モバイルデータの収集に関しては京都市、長崎市を対象とした。②京都市を訪問する日本人観光客の嗜好・興味に応じた観光地、観光施設単位での魅力度ランキングを階層化意思決定法により推定し、実際の人気観光地の訪問客数のランキングと比較することによって、観光地、観光施設の魅力度に関して有意義な知見が得られた。 なお、コロナウイルスの感染拡大により、密閉、密集、密接の三密状態を避けるように政府から要請が出たことから、Webシステムを利用した非対面形式で基本的に研究集会を実施した。また、コロナウイルスの感染を避けるため、2022年3月4日に非対面式のオンラインによる観光科学シンポジウムを実施した。, 日本学術振興会, 科学研究費助成事業, 2020/04 -2025/03, 基盤研究(A), 同志社大学 - 逆問題の手法を用いたファイナンス市場における諸問題への総合的研究
大田靖
独立行政法人 日本学術振興会, 科学研究費助成事業（基盤Ｃ）, 2018/04 -2021/03, Competitive research funding - データ駆動型統計的観光科学の確立とその有効性の実証
津田 博史
独立行政法人 日本学術振興会, 科学研究費助成事業（基盤Ｂ）, 2014/04 -2019/03, Principal investigator, Competitive research funding - Statistical modeling on mechanism elucidation of financial crises and fluctuation structures of the world economy
Tanokura Yoko; KITAGAWA Genshiro; TSUDA Hiroshi
We developed a practical method for constructing a distribution-free index of prices of a financial asset with skewed and heavy-tailed distributions. By applying the method to the CDSs which are regarded as a measure of credit risk, the spillover effects of financial crises are examined. Moreover, by applying the method to the real GDP growths of countries, we detected the trends of regional economies and the global trend of the world economy. Analyzing both regional sovereign CDS distribution-free indices and regional GDP growth distribution-free indices, regional sovereign risks led reginal economies during the global economic crisis. We confirmed the effectiveness of the distribution-free index by applying various financial markets and economic indicators., Japan Society for the Promotion of Science, Grants-in-Aid for Scientific Research, 2013/04 -2017/03, Grant-in-Aid for Scientific Research (C), Meiji University - 科学的政策決定のための統計数理基盤整備とその有効性実証
北川 源四郎
独立行政法人 日本学術振興会, 科学研究費助成事業（基盤Ａ）, 2010/04 -2014/03, Competitive research funding - Evaluation method of risk and value under multi-dimensional Levy process models.
MIYAHARA Yoshio; MISAWA Tetsuya; TSUJII Yoshiki; TSUDA Hirishi; FUJIWARA Tsukasa
W e have investigated value measures for the evaluation of financial assets. We have introduced the “risk sensitive value measure (RSVM)”, and studied some properties of this value measure. We have found that the RSVM has many good properties, for example, this measure is evaluating both the risk and the value of an asset, and this measure can be applied to the evaluation of scale risk of an asset. We have showed that this value measure can be extended into the dynamic form, and we have given some examples of the methods how to apply this value measure to practical evaluation problems., Japan Society for the Promotion of Science, Grants-in-Aid for Scientific Research, 2010 -2012, Grant-in-Aid for Scientific Research (C), Nagoya City University - Statistical modeling of inflation rate fluctuations
TANOKURA Yoko; SATO Seisho; KITAGAWA Genshiro; TSUDA Hiroshi
We developed a method of construction of a price distribution dependent index in order to measure regional sovereign risks. By analyzing five regional sovereign risk indices constructed by our method, the contagion effects of the financial crises were detected. Taking the results into account, we investigated the relationship between financial crises and economic indicators such as inflation rate and GDP. High inflations can often be seen for the emerging countries after their defaults. Moreover, we found the significant structural changes of the world economy since the occurrence of the US subprime crisis., Japan Society for the Promotion of Science, Grants-in-Aid for Scientific Research, 2010 -2012, Grant-in-Aid for Scientific Research (C) - Statistical analysis of real-estate market data using a large-scale database
ANDO Masakazu; TSUDA Hiroshi; TANOKURA Youko; SATO Seisho; KITAGAWA Genshiro
The objective of this study was to have developed the method of selecting the data item that contributes to the solution of the problem from a large-scale database. As an example, what factor influenced the pricing based on the information of the real-estate property that the J-REIT investment corporation owned was analyzed by using a variety of statistical methods. How the credit risk was reflected by paying attention to the financial data of the corporation that issued the investment corporation bonds as an approach for the credit risk evaluation, and estimating the implied default probability and the recovery rate based on the market price was clarified., Japan Society for the Promotion of Science, Grants-in-Aid for Scientific Research, 2009 -2010, Grant-in-Aid for Young Scientists (B) - Study on the Relationship between Corporate Social Responsibility and Corporate Value
2010, Competitive research funding - Study on Valuation of Corporate Brand
2010, Competitive research funding - Evaluation of risk concerning Real Estate Investment Trust
2009, Competitive research funding - Risk Analysis on Collateralized Debt Obligation
2007, Competitive research funding