Suguru Yamanaka

11 papers Journal 11
YearRankTypeTitle / Venue / Authors
2026 J jnl
Enhancing accuracy and interpretability in corporate credit rating classification with the transformer-LSTM model.
Neurocomputing
Mikio Kofune, Kensei Monden, Suguru Yamanaka
2023 J jnl
Relationship between managerial sentiments and corporate bankruptcies.
JSIAM Lett.
Suguru Yamanaka, Takaya Ohsato
2021 J jnl
An empirical evaluation of machine learning performance in corporate sales growth prediction.
JSIAM Lett.
Miho Saito, Takaya Ohsato, Suguru Yamanaka
2021 J jnl
Performance evaluation of least-squares probabilistic classifier for corporate credit rating classification problem.
JSIAM Lett.
Miho Saito, Suguru Yamanaka
2019 J jnl
Credit scoring method using estimated forward financial statements based on purchase order information.
JSIAM Lett.
Suguru Yamanaka
2017 J jnl
Quantitative credit risk monitoring using purchase order information.
JSIAM Lett.
Suguru Yamanaka
2016 J jnl
A random thinning model with a latent factor for improvement of top-down credit risk assessment.
JSIAM Lett.
Suguru Yamanaka, Hidetoshi Nakagawa, Masaaki Sugihara
2015 J jnl
A note on empirical analysis for general wrong-way risk and stressed CVA.
JSIAM Lett.
Suguru Yamanaka, Masaaki Otaka
2014 J jnl
Credit risk valuation model for real estate non-recourse loan.
JSIAM Lett.
Suguru Yamanaka, Masaaki Otaka
2011 J jnl
Analysis of credit event impact with self-exciting intensity model.
JSIAM Lett.
Suguru Yamanaka, Masaaki Sugihara, Hidetoshi Nakagawa
2011 J jnl
Analysis of downgrade risk in credit portfolios with self-exciting intensity model.
JSIAM Lett.
Suguru Yamanaka, Masaaki Sugihara, Hidetoshi Nakagawa