WEKO3
アイテム
{"_buckets": {"deposit": "65f57ea8-2d09-419e-81d9-ee18eb68220a"}, "_deposit": {"created_by": 10, "id": "59", "owners": [10], "pid": {"revision_id": 0, "type": "depid", "value": "59"}, "status": "published"}, "_oai": {"id": "oai:nuis.repo.nii.ac.jp:00000059", "sets": ["6"]}, "author_link": ["176", "177", "173", "175", "174", "179", "180", "178"], "item_10001_biblio_info_7": {"attribute_name": "書誌情報", "attribute_value_mlt": [{"bibliographicIssueDates": {"bibliographicIssueDate": "2013-03", "bibliographicIssueDateType": "Issued"}, "bibliographicIssueNumber": "3", "bibliographicPageEnd": "1112", "bibliographicPageStart": "1095", "bibliographicVolumeNumber": "9", "bibliographic_titles": [{"bibliographic_title": "International Journal of Innovative Computing, Information \u0026 Control : IJICIC"}, {"bibliographic_title": "International Journal of Innovative Computing, Information \u0026 Control : IJICIC", "bibliographic_titleLang": "en"}]}]}, "item_10001_description_5": {"attribute_name": "抄録", "attribute_value_mlt": [{"subitem_description": "Although it is well known that power-law distribution appears in stock price fluctuation models and the like and theoretical analytic methods by mathematical finance has made progress, there are not many examples where such theoretical analysis has been performed for manufacturing industries. Therefore, we collected data about a rate of return and its deviation in a certain control equipment manufacturing company for about 10 years, and analyzed the both by applying methods of mathematical finance. Regarding rate-of-return deviation, it was found that it conforms to log-normal distribution. From analysis of mathematical models about rate-of-return deviation, we obtained the following conclusion. If an amount of money of order entries and an amount of money of production are stochastic, accumulated excessive order entries become of Brownian motion, and thus a random \"fluctuation\" occurs in hour to hour order entries and production even though it might be of a small degree. In comparison with a case where production is made to conform to the average order entry, pro t can be increased in a case where strategy to purposefully lead to excessive production or excessive order entries state is adopted. Regarding rate of return, analysis of characteristics of power-law distribution was made. As a result of analysis of mathematical models for a rate of return, the followings are reported. A cash ow of a target company is log-normally distributed. With regard to equipment manufacturing, whether a value after a repayment of a loan is changed or not in the case where a guaranty by a company president is required is reported. In addition, how a value of manufacturing equipment (remaining value) changes after a repayment of a loan relative to a repayment period is reported. Finally, a degree (sensitivity) of influence of parameters, an initial plan money amount, a repaid money amount and a repayment period, on a remaining value and a result of risk analysis is also reported.", "subitem_description_type": "Abstract"}]}, "item_10001_publisher_8": {"attribute_name": "出版者", "attribute_value_mlt": [{"subitem_publisher": "ICIC International"}]}, "item_10001_relation_17": {"attribute_name": "関連サイト", "attribute_value_mlt": [{"subitem_relation_name": [{"subitem_relation_name_text": "IJICIC"}], "subitem_relation_type_id": {"subitem_relation_type_id_text": "http://www.ijicic.org/", "subitem_relation_type_select": "URI"}}]}, "item_10001_source_id_11": {"attribute_name": "書誌レコードID(NCID)", "attribute_value_mlt": [{"subitem_source_identifier": "AA12218449", "subitem_source_identifier_type": "NCID"}]}, "item_10001_source_id_9": {"attribute_name": "ISSN", "attribute_value_mlt": [{"subitem_source_identifier": "1349-4198", "subitem_source_identifier_type": "ISSN"}]}, "item_10001_version_type_20": {"attribute_name": "著者版フラグ", "attribute_value_mlt": [{"subitem_version_resource": "http://purl.org/coar/version/c_970fb48d4fbd8a85", "subitem_version_type": "VoR"}]}, "item_creator": {"attribute_name": "著者", "attribute_type": "creator", "attribute_value_mlt": [{"creatorNames": [{"creatorName": "Shirai, Kenji"}, {"creatorName": "シライ, ケンジ", "creatorNameLang": "ja-Kana"}], "nameIdentifiers": [{"nameIdentifier": "173", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "Amano, Yoshinori"}, {"creatorName": "アマノ, ヨシノリ", "creatorNameLang": "ja-Kana"}], "nameIdentifiers": [{"nameIdentifier": "174", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "Omatu, Shigeru"}, {"creatorName": "オオマツ, シゲル", "creatorNameLang": "ja-Kana"}], "nameIdentifiers": [{"nameIdentifier": "175", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "Chikayama, Eisuke"}, {"creatorName": "チカヤマ, エイスケ", "creatorNameLang": "ja-Kana"}], "nameIdentifiers": [{"nameIdentifier": "176", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "Shirai, Kenji", "creatorNameLang": "en"}], "nameIdentifiers": [{"nameIdentifier": "177", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "Amano, Yoshinori", "creatorNameLang": "en"}], "nameIdentifiers": [{"nameIdentifier": "178", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "Omatu, Shigeru", "creatorNameLang": "en"}], "nameIdentifiers": [{"nameIdentifier": "179", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "Chikayama, Eisuke", "creatorNameLang": "en"}], "nameIdentifiers": [{"nameIdentifier": "180", "nameIdentifierScheme": "WEKO"}]}]}, "item_files": {"attribute_name": "ファイル情報", "attribute_type": "file", "attribute_value_mlt": [{"accessrole": "open_date", "date": [{"dateType": "Available", "dateValue": "2018-02-14"}], "displaytype": "detail", "download_preview_message": "", "file_order": 0, "filename": "g_zashir_1.47.pdf", "filesize": [{"value": "404.1 kB"}], "format": "application/pdf", "future_date_message": "", "is_thumbnail": false, "licensetype": "license_free", "mimetype": "application/pdf", "size": 404100.0, "url": {"label": "g_zashir_1.47.pdf", "url": "https://nuis.repo.nii.ac.jp/record/59/files/g_zashir_1.47.pdf"}, "version_id": "52df95a2-a492-40a0-9ee6-2a3e1ffae361"}]}, "item_keyword": {"attribute_name": "キーワード", "attribute_value_mlt": [{"subitem_subject": "Rate-of-return deviation", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Power-law distribution", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Log-normal stochastic differential equation", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Cash flow evaluation", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Rate-of-return deviation", "subitem_subject_language": "en", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Power-law distribution", "subitem_subject_language": "en", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Log-normal stochastic differential equation", "subitem_subject_language": "en", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Cash flow evaluation", "subitem_subject_language": "en", "subitem_subject_scheme": "Other"}]}, "item_language": {"attribute_name": "言語", "attribute_value_mlt": [{"subitem_language": "eng"}]}, "item_resource_type": {"attribute_name": "資源タイプ", "attribute_value_mlt": [{"resourcetype": "journal article", "resourceuri": "http://purl.org/coar/resource_type/c_6501"}]}, "item_title": "POWER-LAW DISTRIBUTION OF RATE-OF-RETURN DEVIATION AND EVALUATION OF CASH FLOW IN A CONTROL EQUIPMENT MANUFACTURING COMPANY", "item_titles": {"attribute_name": "タイトル", "attribute_value_mlt": [{"subitem_title": "POWER-LAW DISTRIBUTION OF RATE-OF-RETURN DEVIATION AND EVALUATION OF CASH FLOW IN A CONTROL EQUIPMENT MANUFACTURING COMPANY"}, {"subitem_title": "POWER-LAW DISTRIBUTION OF RATE-OF-RETURN DEVIATION AND EVALUATION OF CASH FLOW IN A CONTROL EQUIPMENT MANUFACTURING COMPANY", "subitem_title_language": "en"}]}, "item_type_id": "10001", "owner": "10", "path": ["6"], "permalink_uri": "https://nuis.repo.nii.ac.jp/records/59", "pubdate": {"attribute_name": "公開日", "attribute_value": "2013-05-16"}, "publish_date": "2013-05-16", "publish_status": "0", "recid": "59", "relation": {}, "relation_version_is_last": true, "title": ["POWER-LAW DISTRIBUTION OF RATE-OF-RETURN DEVIATION AND EVALUATION OF CASH FLOW IN A CONTROL EQUIPMENT MANUFACTURING COMPANY"], "weko_shared_id": -1}
POWER-LAW DISTRIBUTION OF RATE-OF-RETURN DEVIATION AND EVALUATION OF CASH FLOW IN A CONTROL EQUIPMENT MANUFACTURING COMPANY
https://nuis.repo.nii.ac.jp/records/59
https://nuis.repo.nii.ac.jp/records/590f444500-1213-457f-9b94-f56f2ea7b15d
名前 / ファイル | ライセンス | アクション |
---|---|---|
g_zashir_1.47.pdf (404.1 kB)
|
|
Item type | 学術雑誌論文 / Journal Article(1) | |||||
---|---|---|---|---|---|---|
公開日 | 2013-05-16 | |||||
タイトル | ||||||
タイトル | POWER-LAW DISTRIBUTION OF RATE-OF-RETURN DEVIATION AND EVALUATION OF CASH FLOW IN A CONTROL EQUIPMENT MANUFACTURING COMPANY | |||||
タイトル | ||||||
言語 | en | |||||
タイトル | POWER-LAW DISTRIBUTION OF RATE-OF-RETURN DEVIATION AND EVALUATION OF CASH FLOW IN A CONTROL EQUIPMENT MANUFACTURING COMPANY | |||||
言語 | ||||||
言語 | eng | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | Rate-of-return deviation | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | Power-law distribution | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | Log-normal stochastic differential equation | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | Cash flow evaluation | |||||
キーワード | ||||||
言語 | en | |||||
主題Scheme | Other | |||||
主題 | Rate-of-return deviation | |||||
キーワード | ||||||
言語 | en | |||||
主題Scheme | Other | |||||
主題 | Power-law distribution | |||||
キーワード | ||||||
言語 | en | |||||
主題Scheme | Other | |||||
主題 | Log-normal stochastic differential equation | |||||
キーワード | ||||||
言語 | en | |||||
主題Scheme | Other | |||||
主題 | Cash flow evaluation | |||||
資源タイプ | ||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||
資源タイプ | journal article | |||||
著者 |
Shirai, Kenji
× Shirai, Kenji× Amano, Yoshinori× Omatu, Shigeru× Chikayama, Eisuke× Shirai, Kenji× Amano, Yoshinori× Omatu, Shigeru× Chikayama, Eisuke |
|||||
抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | Although it is well known that power-law distribution appears in stock price fluctuation models and the like and theoretical analytic methods by mathematical finance has made progress, there are not many examples where such theoretical analysis has been performed for manufacturing industries. Therefore, we collected data about a rate of return and its deviation in a certain control equipment manufacturing company for about 10 years, and analyzed the both by applying methods of mathematical finance. Regarding rate-of-return deviation, it was found that it conforms to log-normal distribution. From analysis of mathematical models about rate-of-return deviation, we obtained the following conclusion. If an amount of money of order entries and an amount of money of production are stochastic, accumulated excessive order entries become of Brownian motion, and thus a random "fluctuation" occurs in hour to hour order entries and production even though it might be of a small degree. In comparison with a case where production is made to conform to the average order entry, pro t can be increased in a case where strategy to purposefully lead to excessive production or excessive order entries state is adopted. Regarding rate of return, analysis of characteristics of power-law distribution was made. As a result of analysis of mathematical models for a rate of return, the followings are reported. A cash ow of a target company is log-normally distributed. With regard to equipment manufacturing, whether a value after a repayment of a loan is changed or not in the case where a guaranty by a company president is required is reported. In addition, how a value of manufacturing equipment (remaining value) changes after a repayment of a loan relative to a repayment period is reported. Finally, a degree (sensitivity) of influence of parameters, an initial plan money amount, a repaid money amount and a repayment period, on a remaining value and a result of risk analysis is also reported. | |||||
書誌情報 |
International Journal of Innovative Computing, Information & Control : IJICIC en : International Journal of Innovative Computing, Information & Control : IJICIC 巻 9, 号 3, p. 1095-1112, 発行日 2013-03 |
|||||
出版者 | ||||||
出版者 | ICIC International | |||||
ISSN | ||||||
収録物識別子タイプ | ISSN | |||||
収録物識別子 | 1349-4198 | |||||
NCID | ||||||
収録物識別子タイプ | NCID | |||||
収録物識別子 | AA12218449 | |||||
関連サイト | ||||||
識別子タイプ | URI | |||||
関連識別子 | http://www.ijicic.org/ | |||||
関連名称 | IJICIC | |||||
著者版フラグ | ||||||
出版タイプ | VoR | |||||
出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 |