@article{oai:nuis.repo.nii.ac.jp:00000059,
 author = {Shirai, Kenji and Amano, Yoshinori and Omatu, Shigeru and Chikayama, Eisuke and Shirai, Kenji and Amano, Yoshinori and Omatu, Shigeru and Chikayama, Eisuke},
 issue = {3},
 journal = {International Journal of Innovative Computing, Information & Control : IJICIC, International Journal of Innovative Computing, Information & Control : IJICIC},
 month = {Mar},
 note = {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.},
 pages = {1095--1112},
 title = {POWER-LAW DISTRIBUTION OF RATE-OF-RETURN DEVIATION AND EVALUATION OF CASH FLOW IN A CONTROL EQUIPMENT MANUFACTURING COMPANY},
 volume = {9},
 year = {2013},
 yomi = {シライ, ケンジ and アマノ, ヨシノリ and オオマツ, シゲル and チカヤマ, エイスケ}
}