| Presentation | 2006-11-13 Product Price Forecast Methods Using VaR Takashi IWAMOTO, Shigeji MIYAZAKI, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | Consumer needs is diversified, life cycle of the product is being shortened, and the production plan by considering the risk and the price fluctuation will become important in the future. For the application of the financial engineering to the production field, we consider it as a risk that reduction of cost is less than production price in this research, and we apply the technique of the financial engineering for the method of forecasting, comparing with the usual technique, and as a result we refer that higher precision in production price prediction can be expected. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Price forecast / risk / VaR |
| Paper # | NLP2006-68 |
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| Conference Information | |
| Committee | NLP |
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| Conference Date | 2006/11/6(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | |
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| Vice Chair | |
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| Paper Information | |
| Registration To | Nonlinear Problems (NLP) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Product Price Forecast Methods Using VaR |
| Sub Title (in English) | |
| Keyword(1) | Price forecast |
| Keyword(2) | risk |
| Keyword(3) | VaR |
| 1st Author's Name | Takashi IWAMOTO |
| 1st Author's Affiliation | Okayama University() |
| 2nd Author's Name | Shigeji MIYAZAKI |
| 2nd Author's Affiliation | Okayama University |
| Date | 2006-11-13 |
| Paper # | NLP2006-68 |
| Volume (vol) | vol.106 |
| Number (no) | 344 |
| Page | pp.pp.- |
| #Pages | 5 |
| Date of Issue | |