Analysis of credit event impact with self-exciting intensity model. - Suguru Yamanaka; Masaaki Sugihara; Hidetoshi Nakagawa (JSIAM Lett., 2011)

Analysis of downgrade risk in credit portfolios with self-exciting intensity model. - Suguru Yamanaka; Masaaki Sugihara; Hidetoshi Nakagawa (JSIAM Lett., 2011)

Credit risk valuation model for real estate non-recourse loan. - Suguru Yamanaka; Masaaki Otaka (JSIAM Lett., 2014)

A note on empirical analysis for general wrong-way risk and stressed CVA. - Suguru Yamanaka; Masaaki Otaka (JSIAM Lett., 2015)

A random thinning model with a latent factor for improvement of top-down credit risk assessment. - Suguru Yamanaka; Hidetoshi Nakagawa; Masaaki Sugihara (JSIAM Lett., 2016)

Quantitative credit risk monitoring using purchase order information. - Suguru Yamanaka (JSIAM Lett., 2017)

Credit scoring method using estimated forward financial statements based on purchase order information. - Suguru Yamanaka (JSIAM Lett., 2019)

An empirical evaluation of machine learning performance in corporate sales growth prediction. - Miho Saito; Takaya Ohsato; Suguru Yamanaka (JSIAM Lett., 2021)

Performance evaluation of least-squares probabilistic classifier for corporate credit rating classification problem. - Miho Saito; Suguru Yamanaka (JSIAM Lett., 2021)

Relationship between managerial sentiments and corporate bankruptcies. - Suguru Yamanaka; Takaya Ohsato (JSIAM Lett., 2023)