{"created":"2023-06-19T10:27:24.915926+00:00","id":44,"links":{},"metadata":{"_buckets":{"deposit":"9ec407c2-1ba0-4e8b-aede-a02eeb3c93cd"},"_deposit":{"created_by":16,"id":"44","owners":[16],"pid":{"revision_id":0,"type":"depid","value":"44"},"status":"published"},"_oai":{"id":"oai:tama.repo.nii.ac.jp:00000044","sets":["1:7:23"]},"author_link":["76","75"],"item_10002_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2000-03-01","bibliographicIssueDateType":"Issued"},"bibliographicPageEnd":"47","bibliographicPageStart":"39","bibliographicVolumeNumber":"4","bibliographic_titles":[{"bibliographic_title":"経営・情報研究　多摩大学研究紀要 "},{"bibliographic_title":"Tama University Journal of Management and Information Sciences","bibliographic_titleLang":"en"}]}]},"item_10002_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"本研究では、ベイズ統計学の立場で企業評価という問題を考える。これまでの財務指標を用いた分析の多くは、非ベイズ統計学の手法を適用している。また、業績変化の過程について統計的手法を用いて分析することが不十分である。そこで本論文では、ベイズ理論に基づいて企業業績の時系列分析を考え、統計的モデルを具体的に構築し、そのモデルを活用した予測システムを提案する。このシステムは、「動的線形モデル」を用いて時系列財務データの動きを捉えて将来の業績を予測し、業績優良もしくは不良企業に判別されるであろう確率を提示するものである。多面的かつ的確な予測が可能になれば、そのような企業評価は様々な場面での意思決定の大きな助けとなると考える。適切な統計的手法を用いた定量的な分析は、外部から企業を評価する１つの方法として活用され得るであろう。\n","subitem_description_type":"Abstract"},{"subitem_description":"This study concerns bayesian forecasting and predicting corporate performance. A new predicting system based on bayesian forecasting is proposed. The past analyses of financial ratio which take nonbayesian approach have not shown the detailed evaluation of corporate performance process on stochastic approach. In order to find a solution to this kind of problem, a system has been developed to forecast the financial time series data appropriately by the dynamic linear models. The dynamic linear models based on bayesian forecasting are easy to interpret and has significant flexibility. If we can predict corporate performance accurately by using financial data, it will support every place of decision making.\n","subitem_description_type":"Abstract"}]},"item_10002_publisher_8":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"多摩大学経営情報学部 "}]},"item_10002_source_id_11":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11140277","subitem_source_identifier_type":"NCID"}]},"item_10002_source_id_9":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"1342-9507","subitem_source_identifier_type":"ISSN"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"深澤　, 弘美"},{"creatorName":"フカサワ, ヒロミ","creatorNameLang":"ja-Kana"}],"nameIdentifiers":[{"nameIdentifier":"75","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"FUKASAWA, Hiromi","creatorNameLang":"en"}],"nameIdentifiers":[{"nameIdentifier":"76","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":"2020-07-13"}],"displaytype":"detail","filename":"200000400022.pdf","filesize":[{"value":"69.2 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"200000400022","url":"https://tama.repo.nii.ac.jp/record/44/files/200000400022.pdf"},"version_id":"bdd3e3ef-907e-4372-a7f8-4bb8e3cb1612"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"ベイズ統計学","subitem_subject_scheme":"Other"},{"subitem_subject":"時系列分析","subitem_subject_scheme":"Other"},{"subitem_subject":"財務指標分析","subitem_subject_scheme":"Other"},{"subitem_subject":"業績予測","subitem_subject_scheme":"Other"},{"subitem_subject":"倒産予測","subitem_subject_scheme":"Other"},{"subitem_subject":"Bayes","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Time series","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Financial ratio","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Forecasting","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Bankruptcy","subitem_subject_language":"en","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"企業業績予測システムの構築 : 動的線形モデルによる業績予測の可能性に関する研究","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"企業業績予測システムの構築 : 動的線形モデルによる業績予測の可能性に関する研究"},{"subitem_title":"A study of the ability of the dynamic linear models to predict corporate performance","subitem_title_language":"en"}]},"item_type_id":"10002","owner":"16","path":["23"],"pubdate":{"attribute_name":"公開日","attribute_value":"2020-07-13"},"publish_date":"2020-07-13","publish_status":"0","recid":"44","relation_version_is_last":true,"title":["企業業績予測システムの構築 : 動的線形モデルによる業績予測の可能性に関する研究"],"weko_creator_id":"16","weko_shared_id":-1},"updated":"2023-06-19T10:46:55.756902+00:00"}