On December 15, 2023, the Kyoto University Research Administration Center (KURA) hosted the seventh event in the series, “Meet Your KU Community!” online, with 17 participants.

In this seminar, Rusudan Kevkhishvili, Senior Lecturer, Graduate School of Economics and Management, presented a talk titled “Risk Management Using Financial Engineering. Rusudan, who specializes in the theoretical and applied studies of stochastic processes, introduced various applications in the field of financial engineering, including calculating the probability of a company’s default within a certain period of time, using a large amount of data on the stock market and corporate performance.

David Croydon, Associate Professor of the Research Institute for Mathematical Sciences (RIMS) then commented from the perspective of a mathematician specializing in probability theory. Whilst familiar with some of the theoretical methods, he was interested to learn how the conclusions drawn from the mathematical models could be applied in practice. He also asked questions about how one might handle various issues of uncertainty in the phenomena arising in financial engineering. Another researcher in the field of social informatics asked questions that drew on his own research interests, such as how to index risk aversion behavior and whether it is possible to predict the collapse of bubbles, which further deepened the discussion. After the event, those who wished to participate were able to meet face-to-face, and various exchanges were born out of this event., then commented from the perspective of a specialist in probability theory in mathematical analysis. While the methods are similar with mathematical sciences, he asked questions about how she overcomes the issue of uncertainty in the phenomena handled in financial engineering. Another researcher in the field of social informatics asked questions that drew on his own research interests, such as how to index risk aversion behavior and whether it is possible to predict the collapse of bubbles, which further deepened the discussion. After the event, those who wished to participate were able to meet face-to-face, and various exchanges were born out of this event.

In organizing this session, Ms. Hiroko Araki, our URA colleague at Hiroshima University (Research Strategy and Promotion Division, Headquarters for Co-creative Future Sciences), assisted us with publicity. This event was planned and moderated by SASAKI Yu URA, and SAIKI Aya URA and OISHI Masumi, an administrative staff of KURA supported the planning and operation of the event.
KURA will continue to make efforts to strengthen the KU research capabilities through supporting international researchers.