2016 - 2022 Statistical Estimation for Optimal Dividend Barrier with Insurance Portfolio
2012 - 2017 Portfolio Optimization Problem for High Dimensional Data
2008 - 2011 Statistical Estimation of Optimal Portfolios for Dependent Returns of Assets
Papers (27):
Yu Izumisawa, Hideki Endo, Nao Ichihara, Arata Takahashi, Kan Nawata, Hiroshi Shiraishi, Hiroaki Miyata, Noboru Motomura. Association between prehospital transfer distance and surgical mortality in emergency thoracic aortic surgery. The Journal of Thoracic and Cardiovascular Surgery. 2022. 163. 1. 28-35
Shuji Chinone, Hiroshi Shiraishi. Comparison of Two Estimation Methods for Hawkes Processes and Application to Actual Data Analysis. Proceedings of the Institute of Statistical Mathematics. 2021. 69. 2. 181-207
Shuji Chinone, Hiroshi Shiraishi. Visualization of propagation structure in COVID-19 infectious diseases and cryptocurrency market using Hawkes graph. Proceedings of the Institute of Statistical Mathematics. 2021. 69. 2
Statistical Portfolio Estimation
Chapman and Hall/CRC 2017 ISBN:9781466505605
Lectures and oral presentations (26):
Generalized random forests for dependent data
(5th International Conference on Econometrics and Statistics (EcoSta2022)) 2022)
Time Series Quantile Regressions by using Random Forests
(Waseda International Symposium : Topological Data Science, Causality, Analysis of Variance and Time Series 2022)
ランダムフォレストを用いた時系列分位点回帰
(Innovative development of theory and methodology on statistical science in various fields 2021)
Semiparametric estimation of optimal dividend barrier for Levy processes
(4th International Conference on Econometrics and Statistics (EcoSta2021) 2021)
Local Asymptotic Normality and Efficient Estimation for Multivariate INAR(p) Models
(Kinosaki Seminar Data Science&Causality 2019)