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J-GLOBAL ID：200901043922778310   Update date: Jan. 30, 2024

Shoji Isao

シヨウジ イサオ | Shoji Isao
Affiliation and department：
Tokyo University of Science School of Management, Department of Business Economics

About Tokyo University of Science School of Management, Department of Business Economics


Job title： Professor
Homepage URL  (1)： https://www.tus.ac.jp/academics/teacher/p/index.php?6d4b
Research field  (1)： Statistical science
Research keywords  (12)： ノンパラメトリック推定 ,  パラメータ推定 ,  確率微分方程式 ,  拡散過程 ,  非定常時系列解析 ,  時系列解析 ,  nonparametric estimation ,  parameter estimation ,  Stochastic differential equation ,  diffusion processes ,  Nonstationary time series analysis ,  Time series analysis
Research theme for competitive and other funds  (14)：
  • 2014 - 2017 A behavioral model of anomalous activities in security markets
  • 2010 - 2015 Economic Evaluation of High-Dimensional Functionalities of Forest Resources for Global Ecosystem Conservation Policy Analysis Among Turkey, Korea and Japan
  • 2011 - 2013 A computational model of the intertemporal optimal choice under psychological biases
  • 2007 - 2010 Economic analysis of natural disturbance and management abandonment risk for sustainable forest resource management
  • 2006 - 2009 Optimal regional management and policy for forest resources under globalization of environmental problems in Slovakia
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Papers (38)：
  • Isao Shoji, Masahiro Nozawa. Geometric analysis of nonlinear dynamics in application to financial time series. CHAOS SOLITONS & FRACTALS. 2022. 164. 112582
  • Isao Shoji, Tadafumi Takata, Yoshihiko Mizumoto. A geometric method of analysis for the light curves of active galactic nuclei. Monthly Notices of the Royal Astronomical Society. 2020. 495. 1. 338-349
  • Shoji, I. Detecting the sampling rate through observations. Communications in Nonlinear Science and Numerical Simulation. 2018. 62. 445-453
  • Shoji, I. Kanehiro, S. Disposition effect as a behavioral trading activity elicited by investors' different risk preferences. International Review of Financial Analysis. 2016
  • Isao Shoji. Nonparametric estimation of nonlinear dynamics by metric-based local linear approximation. STATISTICAL METHODS AND APPLICATIONS. 2013. 22. 3. 341-353
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MISC (1)：
Books (1)：
  • Chaos and Complexity Theory for Management: Nonlinear Dynamics
    IGI Global USA 2012
Education (3)：
  • - 1996 The Graduate University for Advanced Studies Graduate School, Division of Mathematical and Physical Science Statistical Science
  • - 1996 The Graduate University for Advanced Studies
  • - 1983 The University of Tokyo Faculty of Science Department of Mathematics
Professional career (1)：
  • 博士(学術) (総合研究大学院大学(総研大))
Work history (10)：
  • 2016 - 現在 Tokyo University of Science School of Management Department of Business Economics
  • 2014 - 2016 Ryukoku University Faculty of Economics Department of Economics
  • 2004 - 2014 筑波大学大学院システム情報工学研究科教授
  • 2002 - 2004 筑波大学教授社会工学系
  • 1998 - 2001 筑波大学助教授社会工学系
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Awards (1)：
  • 1994 - 日本保険学会平成6年度優秀研究論文賞
Association Membership(s) (3)：
American Mathematical Society ,  日本統計学会 ,  日本金融・証券計量・工学学会
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