Misawa Tetsuya

ミサワテツヤ | Misawa Tetsuya

Affiliation and department：
Job title： Professor

Research field (4)： Applied mathematics and statistics , Basic mathematics , Theoretical economics , Statistical science

Research keywords (2)： Stochastic dynamical systems, Risk, Investment Engineering, Electricity , Stochastic Dynamical Systems Stochastic Numerics Financial Engineering

Research theme for competitive and other funds (13)：

2018 - 2021 確率力学系としてのリスク価値尺度の動学化とプロジェクト価値評価
2015 - 2018 確率力学系理論によるリスク分析研究の深化
2012 - 2015 確率力学系理論によるリスク分析の展開
2009 - 2012 確率力学系理論によるリスク分析
2006 - 2009 確率離散力学系の対称性とその応用

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Papers (67)：

Hajime Miyauchi, Daigo Yoshimoto, Takahiro Koga, Harumi Izutsu, Tetsuya Misawa. Evaluation of Renewable Energy Project by Risk Sensitive Value Measurement,. IFAC World Congress 2020. 2020. Paper-ID 1168. 1-6
HODOSHIMA Jiro, MISAWA Tetsuya, MIYAHARA Yoshio. Stock Performance Evaluation Incorporating High Moments and Disaster Risk: Evidence from Japan. Asia-Pacific Financial Markets. 2020. 27. 155-174
Yoshihide Furukawa, Hajime Miyauchi, MISAWA Tetsuya. Supply Reliability Index using Risk Sensitive Value Measure. IEEJ Transactions on Power and Energy. 2019. 139. 5. 356-362
Masatoshi Watanabe, MISAWA Tetsuya. Utilization of ICT to improve medical quality and safety related to home medical devices. The Japanese journal of medical instrumentation. 2019. 89. 1. 3-11
Yoshihide Furukawa, Hajime Miyauchi, Tetsuya Misawa. Extension of Effective Load Carrying Capability Using Risk-Sensitive Value Measure. Proc. of 24th International Conference on Electrical Engineering. 2018. 1852-1855

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MISC (20)：

MIYAUCHI Hajime, Morikawa Tomohiro, Ito Toshihiro, Misawa Tetsuya. Relation between Crude Oil Price and Electric Power Market Price. Proc. of the 18th Annual Conference of Power and Enegy Society, IEEJ (The Institute of Electrical Engineers of Japan). 2007. 275. 27-33-27-34
Uno Tomoya, MIYAUCHI Hajime, Misawa Tetsuya. Studies on Annual Structural Change of Power Market Prices. The papers of Joint Technical Meeting on Power Engineering and Power systems Engineering, IEE Japan (The Institute of Electrical Engineers of Japan). 2005. PE-05-168,PSE-05-175. 51-56
MIYAUCHI Hajime, Koiso Kimifusa, Inada Yuichi, Misawa Tetsuya. Regression Analysis of the Electric Power Price in NEMMCO. Proc. of the 16th Annual Conference of Power and Enegy Society, IEEJ (The Institute of Electrical Engineers of Japan). 2005. 25-7-25-12
Koiso Kimifusa, Uno Tomoya, MIYAUCHI Hajime, Misawa Tetsuya. Price Forecast by Regression Analysis of Elecrtric Power Price of New England Market. The Institute of Electrical Engineers of Japan. 2005
Tetsuya Misawa. Pricing Theory of Derivatives in Financial Engineering and the Problems on the Application to Electricity Markets. IEEJ Transactions on Power and Energy. 2005. 125. 5. 457-460

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Education (4)：

- 1986 Kyoto University
- 1986 Kyoto University Graduate School, Division of Engineering Department of Applied Mathematics and Physics
- 1981 Kyoto University Faculty of Engineering
- 1981 Kyoto University Faculty of Engineering Department of Applied Mathematics and Physics

Professional career (2)：

Doctor of Engineering (Kyoto University)
Master of Engineering (Kyoto University)

Work history (11)：

2000 - 2002 同 (教授)
1996 - 2002 Faculty of Economics, Nagoya City University
2002 - - 名古屋市立大学大学院経済学研究科(同)
2002 - - Faculty of Economics, Nagoya City University
1996 - 2000 Nagoya City University

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Awards (1)：

2014/07 - 20th International Conference on Electrical Engineering Best Paper Award Asset Evaluation of Thermal Power Plant Project by Probit Model

Association Membership(s) (6)：

THE INSTITUTE OF ELECTRICAL ENGINEERS OF JAPAN , 日本金融・証券計量・工学学会 , 日本応用数理学会 , 日本経済学会 , 日本統計学会 , 日本数学会

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