Rchr
J-GLOBAL ID：201201079750964183
Update date: Apr. 05, 2024
Hiroaki Hata
ハタ ヒロアキ | Hiroaki Hata
Affiliation and department：
Job title：
教授
Homepage URL (1)：
https://sites.google.com/view/hiroaki-hatas-page/hiroaki-hata?authuser=0
Research field (2)：
Applied mathematics and statistics
, Basic mathematics
Research keywords (4)：
Policy improvement algorithm
, Hamilton-Jacobi-Bellman方程式(偏微分方程式)
, Mathematical Finance
, Stochastic control
Research theme for competitive and other funds (6)：
Papers (28)：
-
Hiroaki Hata, Kazuhiro Yasuda. Expected power utility maximization with delay for insurers under the 4/2 stochastic volatility model. Mathematical Control & Related Fields. 2024. 14. 1. 16-50
-
Hiroaki Hata, Kazuhiro Yasuda. Expected power utility maximization of insurers. Asia-Pacific Financial Markets. 2023
-
Hiroaki Hata. A long-term optimal consumption and investment problem with partial information. Mathematical Control and Related Fields. 2023
-
畑宏明, 安田和弘. 確率的ファクタモデル下での最適消費・投資問題に対するPIA. 京都大学数理解析研究所講究録. 2023. 2246
-
Hiroaki Hata, Kazuhiro Yasuda. Numerical study for expected power utility maximization of insurers. Proceedings of the 53th ISCIE International Symposium on Stochastic Systems Theory and Its Applications (electronic proceedings). 2022. 2022. 93-101
ｍore...
Books (4)：
-
改訂新版 すぐわかる確率・統計
東京図書 2024 ISBN:9784489024191
-
改訂新版 すぐわかる微分方程式
東京図書 2023 ISBN:9784489024207
-
改訂新版 すぐわかる線形代数
東京図書 2023 ISBN:9784489024122
-
改訂新版 すぐわかる微分積分
東京図書 2023 ISBN:9784489024023
Lectures and oral presentations (48)：
-
Expected exponential utility maximization problem with a nonlinear factor model and its policy improvement algorithm
(Special lecture 2024)
-
Policy improvement algorithm for an optimal consumption and investment problem under general stochastic factor models
(Seminar on applied probability in Okinawa 2023)
-
An optimal consumption and investment problem for general factor models : Epstein-Zin recursive utility case
(ICIAM 2023 TOKYO (Intersection between financial economics and optimal control) 2023)
-
Policy improvement algorithm for an optimal consumption and investment problem under general stochastic factor models
(2023 Spring Probability Workshop 2023)
-
Optimal consumption and investment with an exponential utility
(Special lecture 2023)
ｍore...
Education (6)：
Professional career (2)：
- 工学(修士) (大阪大学)
- 博士(理学) (大阪大学)
Awards (1)：
- JAFEE Best Paper Award 2013 (2013年度JAFEE論文賞【理論部門】)
Association Membership(s) (2)：
THE JAPAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS
, The Mathematical Society of Japan
