塩濱敬之

シオハマタカユキ | Shiohama Takayuki

研究分野 (2件)：応用数学、統計数学 , 数学基礎

研究キーワード (1件)：統計的推測理論

競争的資金等の研究課題 (6件)：

全件表示

論文 (24件)：

Mimu Kawai, Hiroyuki Sato, Takayuki Shiohama. Topic model-based recommender systems and their applications to cold-start problems. Expert Systems with Applications. 2022. 202. 117129-117129
Shimizu, H., and Shiohama, T. Constructing inverse factor volatility portfolios: A risk-based asset allocations for factor investing. International Review of Financial Analysis. 2020
Miyata, Y., Abe, T., and Shiohama, T. Estimation of finite mixture of skew-symmetric circular distributions. Metrika. 2019
T. Fujii, T. Shiohama. Credit Portfolio Risk Evaluation with non-Gaussian One-factor Merton Models and its Application to CDO Pricing. Data Analysis and Applications: Computational, Classification, Financial, Statistical and Stochastic Methods. 2019. 掲載予定. ---
H. Shimizu, T. Shiohama. Multifactor portfolio construction by factor risk parity strategies: An empirical comparison of global stock markets. Asia-Pacific Financial Markets. 2019. 26. 4. 453-477

MISC (12件)：

塩濱敬之, 宮田庸一, 阿部俊弘. 円柱データの確率分布と隠れマルコフモデルについて. 京都大学数理解析研究所講究録. 2020. 掲載予定. ---
宮田庸一, 塩濱敬之, 阿部俊弘. 正弦関数に基づく非対称な円周分布の推定理論における諸問題について. 京都大学数理解析研究所講究録. 2019. 掲載予定. ---
宮田庸一, 塩濱敬之, 阿部俊弘. 非対称な円周分布による有限混合分布とその推定について. 京都大学数理解析研究所講究録. 2018. 2091. 96-116
Shiohama, T. Asymptotic expansion of one-factor Merton models with non-Gaussian and serially correlated innovations. JSM Proceedings, Business and Economic Statistics Section. 2016. 2604-2615
Akiko Kitao, Takayuki Shiohama, Hiroyuki Sato. Financial News Classification Based on Topographic Independent Component Analysis: Optimization on the Stiefel Manifold. 16th ASMDA 2015 Conference and Demographics 2015 Proceedings. 2016. 403-415

書籍 (3件)：

理工系の基礎情報工学第6章モンテカルロ法とデータサイエンス
丸善出版. 2018
“Relationship Between Monetary Policy And inflation Expectations: Comparison Among Japan, The United States,And The United Kingdom”, in Monetary Policy: Roles, Forecasting and Effects
Nova Science Publishers, New York. 2012 ISBN:9781619421813
"Asymptotic Expansion for Interest Rates with non-Gaussian Dependent Innovations" In "Interest Rates: Term Structure Models, Monetary Policy, and Prediction"
Nova Science Publishers, New York. 2011 ISBN:9781613247204

講演・口頭発表等 (89件)：

Some recent developments in time-series modeling for cylindrical data
(RIMS共同研究「統計的モデルの新展開」 2020)
Bootstrap estimation for rating based network centrality measures
(NETSCIX 2020 (International school and Conference on Network Science) 2020)
Non-stationary time series classfication using topological data analysis
(Statistical Topological Data Analysis Workshop at King Abdullah University of Science and Technology (KAUST) 2020)
Non-stationary time series classfication using topological data analysis
(科学研究費・基盤研究(A)(課題番号:15H01678) シンポジウム「統計的推測および確率解析に関する総合的研究」 2019)
Maximum likelihood estimation for hidden Markov models with cylindrical distributions
(科学研究費・基盤研究(A)(課題番号:15H01678) シンポジウム「統計的推測および確率解析に関する総合的研究」 2019)

学位 (1件)：

受賞 (3件)：

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塩濱 敬之