Rchr
J-GLOBAL ID：200901010075216835
Update date: Dec. 18, 2024
Aihara Ichi Shin
アイハラ シンイチ | Aihara Ichi Shin
Affiliation and department：
Job title：
Professor
Research field (1)：
Control and systems engineering
Research keywords (2)：
確率システム論
, Stochastis systems theory
Research theme for competitive and other funds (2)：
- 確率システム理論
- Stochastic systems theory
MISC (222)：
Books (4)：
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A semigroup approach to the maximumlikelihood stateestimation ofstochastic parabolicsystems 共著
Progress in Nonlinear Differential Equations and Their Applications 2000
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A semigroup approach to the maximumlikelihood stateestimation ofstochastic parabolicsystems 共著
Progress inNonlinear Differential Equations andTheir Applications 2000
-
A semigroup approach to the maximumlikelihood stateestimation ofstochastic parabolicsystems 共著
Progress in Nonlinear Differential Equations and Their Applications 2000
-
A semigroup approach to the maximumlikelihood stateestimation ofstochastic parabolicsystems 共著
Progress inNonlinear Differential Equations andTheir Applications 2000
Lectures and oral presentations (26)：
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IDENTIFICATION OF BATES STOCHASTIC VOLATILITY MODEL BY USING NON-CENTRAL CHI-SQUARE RANDOM GENERATION METHOD
(2012 IEEE International Conference on Acoustics, Speech, and Signal Processing 2012)
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Estimating Volatility and Model Parameters of Stochastic Volatility Models with Jumps Using Exact Particle Filter
(7th World Congress of the Bachelier Finance Society 2012)
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IDENTIFICATION OF BATES STOCHASTIC VOLATILITY MODEL BY USING NON-CENTRAL CHI-SQUARE RANDOM GENERATION METHOD
(2012 IEEE International Conference on Acoustics, Speech, and Signal Processing 2012)
-
Estimating Volatility and Model Parameters of Stochastic Volatility Models with Jumps Using Exact Particle Filter
(7th World Congress of the Bachelier Finance Society 2012)
-
Identification Problem for Heston Stochastic Volatility Model by Using Non-central Chi-Square Random Generation Method
(ISCIE ・ The 43rd ISCIE International Symposium on Stochastic Systems Theory and Its Applications 2011)
ｍore...
Education (4)：
- - 1977 Kyoto University
- - 1977 Kyoto University Graduate School, Division of Engineering
- - 1972 Kyoto Institute of Technology
- - 1972 Kyoto Institute of Technology Faculty of Engineering and Design
Professional career (1)：
- Doctor (Kyoto University)
Committee career (1)：
- 2006 - 2014 日本金融 証券計量 工学学会 論文誌(Asia-Pacific Financial Markets) の編集者
Association Membership(s) (2)：
日本金融 証券計量 工学学会
, Janapese Association of Financial Econometrics and Engineering
