Rchr
J-GLOBAL ID：200901010075216835   Update date: Jan. 17, 2024

Aihara Ichi Shin

アイハラ シンイチ | Aihara Ichi Shin
Affiliation and department：
Tokyo University of Science,Suwa Faculty of Systems Engineering, Department of Mechanical Systems Engineering, Tokyo University of Science, Suwa Faculty of Systems Engineering Mechanics and Systems Design

About Tokyo University of Science,Suwa Faculty of Systems Engineering, Department of Mechanical Systems Engineering, Tokyo University of Science, Suwa Faculty of Systems Engineering Mechanics and Systems Design


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 (237)：
ｍore...
Books (4)：
  • 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
  • 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)：
  • 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 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
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