Hiroshi Shiraishi

シライシヒロシ | Hiroshi Shiraishi

Affiliation and department：
Job title： Professor
Homepage URL (2)： http://www.stat.math.keio.ac.jp/labs/shiraishi/ , https://www.youtube.com/watch?v=ORiGzewD5bw

Research field (3)： Economic statistics , Money and finance , Statistical science

Research keywords (5)： portfolio , actuarial science , Point Process , Asymptotic Theory , Statistical Estimation

Research theme for competitive and other funds (5)：

2016 - 現在 Statistical Estimation for Optimal Dividend Barrier with Insurance Portfolio
2021 - 2026 ネイマン直交性を用いた機械学習と統計的推論を併用した推定理論の時系列解析への応用
2016 - 2022 Statistical Estimation for Optimal Dividend Barrier with Insurance Portfolio
2012 - 2017 Portfolio Optimization Problem for High Dimensional Data
2008 - 2011 Statistical Estimation of Optimal Portfolios for Dependent Returns of Assets

Papers (29)：

Shiraishi H, Nakamura T, Shibuki R. Time Series Quantile Regression Using Random Forests. Journal of Time Series Analysis. 2024. 45. 4. 639-659
Lin X, Matsunaka Y, Shiraishi H. Estimating the effective reproduction number of COVID-19 via the chain ladder method. Japanese Journal of Statistics and Data Science. 2024
Yu Izumisawa, Hideki Endo, Nao Ichihara, Arata Takahashi, Kan Nawata, Hiroshi Shiraishi, Hiroaki Miyata, Noboru Motomura. Association between prehospital transfer distance and surgical mortality in emergency thoracic aortic surgery. The Journal of Thoracic and Cardiovascular Surgery. 2022. 163. 1. 28-35
Shuji Chinone, Hiroshi Shiraishi. Comparison of Two Estimation Methods for Hawkes Processes and Application to Actual Data Analysis. Proceedings of the Institute of Statistical Mathematics. 2021. 69. 2. 181-207
Shuji Chinone, Hiroshi Shiraishi. Visualization of propagation structure in COVID-19 infectious diseases and cryptocurrency market using Hawkes graph. Proceedings of the Institute of Statistical Mathematics. 2021. 69. 2

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Books (3)：

Semiparametric Estimation of Optimal Dividend Barrier for Spectrally Negative Lévy Process
Research Papers in Statistical Inference for Time Series and Related Models: Essays in Honor of Masanobu Taniguchi 2023 ISBN:9789819908035
時系列データ解析
森北出版 2022
Statistical Portfolio Estimation
Chapman and Hall/CRC 2017 ISBN:9781466505605

Lectures and oral presentations (26)：

Generalized random forests for dependent data
(5th International Conference on Econometrics and Statistics (EcoSta2022)) 2022)
Time Series Quantile Regressions by using Random Forests
(Waseda International Symposium : Topological Data Science, Causality, Analysis of Variance and Time Series 2022)
ランダムフォレストを用いた時系列分位点回帰
(Innovative development of theory and methodology on statistical science in various fields 2021)
Semiparametric estimation of optimal dividend barrier for Levy processes
(4th International Conference on Econometrics and Statistics (EcoSta2021) 2021)
Local Asymptotic Normality and Efficient Estimation for Multivariate INAR(p) Models
(Kinosaki Seminar Data Science&Causality 2019)

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Education (5)：

Professional career (1)：

Work history (7)：

2014/04 - 現在 Keio University Department of Mathematics Associate Professor
2009/04 - 2013/03 Jikei University School of Medicine Laboratory of Mathematics Lecturer
2008/04 - 2009/03 Waseda University Department of Applied Mathematics School of Fundamental Science and Engineering Assistant Professor
2007/04 - 2008/03 Waseda University Department of Applied Mathematics School of Fundamental Science and Engineering Research associate
2005/04 - 2007/03 Hannover Re Services Japan

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Committee career (5)：

Association Membership(s) (3)：

Japan Statistical Society , The Mathematical Society of Japan , Institute of Actuaries Japan

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