Research keywords (12):
ノンパラメトリック推定
, パラメータ推定
, 確率微分方程式
, 拡散過程
, 非定常時系列解析
, 時系列解析
, nonparametric estimation
, parameter estimation
, Stochastic differential equation
, diffusion processes
, Nonstationary time series analysis
, Time series analysis
Research theme for competitive and other funds (14):
2014 - 2017 A behavioral model of anomalous activities in security markets
2010 - 2015 Economic Evaluation of High-Dimensional Functionalities of Forest Resources for Global Ecosystem Conservation Policy Analysis Among Turkey, Korea and Japan
2011 - 2013 A computational model of the intertemporal optimal choice under psychological biases
2007 - 2010 Economic analysis of natural disturbance and management abandonment risk for sustainable forest resource management
2006 - 2009 Optimal regional management and policy for forest resources under globalization of environmental problems in Slovakia
2003 - 2006 Economic Analysis on Effects of Recurrent Resource Management on Global Warming through Global Timber Trading
2003 - 2006 Economic analysis on carbon sequestration through optimal stochastic control model for forest resources management under uncertain environments.
2003 - 2005 A Study on Information Acquisition and Extraction from Dynamic Information Sources Based on Knowledge Discovery and Learning
1999 - 2002 Optimal stochastic control modeling for sustainable agricultural and forest resource management and optimal landscape management
1999 - 2001 Forest resource use vs. environmental policy & timber trade
1997 - 1999 Optimal Landscape Management in Farm Woodlands
1996 - 1998 QUANTITATIVE ANALYSIS OF TIMBER TRADE AND FOREST PROTECTION
ダイナミカルシステムモデルの統計的推論
Statistical Inference on Dynamical System Models
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Papers (38):
Isao Shoji, Masahiro Nozawa. Geometric analysis of nonlinear dynamics in application to financial time series. CHAOS SOLITONS & FRACTALS. 2022. 164. 112582
Isao Shoji, Tadafumi Takata, Yoshihiko Mizumoto. A geometric method of analysis for the light curves of active galactic nuclei. Monthly Notices of the Royal Astronomical Society. 2020. 495. 1. 338-349
Shoji, I. Detecting the sampling rate through observations. Communications in Nonlinear Science and Numerical Simulation. 2018. 62. 445-453
Shoji, I. Kanehiro, S. Disposition effect as a behavioral trading activity elicited by investors' different risk preferences. International Review of Financial Analysis. 2016
Isao Shoji. Nonparametric estimation of nonlinear dynamics by metric-based local linear approximation. STATISTICAL METHODS AND APPLICATIONS. 2013. 22. 3. 341-353