Rchr
J-GLOBAL ID:202101000438084081
Update date: Jul. 05, 2024
Yoshida Naohiro
ヨシダ ナオヒロ | Yoshida Naohiro
Affiliation and department:
Homepage URL (1):
https://naohiroyoshida26.wixsite.com/my-site
Research theme for competitive and other funds (3):
- 2022 - 2027 指値注文帳モデルを応用した金融バブルの制御の研究
- 2018 - 2021 ケリー基準と長期分散投資の研究
- 2016 - 2018 非完備市場における最適化問題に対するラグランジュ乗数アプローチと平均-分散ヘッジ
Papers (13):
-
Takahiko Fujita, Shotaro Yagishita, Naohiro Yoshida. Some martingale properties of the simple random walk and its maximum process. Statistics and Probability Letters. 2024. 110076-110076
-
Naohiro Yoshida. A micro-foundation of a simple financial model with finite-time singularity bubble and its agent-based simulation. Economics and Business Letters. 2023. 12. 4. 277-283
-
Takahiko Fujita, Naohiro Yoshida. On further application of the zeta distribution to number theory. Research in Number Theory. 2023. 9. 4
-
Takahiko Fujita, Naohiro Yoshida. An introduction to excursion risk through discrete-time excursions. JSIAM Letters. 2023. 15. 97-100
-
Takahiko Fujita, Naohiro Yoshida. An example showing that the sum of two normal random variables may not be normal. International Journal of Mathematical Education in Science and Technology. 2023. 1-5
more...
MISC (2):
-
Takahiko Fujita, Shotaro Yagishita. Some Martingale Properties of Simple Random Walk and Its Maximum Process. 2022
-
藤田岳彦, 吉田直広. ランダムウォークの確率解析 局所時間,レヴィの定理,逆正弦法則について. 数学セミナー. 2022. 61. 10. 20-23
Books (2):
-
ランダムウォークと確率解析 : ギャンブルから数理ファイナンスへ
日本評論社 2024 ISBN:9784535790087
-
大学1・2年生のためのすぐわかる統計学
東京図書 2020 ISBN:9784489023439
Lectures and oral presentations (10):
-
On further applicatin of zeta distributions to number theory
(2024)
-
Micro-foundations of some financial models with bubbles
(ICIAM 2023 TOKYO, Waseda University 2023)
-
On local times and excursions of random walks
(2023)
-
On discrete-time marked excursions for random walks
(Issues Related to Infinitely Divisible Processes 2022)
-
Marked excursion technique for random walks in discrete time
(2022)
more...
Education (3):
- 一橋大学大学院 経済学研究科 博士後期課程
- 一橋大学大学院 経済学研究科 修士課程
- Hitotsubashi University Faculty of Economics Department of Economics
Work history (4):
- Keiai University Faculty of Economics
- Tokyo University of Science School of Management
- Japan Society for the Promotion of Science
- Japan Society for the Promotion of Science
Return to Previous Page