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J-GLOBAL ID:200901012571177257   Update date: Sep. 01, 2020

Hirukawa Junichi

ヒルカワ ジユンイチ | Hirukawa Junichi
Affiliation and department:
Job title: Associate Professor
Other affiliations (2):
  • Niigata University  Graduate School of Science and Technology Fundamental Sciences   Associate Professor
  • Niigata University  Graduate School of Science and Technology Fundamental Sciences   Associate Professor
Research field  (4): Money and finance ,  Applied mathematics and statistics ,  Basic mathematics ,  Statistical science
Research keywords  (4): Financial Engineering ,  Wavelet Analysis ,  Mathematical Statistics ,  Time Series Analysis
Research theme for competitive and other funds  (7):
  • 2019 - 2020 局所定常単位根周辺過程を用いた大規模金融データにおけるバブル期の経済構造の調査
  • 2015 - 2020 大規模複雑データの理論と方法論の総合的研究
  • 2016 - 2019 大規模金融データに対する局所定常時系列因子モデルの理論と応用
  • 2011 - 2015 非対称・非線形統計理論と経済・生体科学への応用
  • 2013 - 2013 局所定常過程の漸近最適理論と金融工学分野への応用
Show all
Papers (16):
more...
Books (4):
  • Statistical Portfolio Estimation
    Chapman & Hall 2017
  • 北川 源四朗・田中 勝人・川崎 能典 監修:「時系列分析ハンドブック」
    朝倉書店 2016
  • 要点明解 統計学
    培風館 2013
  • Optimal Statistical Inference in Financial Engineering
    Chapman & Hall 2007
Lectures and oral presentations  (45):
  • On the Causality between Multiple Locally Stationary Processes
    (Niigata Global Graduate Research Forum 2013 2013)
  • Asymptotic properties of time series non-life insurance model
    (日本行動計量学会第40回大会 2012)
  • Ruin probabilities for locally stationary time series premium model
    (Waseda Statistical Symposium on Time Series and Related Topics ---A Satellite Meeting of IMS-APRM 2012--- 2012)
  • Asymptotic properties of time series non-life insurance model
    (The 2nd ims-APRM (Institute of Mathematical Statistics Asia Pacific Rim Meetings) 2012)
  • Ruin probabilities in time series premium model
    (The 2012 Taipei International Statistics Workshop 2012)
more...
Education (4):
  • 2000 - 2004 Waseda University Ph. D. student in Department of Mathematical Sciences
  • 1998 - 2000 Waseda University M.S. student in Department of Mathematical Sciences
  • 1994 - 1998 Waseda University Department of Mathematics
  • 1990 - 1993 神奈川県立湘南高等学校
Professional career (3):
  • 博士(理学) (早稲田大学)
  • 修士(理学) (早稲田大学)
  • 学士(理学) (早稲田大学)
Work history (4):
  • 2017/04 - 現在 Niigata University Faculty of Science, Department of Science Associate Professor
  • 2007/04 - 2017/03 Niigata University Faculty of Science, Department of Mathematics Associate Professor
  • 2007/01 - 2007/03 Niigata University Faculty of Science, Department of Mathematics Associate Professor
  • 2004/04 - 2006/12 Waseda University School of Science and Engineering, Department of Mathematical Science Research Associate
Committee career (5):
  • 2018/06 - 現在 Japanese Journal of Statistics and Data Science (JJSD) Associate Editor
  • 2018/06 - 現在 Japanese Journal of Statistics and Data Science (JJSD) Associate Editor
  • 2017/06 - 2018/05 日本統計学会英文誌 編集委員
  • 2007/04 - 2010/03 雑誌「数学」 編集委員
  • 2006/04 - 2009/03 日本統計学会英文誌 編集委員
Association Membership(s) (5):
BERNOULLI Society, ISI elected member ,  JAFEE ,  INTERNATIONAL SOCIETY FOR MATHEMATICAL SCIENCES ,  THE JAPAN STATISTICAL SOCIETY ,  THE MATHEMATICAL SOCIETY OF JAPAN
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