Shinkai Kimiaki 新海公昭

… Alternative Names

新海公昭シンカイキミアキ

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Researcher Number	10612137
Affiliation (Current)	2025: 東京家政学院大学, 生活共創学部, 准教授
Affiliation (based on the past Project Information) *help	2023: 東京家政学院大学, 現代生活学部, 准教授
Review Section/Research Field	Except Principal Investigator Basic Section 12040:Applied mathematics and statistics-related
Keywords	Except Principal Investigator ポアソン過程 / 株価収益率 / Goodness of Fit Test / Black-Scholes Model / Poisson Process / Historical Volatility / Jump Diffusion / Volatility / ヒストリカルボラティリティ / ボラティリティ推定 … More / 超準解析 / 日経225平均株価指数 / 確率微分方程式 / 株価数理モデル / 非線形連立微分方程式 / ファジィ数 / 適合度検定 / Mertonモデル / ジャンプ拡散過程モデル / ヒストリカル・ボラティリティ / 株価ボラティリティ / ジャンプ型拡散過程 / ダウ平均株価指数 / 日経平均株価指数 / stochastic volatility / compound Poisson process / Black-Scholes model / Merton model / stock market index / ジャンプ拡散過程 / 複合ポアソン過程 / Levy過程 / ボラティリティ Less

A new type of volatility estimator defined by jump diffusion model
- Principal Investigator
  
  Kanagawa Shuya
- Project Period (FY)
  2018 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 12040:Applied mathematics and statistics-related
- Research Institution
  Tokyo City University

All 2023 2021 2019

All Journal Article Presentation

[Journal Article] Optimal historical volatility for the Dow-Jones industrial average and its application2023
- Author(s)
  Shuya Kanagawa, Kimiaki Shinkai and Mitsuhiro Namekawa
- Journal Title
  
  Proceedings of the 25th International Congress on Modelling and Simulation, Darwin, NT, Australia
  
  Volume: - Pages: 420-425
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K03431
[Journal Article] An improvement of jump diffusion model for Japan Nikkei 225 indexes and its application to estimating the stochastic volatility2019
- Author(s)
  S. Kanagawa, M. Namekawa and K. Shinkai
- Journal Title
  
  Proc. 23rd International Congress on Modeling and Simulation
  
  Volume: 23 Pages: 505-511
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K03431
[Presentation] ファジィ数と確率分布の同値関係を用いた２つのファジィ数間の関係の分類2023
- Author(s)
  金川秀也，上江洲弘明，新海公昭，染山教大
- Organizer
  バイオメディカル・ファジィ・システム学会第 36 回年次大会
- Data Source
  KAKENHI-PROJECT-18K03431
[Presentation] Optimal volatility estimation scheme for stock indexes induced from an improved jump diffusion model2023
- Author(s)
  S. Kanagawa, M. Namekawa and K. Shinkai
- Organizer
  The 25th International Congress on Modelling and Simulation (MODSIM2023)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K03431
[Presentation] ファジィ数と確率変数の同値関係とそのファジィシステムへの応用2021
- Author(s)
  金川秀也，上江洲弘明,　新海公昭，染山教大
- Organizer
  バイオメディカル・ファジィ・システム学会第35回年次大会
- Data Source
  KAKENHI-PROJECT-18K03431
[Presentation] ファジィグラフの特性解析と応用Ⅵ2019
- Author(s)
  染山教大，新海公昭，津田栄，山下元，金川秀也
- Organizer
  第32 回バイオメディカル・ファジィ・システム学会年次大会
- Data Source
  KAKENHI-PROJECT-18K03431
[Presentation] An improvement of jump diffusion model for Japan Nikkei 225 indexes and its application to estimating the stochastic volatility2019
- Author(s)
  S. Kanagawa, M. Namekawa and K. Shinkai
- Organizer
  The 23rd International Congress on Modelling and Simulation (MODSIM2019)
- Invited
- Data Source
  KAKENHI-PROJECT-18K03431

1. Kanagawa Shuya (50185899)

# of Collaborated Projects: 1 results

# of Collaborated Products: 7 results
2. 滑川光裕 (60289931)

# of Collaborated Projects: 1 results

# of Collaborated Products: 4 results
3. 前園宜彦 (30173701)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. 税所康正 (70195973)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. 細野泰彦 (40157029)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. 上江洲弘明 (60350401)

# of Collaborated Projects: 1 results

# of Collaborated Products: 2 results

Shinkai Kimiaki 新海公昭

新海公昭シンカイキミアキ

Research Projects

Research Products

Co-Researchers

A new type of volatility estimator defined by jump diffusion model

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

[Journal Article] Optimal historical volatility for the Dow-Jones industrial average and its application2023

Author(s)

Journal Title

Data Source

[Journal Article] An improvement of jump diffusion model for Japan Nikkei 225 indexes and its application to estimating the stochastic volatility2019

Author(s)

Journal Title

Data Source

[Presentation] ファジィ数と確率分布の同値関係を用いた２つのファジィ数間の関係の分類2023

Author(s)

Organizer

Data Source

[Presentation] Optimal volatility estimation scheme for stock indexes induced from an improved jump diffusion model2023

Author(s)

Organizer

Data Source

[Presentation] ファジィ数と確率変数の同値関係とそのファジィシステムへの応用2021

Author(s)

Organizer

Data Source

[Presentation] ファジィグラフの特性解析と応用Ⅵ2019

Author(s)

Organizer

Data Source

[Presentation] An improvement of jump diffusion model for Japan Nikkei 225 indexes and its application to estimating the stochastic volatility2019

Author(s)

Organizer

Data Source

Shinkai Kimiaki 新海 公昭

新海 公昭 シンカイ キミアキ

Research Projects

Research Products

Co-Researchers

A new type of volatility estimator defined by jump diffusion model

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

[Journal Article] Optimal historical volatility for the Dow-Jones industrial average and its application2023

Author(s)

Journal Title

Data Source

[Journal Article] An improvement of jump diffusion model for Japan Nikkei 225 indexes and its application to estimating the stochastic volatility2019

Author(s)

Journal Title

Data Source

[Presentation] ファジィ数と確率分布の同値関係を用いた２つのファジィ数間の関係の分類2023

Author(s)

Organizer

Data Source

[Presentation] Optimal volatility estimation scheme for stock indexes induced from an improved jump diffusion model2023

Author(s)

Organizer

Data Source

[Presentation] ファジィ数と確率変数の同値関係とそのファジィシステムへの応用2021

Author(s)

Organizer

Data Source

[Presentation] ファジィグラフの特性解析と応用Ⅵ2019

Author(s)

Organizer

Data Source

[Presentation] An improvement of jump diffusion model for Japan Nikkei 225 indexes and its application to estimating the stochastic volatility2019

Author(s)

Organizer

Data Source

Shinkai Kimiaki 新海公昭

新海公昭シンカイキミアキ