kitagawa genshiro 北川源四郎

… Alternative Names

Kitagawa Genshiro 北川源四郎

KITAGAWA Genshiro 北川源四郎

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Researcher Number	20000218
Other IDs
External Links
Affiliation (Current)	2025: 明治大学, 研究・知財戦略機構(中野), 研究推進員(客員研究員)
Affiliation (based on the past Project Information) *help	2019 – 2021: 明治大学, 研究・知財戦略機構(中野), 研究推進員(客員研究員) 2018: 明治大学, 研究・知財戦略機構, 客員教授 2016: 情報・システム研究機構, 機構長 2012 – 2014: 大学共同利用機関法人情報・システム研究機構(新領域融合研究センター及びライフサイ, 新領域融合研究センター, センター長 2012: 情報・システム研究機構, 新領域融合研究センター, センター長 … More 2011: 大学共同利用機関法人情報・システム研究機構(新領域融合研究センター、DBCLS), 新領域融合研究センター, 研究員 2010: 大学共同利用機関法人情報・システム研究機構, 機構長 2010: 統計数理研究所, 所長 2002 – 2006: 統計数理研究所, 所長 2002: 統計数理研究所, (管理部), 所長 2001: Institute for Statistical Mathematics, Department of Prediction and Control, Professor, 予測制御研究系, 教授 1992 – 2001: 統計数理研究所, 予測制御研究系, 教授 1998 – 1999: 東京大学, 統計数理研究所, 教授 1988 – 1990: 統計数理研究所, 予測制御研究系, 助教授 Less
Review Section/Research Field	Principal Investigator Statistical science / Statistical science / Basic Section 60030:Statistical science-related / 統計学 / Economic statistics Except Principal Investigator Statistical science / Statistical science / Economic statistics / Statistical science / Public finance/Monetary economics
Keywords	Principal Investigator 状態空間モデル / Smoothing / 平滑化 / Time Series Analysis / Monte Carlo filter / State space model / 時系列解析 / ベイズモデル / モンテカルロフィルタ / パワー寄与率 … More / 非線形 / Non-Gaussian model / Nonlinear / Self-organization / 自己組織化 / 非線形モデル / 予測 / 一般化情報量規準 / 逐次計算アルゴリズム / 知識発見 / 多変量ARモデル / 超多変量時系列 / 並列計算 / 多変量時系列 / 非ガウス型フィルタ / AIC / 非定常時系列 / 非ガウス型モデル / Kalman filter / 情報量規準 / Web化ソフトウェア / カルマンフィルタ / 非定常 / モデリング / 時系列の分解 / R / 統計ソフトウェア / 多変量解析 / 季節調整法 / Statistical Software / Filtering / Non-linearity / Non-stationarity / カルマンフィルター / 非線形システム / フィルタ / フィルタ- / ソフトウェア / フィルター / prediction / power contribution / generalized information criterion / sequential computation / knowledge discovery / state-space model / multivariate AR model / high-dimensional time series / 一般化情報量基準 / non-Gaussian filter / Bayesian model / time series analysis software / nonstationary time series / parallel computation / self organizing model / State -space model / 時系列解析ソフトウェア / 時系列析ソフトウェア / 自己組織型モデル / Parallel computation / Discovery science / Multivariate time series / Information criteria / General state-space model / 情報量基準 / 発見科学 / 一般状態空間モデル / Stochastic Volatility model / 時変分散モデル / Sofware for Web / Monte Carlo Filter / Software for Web / 季節成分 / トレンド / モデル選択 / 経済データ / 平骨化 / DECOMP / X-11 / 経済時系列 / Genetic algorithm / Nonlinear model / State estimation / Time series analysis / 遺伝的アルゴリズム / モンテカルロ・フィルタ / 状態推定 / 匿名化データ / 時空間モデリング / LCA / 社会実験 / オンサイト拠点 / 匿名データ / データサイエンス / 環境リスク / 安全性 / ファイナンス / 医薬生物統計 / 情報科学 / 統計科学 / モデル化 / リスク解析 / シミュレーション / ブートストラップ / 非ガウス型分布 … More Except Principal Investigator 信用リスク / high frequency financial data / target tracking / Model averaging / 物理乱数 / モデル統合 / モンテカルロフィルタ / 時系列解析 / DECOMP / データマイニング / Monte Carlo filter / ベイズモデル / 情報量規準 / AIC / X-11 / EIC / パワー寄与率 / 経済リスク / 時変分散 / 金融危機 / 情報が不十分な現象 / 構造変化 / リスクの計量化 / 統計的モデリング / 金融リスク / 分布フリーインデックス / physical random number / Data mining / DNA microarray / Markov switching / データマイニン / DNAマイクロアレイ / マルコフ切り替え / Monte Carlo method / Count data / Hyperparameter / Particle filter / Generalized state space model / Self-organizing / Hierarchical Bayesian model / PCクラスター / 並列計算 / ベイズ推定 / 自己組織型モデル / 状態空間表現 / モデル結合 / モンテカルロ / カウントデータ / ハイパーパラメータ / 粒子フィルタ / 一般状態空間モデル / 自己組織化 / 階層ベイズ / Bayes model / Seasonal adjustment / Information criteria / Self-organization / General state-space model / カルマンフィルタ / ノンパラメトリック / カーネル法 / 非線形力学系 / 状態空間モデル / ソフトウェア / モンテカルロ・フィルタ / 自己組織型時系列モデル / 一般化状態空間モデル / 季節調整法 / artificial intelligence / wavelet analysis / rule discovery / statistical science / machine learning / scientific database / knowledge discovery / data mining / 人工知能 / ウェーブレット / 法則発見 / 統計科学 / 機械学習 / 科学データベース / 知識発見 / Co-integration / Genetic Algoritm / Dynamic model / Multivariate time series analysis / トレンド解析 / BAYSEA / 統計的モデル / 平滑化法 / 状態定門モデル / モンテカルロ法 / 経済システム / 季節調整 / 共和分解析 / 遺伝的アルゴリズム / モンテカルロ・フィルター / 動的モデル / 多変量時系列解析 / Box-Cox変換 / インフレ率 / 時系列モデリング / 時系列モデル / 投資法人債 / J-REIT / 不動産データベース / 統計数学 / 経済統計学 / 金融論 / ファイナンス Less

Research and development of multivariate seasonal adjustment methodPrincipal Investigator
- Principal Investigator
  
  Kitagawa Genshiro
- Project Period (FY)
  2018 – 2021
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 60030:Statistical science-related
- Research Institution
  Meiji University
Statistical modeling on mechanism elucidation of financial crises and fluctuation structures of the world economy
- Principal Investigator
  
  Tanokura Yoko
- Project Period (FY)
  2013 – 2016
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Statistical science
- Research Institution
  Meiji University
The Infrastructure Development of Statistical Analysis for Evidence-based Policy Making, and Verifying ValidityPrincipal Investigator
- Principal Investigator
  
  KITAGAWA Genshiro
- Project Period (FY)
  2010 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Statistical science
- Research Institution
  大学共同利用機関法人情報・システム研究機構(新領域融合研究センター及びライフサイ
   The Institute of Statistical Mathematics
Statistical modeling of inflation rate fluctuations
- Principal Investigator
  
  TANOKURA Yoko
- Project Period (FY)
  2010 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Statistical science
- Research Institution
  Meiji University
  The Institute of Statistical Mathematics
Statistical analysis of real-estate market data using a large-scale database
- Principal Investigator
  
  ANDO Masakazu
- Project Period (FY)
  2009 – 2010
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Chiba Institute of Technology
  The Institute of Statistical Mathematics
リスク許容水準の科学的決定の方法と関連学際研究領域の組織化に関する企画研究Principal Investigator
- Principal Investigator
  
  北川源四郎
- Project Period (FY)
  2006
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Statistical science
- Research Institution
  The Institute of Statistical Mathematics
Research on an integration methodology for combining many competing models with a dynamical mixing and/or switching
- Principal Investigator
  
  HIGUCHI Tomoyuki
- Project Period (FY)
  2002 – 2004
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Statistical science
- Research Institution
  The Institute of Statistical Mathematics
超高次元時系列における予測および情報抽出の方法Principal Investigator
- Principal Investigator
  
  KITAGAWA Genshiro
- Project Period (FY)
  2002 – 2005
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Statistical science
- Research Institution
  The Institute of Statistical Mathematics
Development of Time Series Analysis Software Based on State-Space ModelingPrincipal Investigator
- Principal Investigator
  
  KITAGAWA Genshiro
- Project Period (FY)
  2001 – 2004
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Statistical science
- Research Institution
  The Institute of Statistical Mathematics
Development of Knowledge Discovery Systems by using the Hierarchical Bayesian Time Series Models
- Principal Investigator
  
  HIGUCHI Tomoyuki
- Project Period (FY)
  2000 – 2003
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Statistical science
- Research Institution
  The Institute of Statistical Mathematics
Research on the Methodology of Information Extraction and Knowledge Discovery Based on Statistical Time Seeries ModelingPrincipal Investigator
- Principal Investigator
  
  KITAGAWA Genshiro
- Project Period (FY)
  2000 – 2001
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Statistical science
- Research Institution
  THE INSTITUTE OF STATISTICAL MATHEMATICS
Research on the stability and robustness of seasonal adjustment procedure
- Principal Investigator
  
  TAMURA Yoshiyasu
- Project Period (FY)
  1999 – 2001
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Economic statistics
- Research Institution
  THE INSTITUTE OF STATISTICAL MATHEMATICS
Knowledge Discovery in Databases
- Principal Investigator
  
  MIYANO Satoru
- Project Period (FY)
  1998 – 2000
- Research Category
  
  Grant-in-Aid for Scientific Research on Priority Areas (A)
- Research Institution
  The University of Tokyo
Research of Parameter Estimation of the State Space Model and its ApplicationsPrincipal Investigator
- Principal Investigator
  
  KITAGAWA Genshiro
- Project Period (FY)
  1997 – 1998
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Statistical science
- Research Institution
  The Institute of Statistical Mathematics
自己組織型時系列フィルタの研究Principal Investigator
- Principal Investigator
  
  北川源四郎
- Project Period (FY)
  1996
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Statistical science
- Research Institution
  The Institute of Statistical Mathematics
Research on Seasonal Adjustment of Economic Time SeriesPrincipal Investigator
- Principal Investigator
  
  KITAGAWA Genshiro
- Project Period (FY)
  1996 – 1998
- Research Category
  
  Grant-in-Aid for international Scientific Research
- Research Field
  
  Economic statistics
- Research Institution
  The Institute of Statistical Mathematics
Research on Systemization of Time Series Analysis SoftwarePrincipal Investigator
- Principal Investigator
  
  KITAGAWA Genshiro
- Project Period (FY)
  1996 – 1998
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Statistical science
- Research Institution
  The Institute of Statistical Mathematics
Research on Nemerical Methods in Time Series AnalysisPrincipal Investigator
- Principal Investigator
  
  KITAGAWA Genshiro
- Project Period (FY)
  1994 – 1995
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  Statistical science
- Research Institution
  The Institute of Statistical Mathematics
Statistical Methods for the Seasonal Adjustment
- Principal Investigator
  
  ISHIGURO Makio
- Project Period (FY)
  1992 – 1994
- Research Category
  
  Grant-in-Aid for international Scientific Research
- Research Institution
  The Institute of Statistical Mathematics
Research on Integrated Time Series Analysis SoftwaresPrincipal Investigator
- Principal Investigator
  
  KITAGAWA Genshiro
- Project Period (FY)
  1988 – 1990
- Research Category
  
  Grant-in-Aid for Developmental Scientific Research (B).
- Research Field
  
  統計学
- Research Institution
  The Institute of Statistical Mathematics

[Book] Introduction to Time Series Modeling with Applications in R2020
- Author(s)
  G. Kitagawa
- Total Pages
  323
- Publisher
  CRC Press, Chapman & Hall
- ISBN
  9780367187330
- Data Source
  KAKENHI-PROJECT-18H03210
[Book] Nonlinear Filters2020
- Author(s)
  G. Kitagawa(分担執筆), eds. S. Sugimoto, M. Murata, K. Ohnishi
- Total Pages
  444
- Publisher
  Ohmsha
- ISBN
  9784274701306
- Data Source
  KAKENHI-PROJECT-18H03210
[Book] Rによる時系列モデリング入門2020
- Author(s)
  北川源四郎
- Total Pages
  315
- Publisher
  岩波書店
- ISBN
  9784000050159
- Data Source
  KAKENHI-PROJECT-18H03210
[Book] Indexation and Causation of Financial Markets –Nonstationary Time Series Analysis Method-2015
- Author(s)
  Tanokura, Y. and Kitagawa, G.
- Total Pages
  103
- Publisher
  Springer Japan
- Data Source
  KAKENHI-PROJECT-25330044
[Book] Time Series Modeling for Analysis and Control, Advanced Autopilot and Monitoring Systems2015
- Author(s)
  K. Ohtsu, H. Peng, G. Kitagawa
- Total Pages
  126
- Publisher
  Springer
- Data Source
  KAKENHI-PROJECT-22240030
[Book] Indexation and Causation of Financial Markets2015
- Author(s)
  Tanokura, Y. and Kitagawa, G.
- Total Pages
  90
- Publisher
  Springer
- Data Source
  KAKENHI-PROJECT-25330044
[Book] Econophysics Approaches to Large-Scale Business Data and Financial Crisis2010
- Author(s)
  北川源四郎
- Publisher
  Springer
- Data Source
  KAKENHI-PROJECT-22240030
[Book] Introduction to Time Series Modeling2010
- Author(s)
  北川源四郎
- Total Pages
  296
- Publisher
  CRC Press
- Data Source
  KAKENHI-PROJECT-22240030
[Book] Model Validation, in Data Science Series (in Japanese)2005
- Author(s)
  Kitagawa, G.
- Total Pages
  210
- Publisher
  Kyoritsu Publishing Company
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-13558025
[Book] Introduction to Time Series Analysis (in Japanese)2005
- Author(s)
  Kitagawa, G.
- Total Pages
  262
- Publisher
  Iwanami Publishing Company
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-13558025
[Book] データサイエンス・シリーズ,モデルヴァリデーション2005
- Author(s)
  北川源四郎, 岸野洋久, 樋口知之, 山下智志, 川崎能典
- Total Pages
  210
- Publisher
  共立出版
- Data Source
  KAKENHI-PROJECT-13558025
[Book] State space approach to signal extraction problems in seismology, time series analysis and applications to geophysical systems. The IMA Volumes in Mathematics and Its Applications, eds. Brillinger, D.R., Robinson, E.A. and Schoenberg, F.P.2005
- Author(s)
  Kitagawa, G., Takanami, T., Matsumoto, N.
- Publisher
  Springer-Verlag
- Data Source
  KAKENHI-PROJECT-14380127
[Book] データサイエンス・シリーズ,モデルヴァリデーション2005
- Author(s)
  北川源四郎
- Total Pages
  210
- Publisher
  共立出版
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-13558025
[Book] State space approach to signal extraction problems in seismology, time series analysis and applications to geophysical systems, The IMA Volumes in Mathematics and Its Applications, eds. Brillinger, D.R., Robinson, E.A. and Schoenberg, F.P.2005
- Author(s)
  Kitagawam, G., Takanami, T., Matsumoto, N.
- Publisher
  Springer-Verlag
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14380127
[Book] 時系列解析入門2005
- Author(s)
  北川源四郎
- Total Pages
  262
- Publisher
  岩波書店
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-13558025
[Book] 日本経済の構造変化と経済予測、第3章系列モデルによるインフレ率の予測(福田慎一, 粕谷宗久編)2004
- Author(s)
  北川源四郎, 樋口知之
- Publisher
  東北大学出版会
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14380127
[Book] 日本経済の構造変化と経済予測,福田慎一,粕谷宗久編,第3章系列モデルによるインフレ率の予測2004
- Author(s)
  北川源四郎, 川崎能典
- Publisher
  東京大学出版会
- Data Source
  KAKENHI-PROJECT-14380127
[Book] 日本経済の構造変化と経済予測,第3章時系列モデルによるインフレ率の予測2004
- Author(s)
  北川源四郎
- Publisher
  東京大学出版会
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-13558025
[Book] ゆらぎの科学と技術,山本光璋・鷹野致和編,第3章統計的モデリングによる情報抽出,第4章組織的な発見への期待と予感:統計科学と発見科学2004
- Author(s)
  北川源四郎, 樋口知之
- Publisher
  東北大学出版会
- Data Source
  KAKENHI-PROJECT-14380127
[Book] 情報量規準, シリーズ予測と発見の科学22004
- Author(s)
  小西貞則, 北川源四郎
- Total Pages
  194
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-13558025
[Book] ゆらぎの科学と技術,第3章統計的モデリングによる情報抽出2004
- Author(s)
  北川源四郎
- Publisher
  東北大学出版会
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-13558025
[Book] Methods and Applications of Signal Processing in Seismic Network Operations, Lecture Notes in Earth Sciences2002
- Author(s)
  Takanami, T., Kitagawa, G.
- Total Pages
  268
- Publisher
  Spr8inger-Verlag, Heidelberg
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14380127
[Journal Article] Co-movement of Cyclical Components Approach to Construct a Coincident Index of Business Cycles2022
- Author(s)
  Kyo Koki、Hideo Noda、Kitagawa Genshiro
- Journal Title
  
  Journal of Business Cycle Research
  
  Volume: 18 Issue: 1 Pages: 101-127
- DOI
  10.1007/s41549-022-00067-9
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18H03210, KAKENHI-PROJECT-19K01583
[Journal Article] Hyper-trend method for seasonal adjustment and trend-cycle decomposition of time series containing long-period cycles2021
- Author(s)
  Kyo Koki、Kitagawa Genshiro
- Journal Title
  
  Asian J. of Management Science and Applications
  
  Volume: 6 Issue: 2 Pages: 134-134
- DOI
  10.1504/ajmsa.2021.120434
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18H03210, KAKENHI-PROJECT-19K01583
[Journal Article] Pearson chi 2-divergence Approach to Gaussian Mixture Reduction and its Application to Gaussian-sum Filter and Smoother2020
- Author(s)
  Kitagawa, G.
- Journal Title
  
  arXiv preprint　arXiv:2001.00727
  
  Volume: SDS-12 Pages: 1-21
- Open Access
- Data Source
  KAKENHI-PROJECT-18H03210
[Journal Article] Computation of the Gradient and the Hessian of the Log-likelihood of the State-space Model by the Kalman Filter2020
- Author(s)
  Genshiro Kitagawa
- Journal Title
  
  arXiv preprint arXiv:2011.09638
  
  Volume: - Pages: 1-15
- Open Access
- Data Source
  KAKENHI-PROJECT-18H03210
[Journal Article] 時系列解析における状態空間モデルの利用2019
- Author(s)
  北川源四郎
- Journal Title
  
  統計数理
  
  Volume: 67 Pages: 181-192
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18H03210
[Journal Article] Detecting Information Flows in Dominant Components of Stock Market Returns2019
- Author(s)
  Tanokura, Y. , Sato, S. and Kitagawa, G.
- Journal Title
  
  MIMS-RBP Statistics & Data Science Series
  
  Volume: SDS-13 Pages: 1-21
- Open Access
- Data Source
  KAKENHI-PROJECT-18H03210
[Journal Article] ビッグデータ時代の統計解析技術2016
- Author(s)
  北川源四郎
- Journal Title
  
  実験医学増刊
  
  Volume: 34 Pages: 100-104
- Data Source
  KAKENHI-PROJECT-25330044
[Journal Article] A modeling approach to financial time series based on market microstructure model with jump2015
- Author(s)
  Hui Penga, Genshiro Kitagawa, Yoshiyasu Tamura, Yanhui Xi, Yemei Qin, Xiaohong Chen
- Journal Title
  
  Applied Soft Computing
  
  Volume: 29 Pages: 40-51
- DOI
  10.1016/j.asoc.2014.10.048
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22240030
[Journal Article] Computational aspects of sequential Monte Carlo filter and smoother2014
- Author(s)
  Kitagawa, G.
- Journal Title
  
  Annals of the Institute of Statistical Mathematics
  
  Volume: オンライン掲載中 Issue: 3 Pages: 443-471
- DOI
  10.1007/s10463-014-0446-0
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22240030
[Journal Article] State-space modeling for seismic signal analysis2014
- Author(s)
  Peng, H., Kitagawa, G., Takanami, T. and Matsumoto, N.
- Journal Title
  
  Applied Mathematical Modelling
  
  Volume: 38 Pages: 738-746
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22240030
[Journal Article] Index development for a market with heavy-tailed distributions2014
- Author(s)
  Tanokura, Y., Tsuda, H., Sato, S. and Kitagawa, G.
- Journal Title
  
  Proceedings 59th ISI World Statistics Congress
  
  Volume: － Pages: 3469-3474
- Data Source
  KAKENHI-PROJECT-22240030
[Journal Article] 状態空間モデリングによる東海地方の体積ひずみ信号抽出の試み2014
- Author(s)
  高波鐵夫，北川源四郎，Hui Peng，上垣内修，露木貴裕，Alan T. Linde，Selwyn I. Sacks，平田直
- Journal Title
  
  地震研究所彙報
  
  Volume: 89 Pages: 1-13
- NAID
  110009888834
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22240030
[Journal Article] A state-space approach to explore the strain behavior before and after the 2003 Tokachi-oki earthquake (M8)2013
- Author(s)
  Takanami, T., Kitagawa, G., Peng, H., Linde, A. T. and Sacks, I. S.
- Journal Title
  
  Data Science Journal
  
  Volume: 12 Pages: 216-220
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22240030
[Journal Article] Modeling of the post-seismic slip of the 2003 Tokachi-oki earthquake M8 off Hokkaido2013
- Author(s)
  Takanami, T., Linde, A.T., Sacks, S. I., Kitagawa, G. and Peng, H.
- Journal Title
  
  Earth Planets Space
  
  Volume: 65 Pages: 731-738
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22240030
[Journal Article] 時系列解析による金融危機の波及の検出（特集時系列解析と季節調整の新しい流れ）2013
- Author(s)
  田野倉　葉子, 津田　博史, 佐藤　整尚, 北川　源四郎
- Journal Title
  
  統計
  
  Volume: 64-6 Pages: 15-19
- NAID
  40019704068
- Data Source
  KAKENHI-PROJECT-22240030
[Journal Article] Index Development for a Market with Heavy-tailed Distributions2013
- Author(s)
  Tanokura, Y., H. Tsuda, S. Sato and G. Kitagawa
- Journal Title
  
  The 59th World Statistics Congress, Hong Kong, to appear in the proceedings
- Data Source
  KAKENHI-PROJECT-22500270
[Journal Article] Index Development for a Market with Heavy-tailed Distributions2013
- Author(s)
  Tanokura, Y., H. Tsuda, S. Sato and G. Kitagawa
- Journal Title
  
  The proceedings of the 59th International Statistical Institute World Statistics Congress
  
  Volume: 1 Pages: 3469-3474
- Data Source
  KAKENHI-PROJECT-25330044
[Journal Article] 季節調整法から状態空間モデリングへ（特集時系列解析と季節調整の新しい流れ）2013
- Author(s)
  北川　源四郎
- Journal Title
  
  統計
  
  Volume: 64-6 Pages: 2-7
- NAID
  40019704043
- Data Source
  KAKENHI-PROJECT-22240030
[Journal Article] 日本の労働市場の動的構造と失業要因のベイズ統計分析（特集時系列解析と季節調整の新しい流れ）2013
- Author(s)
  姜　興起, 野田　英雄, 北川　源四郎
- Journal Title
  
  統計
  
  Volume: 64-6 Pages: 8-14
- Data Source
  KAKENHI-PROJECT-22240030
[Journal Article] Constructing a Credit Default Swap Index and Detecting the Impact of the Financial Crisis2012
- Author(s)
  Tanokura, Y., H.Tsuda, S.Sato, G.Kitagawa
- Journal Title
  
  Economic Time Series : Modeling and Seasonality : W.R.Bell, S.H.Holan and T.S.McElroy (eds.), Chapman & Hall/CRC
  
  Volume: (論文集書籍のため該当なし) Pages: 359-380
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22500270
[Journal Article] Constructinga Credit Default Swap Index and Detecting the Impact of the Financia lCrisis2012
- Author(s)
  Tanokura, Y., H. Tsuda, S. Sato and G. Kitagawa
- Journal Title
  
  Economic Time Series: Modeling and Seasonality (W. R. Bell, S. H. Holan and T. S. McElroy (eds.), Chapman & Hall/CRC)
  
  Pages: 359-380
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22500270
[Journal Article] 投資法人債の信用リスク評価について2012
- Author(s)
  安藤雅和, 津田博史, 田野倉葉子, 佐藤整尚, 北川源四郎
- Journal Title
  
  ジャフィー・ジャーナル
  
  Volume: 11 Pages: 179-200
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22240030
[Journal Article] Sovereign Risk Contagions in terms of Sovereign Credit Default Swaps, Research Memorandum2011
- Author(s)
  Tanokura, Y., H. Tsuda, S. Sato and G.Kitagawa
- Journal Title
  
  The Institute of Statistical Mathematics
  
  Volume: No.1139
- Data Source
  KAKENHI-PROJECT-22500270
[Journal Article] Sovereign Risk Contagions in terms of Sovereign Credit Default Swaps2011
- Author(s)
  Tanokura, Yoko., Hiroshi Tsuda, Seisho Sato, Genshiro Kitagawa
- Journal Title
  
  Research Memorandum
  
  Volume: No.1139 Pages: 1-25
- Data Source
  KAKENHI-PROJECT-22500270
[Journal Article] Constructing a credit default swap index and detecting the impact of the financial crisis2010
- Author(s)
  Tanokura, Yoko., Hiroshi Tsuda, Seisho Sato, Genshiro Kitagawa
- Journal Title
  
  Research Memorandum
  
  Volume: No.1124 Pages: 1-21
- Data Source
  KAKENHI-PROJECT-22500270
[Journal Article] Impact of the Financial Crisis on the Japanese Credit Risk: Evidence from the Japanese Credit Default Swap Market, Research Memorandum2010
- Author(s)
  Tanokura, Y., H. Tsuda, S. Sato and G.Kitagawa
- Journal Title
  
  The Institute of Statistical Mathematics
  
  Volume: No.1121
- Data Source
  KAKENHI-PROJECT-22500270
[Journal Article] An experimental study of phase angle fluctuation in seismic waves in rendom heterogeneous media :2007
- Author(s)
  O.Nishizawa, G.Kitagawa
- Journal Title
  
  Geophysical Journal International 169
  
  Pages: 149-160
- Data Source
  KAKENHI-PROJECT-18630005
[Journal Article] Signal extraction and knowledge discovery based on statistical modeling2006
- Author(s)
  G.Kitagawa
- Journal Title
  
  Theoretical Computer Science 364・1
  
  Pages: 132-142
- Data Source
  KAKENHI-PROJECT-18630005
[Journal Article] State space approach to signal extraction problems in seismology, time series analysis and applications to geophysical systems, The IMA Volumes in Mathematics and Its Applications, eds. Brillinger, D.R., Robinson, E.A. and Schoenberg, F.P.2005
- Author(s)
  Kitagawa, G.
- Journal Title
  
  Springer-Verlag
  
  Pages: 11-39
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14380127
[Journal Article] Modeling influential correlated noise sources in multivariate dynamic systems2004
- Author(s)
  Tanokura, Y., Kitagawa, G.
- Journal Title
  
  Proceedings of the 15th IASTED International Conferencek MODELLING AND SIMULATION
  
  Pages: 19-30
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14380127
[Journal Article] 時系列解析における数値的方法-計算統計学的な方法-2004
- Author(s)
  北川源四郎
- Journal Title
  
  計算機統計学 15
  
  Pages: 159-170
- NAID
  110001235511
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-13558025
[Journal Article] Power contribution analysis for multivariate time series with correlated noise source2004
- Author(s)
  Kitagawa, G., Tanokura, Y.
- Journal Title
  
  Adv. & Appl. In Stat. 4・1
  
  Pages: 65-95
- Data Source
  KAKENHI-PROJECT-13558025
[Journal Article] 時系列解析における数値的方法-計算統計学的な方法-2004
- Author(s)
  北川源四郎
- Journal Title
  
  計算機統計学 15・2
  
  Pages: 159-170
- NAID
  110001235511
- Data Source
  KAKENHI-PROJECT-13558025
[Journal Article] Statistical Inference using Stochastic Switching Models for the Discrimination of Unobserved Display Promotion from POS Data2004
- Author(s)
  T.SAto, T.Higuchi, G.Kitagawa
- Journal Title
  
  Marketing Letters 15・1
  
  Pages: 37-60
- Data Source
  KAKENHI-PROJECT-14380127
[Journal Article] Signal extraction and knowledge discovery based on statistical modeling2003
- Author(s)
  Kitagawa, G.
- Journal Title
  
  Proceedings of 14th International Conference, Algorithmic Learning Theory
  
  Pages: 3-14
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-13558025
[Journal Article] Discovery of information flow in multivariate dynamic systems2003
- Author(s)
  Tanokura, Y., Kitagawa, G.
- Journal Title
  
  Proceedings of the 2nd IASTED International Conference INFORMATION AND KNOWLEDGE SHARING
  
  Pages: 132-143
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14380127
[Journal Article] Signal extraction and knowledge discovery based on statist ical modeling2003
- Author(s)
  Kitagawa, G.
- Journal Title
  
  Proceedings of 6th International Conference, Discovery Science 2003
  
  Pages: 21-32
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14380127
[Journal Article] Smoothness Prior Approach to Explore Mean Structure in Large Time Series2003
- Author(s)
  Kitagawa, G., Higuchi, T., F.N.Kondo
- Journal Title
  
  Theoretical Computer Science Vol.292, No.2
  
  Pages: 431-446
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14380127
[Journal Article] Smoothness Prior Approach to Explore Mean Structure in Large Time Series2003
- Author(s)
  Kitagawa, G.
- Journal Title
  
  Theoretical Computer Science 292,2
  
  Pages: 431-446
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14380127
[Journal Article] Signal extraction and knowledge discovery based on statistical modeling2003
- Author(s)
  Kitagawa, G.
- Journal Title
  
  Proceedings of 6^<th> International Conference, Discovery Science 2003
  
  Pages: 21-32
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14380127
[Journal Article] Extraction of small seismic signal by state space modeling2002
- Author(s)
  Kitagawa, G.
- Journal Title
  
  Methods and Applications of Signal Processing in Seismic Network Operations, Lecture Notes in Earth Sciences
  
  Pages: 1-12
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14380127
[Journal Article] Multivariate time series model to estimate arrival aimes of S waves.2002
- Author(s)
  Takanami, T., Kitagawa, G.
- Journal Title
  
  Mothods and Applications of Signal Processing in Seismic Network Operations, Lecture Notes in Earth Sciences
  
  Pages: 13-39
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14380127
[Journal Article] Extraction of small seismic signal by state space modeling2002
- Author(s)
  Kitagawa, G., Takanami, T.
- Journal Title
  
  Mothods and Applications of Signal Processing in Seismic Network Operations, Lecture Notes in Earth Sciences
  
  Pages: 1-12
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14380127
[Journal Article] Extraction of signal from high dimensional time series : analysis of ocean bottom seismograph data2002
- Author(s)
  Kitagawa, G.
- Journal Title
  
  Progress in Discovery Science, Lecture Notes in Artificial Intelligence 2281
  
  Pages: 449-458
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-13558025
[Journal Article] 時系列モデルによるインフレ率予測誤差の分析2001
- Author(s)
  北川源四郎
- Journal Title
  
  日本銀行調査統計局 Working Paper
  
  Pages: 1-13
- NAID
  10009947005
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-13558025
[Journal Article] 一般状態空間モデルと自己組織化の方法2001
- Author(s)
  北川源四郎
- Journal Title
  
  人工知能学会誌 16
  
  Pages: 300-307
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-13558025
[Presentation] 混合ガウス分布の項数削減とガウス和フィルタへの適用2019
- Author(s)
  北川源四郎
- Organizer
  2019年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-18H03210
[Presentation] Data Science and Transdisciprinary Research2019
- Author(s)
  Kitagawa, G
- Organizer
  The 22nd SANKEN International Symposium
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H03210
[Presentation] Gaussian-sum Filter and Smoother for Nonlinear or Non-Gaussian Smoothing2019
- Author(s)
  Kitagawa, G
- Organizer
  ICMMA 2018"Data Science, Time Series Modeling and Applications
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H03210
[Presentation] Detecting Information Flows in Dominant Components of Stock Market Returns2019
- Author(s)
  Tanokura, Y., Sato, S. and Kitagawa, G.
- Organizer
  The 7th Paris Financial Management Conference (PFMC-2019)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H03210
[Presentation] 株価収益率におけるトレンド成分の変動要因分析2019
- Author(s)
  田野倉葉子, 佐藤整尚, 北川源四郎
- Organizer
  2019年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-18H03210
[Presentation] On Trend Change Mechanism of Financial Markets2018
- Author(s)
  Tanokura, Y., Sato, S. and Kitagawa, G.
- Organizer
  Econometrics and Statistics 2018
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H03210
[Presentation] 株式市場のトレンド要因分析2018
- Author(s)
  田野倉葉子，佐藤整尚，北川源四郎
- Organizer
  2018年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-18H03210
[Presentation] 多変量季節調整法の開発2018
- Author(s)
  北川源四郎，国友直人，田野倉葉子，佐藤整尚，長尾大道
- Organizer
  2018年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-18H03210
[Presentation] 金融市場におけるトレンド転換メカニズムの検証2016
- Author(s)
  田野倉葉子，北川源四郎
- Organizer
  2016年度統計関連学会連合大会
- Place of Presentation
  金沢大学角間キャンパス
- Data Source
  KAKENHI-PROJECT-25330044
[Presentation] ソブリンCDSのスプレッドカーブと分布フリーインデックスの分析2015
- Author(s)
  田野倉葉子，津田博史，佐藤整尚，北川源四郎
- Organizer
  2015年度統計関連学会連合大会
- Place of Presentation
  岡山大学津島キャンパス
- Year and Date
  2015-09-08
- Data Source
  KAKENHI-PROJECT-25330044
[Presentation] Mobile Application Development for Environmental Informatics & Feedback on Cooking Oil Use and Disposal in Indonesia2014
- Author(s)
  Haruhiro Fujita, Wataru Iijima, Noriaki Koide, Dhani Satria, Arif Dewi Santoso,Joko Prayitno Susanto, Hiroe Tsuabaki, Genshiro Kitagawa
- Organizer
  4th International Conference on Technology, Informatics, Management, Engineering and Environment 2014
- Place of Presentation
  Bandung, Indonesia
- Year and Date
  2014-08-19
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] ソブリンCDSの変動構造と金融・経済指標の分析2014
- Author(s)
  田野倉葉子，津田博史，佐藤整尚，北川源四郎
- Organizer
  2014年度統計関連学会連合大会
- Place of Presentation
  東京，東京大学本郷キャンパス
- Year and Date
  2014-09-14
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] ソブリンCDSの変動構造と金融・経済指標の分析2014
- Author(s)
  田野倉葉子，津田博史，佐藤整尚，北川源四郎
- Organizer
  2014年度統計関連学会連合大会
- Place of Presentation
  東京大学本郷キャンパス
- Year and Date
  2014-09-14
- Data Source
  KAKENHI-PROJECT-25330044
[Presentation] データ中心政策科学―我が国の取組と情報・システム研究機構プロジェクト2014
- Author(s)
  椿広計，北川源四郎
- Organizer
  2014年度統計関連学会連合大会
- Place of Presentation
  東京，東京大学本郷キャンパス
- Year and Date
  2014-09-14
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] A Comparative Study of Waste Cooking Oil Recycling Programs in Bogor and Niigata Cities and GHG Emission Reduction by Recycling2014
- Author(s)
  Haruhiro Fujita, Wataru Iijima, Katsuyuki Nakamo, Joko Prayitno, Hiroe Tsubaki, Genshiro Kitagawa
- Organizer
  3rd International Conference on Environmental Science and Development
- Place of Presentation
  Singapore
- Year and Date
  2014-08-05
- Invited
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] A variety of strain changes in the anticipated Tokai earthquake area2013
- Author(s)
  Takanami, T., Hirata, N., Peng, H., Kitagawa, G., Kawaguchi, O., Linde, A.T. and Sacks, S.I.
- Organizer
  American Geophysical Union Fall Meeting
- Place of Presentation
  San Francisco, U.S.A.
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] Ship modeling and tracking control based on RBF-ARX model2013
- Author(s)
  Peng, H., Wu, J., Ohtsu, K., Kitagawa, G., Miyoshi, S., Oda, H. and Oda, M.
- Organizer
  9th IFAC Conference on Control Applications in Marine Systems
- Place of Presentation
  大阪大学中之島センター（大阪）
- Invited
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] Index development for a market with heavy-tailed distributions2013
- Author(s)
  Tanokura, Y., Tsuda, H., Sato, S. and Kitagawa, G.
- Organizer
  59th ISI World Statistics Congress
- Place of Presentation
  Hong Kong, China
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] 時系列解析による金融危機の波及の検出2013
- Author(s)
  田野倉葉子,津田博史,佐藤整尚,北川源四郎
- Organizer
  大内賞受賞記念シンポジウム
- Place of Presentation
  国際文化会館,東京
- Year and Date
  2013-02-12
- Data Source
  KAKENHI-PROJECT-22500270
[Presentation] ソブリンリスクと世界経済の動向の分析2013
- Author(s)
  田野倉葉子, 津田博史, 佐藤整尚, 北川源四郎
- Organizer
  2013年度統計関連学会連合大会
- Place of Presentation
  大阪大学豊中キャンパス
- Data Source
  KAKENHI-PROJECT-25330044
[Presentation] 金融危機の実体経済へ及ぼす影響2012
- Author(s)
  田野倉葉子,津田博史,佐藤整尚,北川源四郎
- Organizer
  第15回複雑系現象の時系列解析15-経済・疫学・地球化学現象
- Place of Presentation
  明治大学
- Year and Date
  2012-08-06
- Data Source
  KAKENHI-PROJECT-22500270
[Presentation] 価格分布依存型ソブリンCDSインデックスによる欧州危機の検証2012
- Author(s)
  田野倉葉子,津田博史,佐藤整尚,北川源四郎
- Organizer
  2012年度統計関連学会連合大会予稿集,105
- Place of Presentation
  北海道大学
- Year and Date
  2012-09-10
- Data Source
  KAKENHI-PROJECT-22500270
[Presentation] Detection of spillovers from the European debt crisis into sovereign CDS markets2011
- Author(s)
  田之倉葉子、津田博史、佐藤整尚、北川源四郎
- Organizer
  International Workshop on Applied Bayesian Statistics and Econometrics
- Place of Presentation
  京都私学会館(京都府)
- Year and Date
  2011-02-01
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] DetectionofSpilloversfromtheEuropeanDebtCrisisintoSovereignCDSMarkets2011
- Author(s)
  Tanokura,Y.,H.Tsuda,S.SatoandG.Kitagawa
- Organizer
  InternationalWorkshoponAppliedBayesianStatisticsandEconometrics
- Place of Presentation
  京都私学会館,京都
- Year and Date
  2011-02-01
- Data Source
  KAKENHI-PROJECT-22500270
[Presentation] 価格分布依存型ソブリンCDSインデックスによる欧州危機の検証2011
- Author(s)
  田野倉葉子, 津田博史, 佐藤整尚, 北川源四郎
- Organizer
  2011年度統計関連学会連合大会
- Place of Presentation
  九州大学伊都キャンパス
- Year and Date
  2011-09-07
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] 価格分布依存型ソブリンCDSインデックスからみた欧州危機の波及の検出2011
- Author(s)
  田野倉葉子, 津田博史, 佐藤整尚, 北川源四郎
- Organizer
  日本金融・証券計量・工学学会
- Place of Presentation
  慶應義塾大学三田キャンパス
- Year and Date
  2011-10-14
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] 金融商品の信用リスク評価について2011
- Author(s)
  安藤雅和, 津田博史, 田野倉葉子, 佐藤整尚, 北川源四郎
- Organizer
  第1回研究フォーラム
- Place of Presentation
  千葉工業大学
- Year and Date
  2011-06-17
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] 金融データ解析による欧州危機の世界経済への波及の検出2011
- Author(s)
  田野倉葉子,津田博史,佐藤整尚,北川源四郎
- Organizer
  第2回現象数理学セミナー
- Place of Presentation
  明治大学生田キャンパス
- Year and Date
  2011-11-17
- Data Source
  KAKENHI-PROJECT-22500270
[Presentation] 価格分布依存型ソブリンCDSインデックスからみた欧州危機の波及の検出,JAFEE(日本金融・証券計量・工学学会)2011
- Author(s)
  田野倉葉子,津田博史,佐藤整尚,北川源四郎
- Organizer
  夏季大会予稿集
- Place of Presentation
  東京,慶応義塾大学
- Year and Date
  2011-10-14
- Data Source
  KAKENHI-PROJECT-22500270
[Presentation] On the pricing of Investment Corporation Bonds2011
- Author(s)
  Ando, A., Tsuda, H., Tanokura, Y., Sato, S., Kitagawa, G.
- Organizer
  The 2011 Taipei International Statistical Symposium and 7th Conference of the Asian Regional Section of the IASC (Joint 2011)
- Place of Presentation
  台湾・台北
- Year and Date
  2011-12-17
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] 価格分布依存型ソブリンCDSインデックスによる欧州危機の検証2011
- Author(s)
  田野倉葉子,津田博史,佐藤整尚,北川源四郎
- Organizer
  2011年度統計関連学会連合大会予稿集,283
- Place of Presentation
  福岡,九州大学
- Year and Date
  2011-09-07
- Data Source
  KAKENHI-PROJECT-22500270
[Presentation] 京都市における環境情報収集と還元に関する社会実験計画2011
- Author(s)
  奥原浩之, 津田博史, 渋谷和彦, 椿広計, 北川源四郎
- Organizer
  201年度統計関連学会連合大会
- Place of Presentation
  九州大学伊都キャンパス
- Year and Date
  2011-09-05
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] 投資法人債の信用リスクについて2010
- Author(s)
  安藤雅和, 津田博史, 田野倉葉子, 佐藤整尚, 北川源四郎
- Organizer
  2010年度統計関連学会連合大会
- Place of Presentation
  早稲田大学早稲田キャンパス(東京都)
- Year and Date
  2010-09-08
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] 投資法人債の信用リスクについて2010
- Author(s)
  安藤雅和、津田博史、田野倉葉子、佐藤整尚、北川源四郎
- Organizer
  2010年度統計関連学会連合大会
- Place of Presentation
  早稲田大学早稲田キャンパス
- Year and Date
  2010-09-08
- Data Source
  KAKENHI-PROJECT-21730271
[Presentation] CDS市場からみた欧州信用不安の波及効果とアセットアロケーション戦略2010
- Author(s)
  田野倉葉子、津田博史、佐藤整尚、北川源四郎
- Organizer
  日本金融・証券計量・工学学会 2010冬季大会
- Place of Presentation
  中央大学後楽園キャンパス(東京都)
- Year and Date
  2010-12-04
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] CDS市場からみた欧州信用不安の波及効果とアセットアロケーション戦略,JAFEE(日本金融・証券計量・工学学会)2010
- Author(s)
  田野倉葉子,津田博史,佐藤整尚,北川源四郎
- Organizer
  冬季大会予稿集,73-84
- Place of Presentation
  東京,中央大学
- Year and Date
  2010-12-04
- Data Source
  KAKENHI-PROJECT-22500270
[Presentation] 投資法人債の信用リスク評価について2010
- Author(s)
  安藤雅和, 津田博史, 田野倉葉子, 佐藤整尚, 北川源四郎
- Organizer
  日本金融・証券計量・工学学会 2010冬季大会
- Place of Presentation
  中央大学後楽園キャンパス(東京都)
- Year and Date
  2010-12-04
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] 投資法人債の信用リスク評価について2010
- Author(s)
  安藤雅和、津田博史、田野倉葉子、佐藤整尚、北川源四郎
- Organizer
  第34回冬季JAFEE大会
- Place of Presentation
  中央大学後楽園キャンパス
- Year and Date
  2010-12-04
- Data Source
  KAKENHI-PROJECT-21730271
[Presentation] CDS市場からみた日米欧の信用リスク動向と金融資産市場への影響2010
- Author(s)
  田野倉葉子,津田博史,佐藤整尚,北川源四郎
- Organizer
  2010年度統計関連学会連合大会予稿集,288
- Place of Presentation
  東京,早稲田大学
- Year and Date
  2010-09-08
- Data Source
  KAKENHI-PROJECT-22500270
[Presentation] Slow slip following the 2003 Tokachioki M8 earthquake off Hokkaido2010
- Author(s)
  高波鉄夫, Alan Linde, Selwyn Sacks, 北川源四郎, Hui Peng
- Organizer
  AGU Fall Meeting 2010
- Place of Presentation
  Moscone Convention Center(アメリカ)
- Year and Date
  2010-12-16
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] Scientific research in the information era : from quest for truth to creation of knowledge2010
- Author(s)
  北川源四郎
- Organizer
  SOKENDAI 2010 Second Semester Student Seminar
- Place of Presentation
  総合研究大学院大学葉山キャンパス(神奈川県)
- Year and Date
  2010-10-08
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] CDS市場からみた日米欧の信用リスク動向と金融資産市場への影響2010
- Author(s)
  田野倉葉子、津田博史、佐藤整尚、北川源四郎
- Organizer
  2010年度統計関連学会連合大会
- Place of Presentation
  早稲田大学早稲田キャンパス(東京都)
- Year and Date
  2010-09-06
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] 投資法人債(REIT債)の価格評価モデルの推定2009
- Author(s)
  安藤雅和、津田博史、田野倉葉子、佐藤整尚、北川源四郎
- Organizer
  2009年度統計関連学会連合大会(日本統計学会)
- Place of Presentation
  同志社大京田辺キャンパス
- Year and Date
  2009-09-09
- Data Source
  KAKENHI-PROJECT-21730271
[Presentation] 投資法人債(REIT債)の価格評価モデルの推定2009
- Author(s)
  安藤雅和、津田博史、田野倉葉子、佐藤整尚、北川源四郎
- Organizer
  第32回冬季JAFEE大会(日本金融・証券計量・工学学会)
- Place of Presentation
  明治大学駿河台キャンパス
- Year and Date
  2009-12-24
- Data Source
  KAKENHI-PROJECT-21730271
[Presentation] Data-centric Science Research Commons
- Author(s)
  Kitagawa, G.
- Organizer
  平成24年度総研大国際シンポジウム「知の循環社会－グローバル融合社会における情報循環ネットワークの創成－」
- Place of Presentation
  湘南国際村センター(神奈川県)
- Invited
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] ビッグデータ時代の統計学
- Author(s)
  北川　源四郎
- Organizer
  数理解析研究所研究集会「教育数学の一側面 ―高等教育における数学の規格とは―」
- Place of Presentation
  京都大学数理解析研究所（京都）
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] ビッグデータとデータ中心科学リサーチコモンズ
- Author(s)
  北川源四郎
- Organizer
  5th ISSI 2012
- Place of Presentation
  国立情報学研究所（東京都）
- Invited
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] Computational Issues Related to Sequential Monte Carlo Filter and Smoother
- Author(s)
  Kitagawa, G.
- Organizer
  NUS-Tokyo Workshop on Quantitative Finance
- Place of Presentation
  Natonal University of Singapore, Singapore
- Invited
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] ビッグデータ時代の科学的方法論とデータ中心科学リサーチコモンズ構想
- Author(s)
  北川源四郎
- Organizer
  応用統計学シンポジウムＩ「ビッグデータイニシアティブ：データ科学の高度化と活用の実際」
- Place of Presentation
  日本大学経済学部（東京都）
- Invited
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] Data-Centric Science for Big Data Era and Flexible Modeling in Time Series Analysis
- Author(s)
  Kitagawa, G.
- Organizer
  International Ishigaki Conference on Modern Statistics Theorues, Parctices, and Education in the 21st Century
- Place of Presentation
  ANAインターコンチネンタル石垣リゾート（沖縄）
- Invited
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] 季節調整法から状態空間モデリングへ
- Author(s)
  北川源四郎
- Organizer
  北川源四郎氏大内賞受賞記念シンポジウム「社会科学分野における時系列解析：これまでの発展と今後の展望」
- Place of Presentation
  国際文化会館（東京都）
- Invited
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] ソブリンリスクと世界経済の動向の分析
- Author(s)
  田野倉　葉子, 津田　博史, 佐藤　整尚, 北川　源四郎
- Organizer
  2013年度統計関連学会連合大会
- Place of Presentation
  大阪大学豊中キャンパス（大阪）
- Data Source
  KAKENHI-PROJECT-22240030

1. KAWASAKI Yoshinori (70249910)

# of Collaborated Projects: 13 results

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kitagawa genshiro 北川 源四郎

Kitagawa Genshiro 北川 源四郎

KITAGAWA Genshiro 北川 源四郎

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Research and development of multivariate seasonal adjustment methodPrincipal Investigator

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The Infrastructure Development of Statistical Analysis for Evidence-based Policy Making, and Verifying ValidityPrincipal Investigator

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リスク許容水準の科学的決定の方法と関連学際研究領域の組織化に関する企画研究Principal Investigator

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超高次元時系列における予測および情報抽出の方法Principal Investigator

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Development of Time Series Analysis Software Based on State-Space ModelingPrincipal Investigator

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Research on the Methodology of Information Extraction and Knowledge Discovery Based on Statistical Time Seeries ModelingPrincipal Investigator

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Research of Parameter Estimation of the State Space Model and its ApplicationsPrincipal Investigator

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kitagawa genshiro 北川源四郎

Kitagawa Genshiro 北川源四郎

KITAGAWA Genshiro 北川源四郎

[Book] Indexation and Causation of Financial Markets –Nonstationary Time Series Analysis Method-2015