Shoji Isao 庄司功

… Alternative Names

SHOUJI Isao 庄司功

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Researcher Number	20282329
Other IDs
Affiliation (Current)	2025: 東京理科大学, 経営学部ビジネスエコノミクス学科, 教授
Affiliation (based on the past Project Information) *help	2016: 東京理科大学, 経営学部ビジネスエコノミクス学科, 教授 2014 – 2015: 龍谷大学, 経済学部, 教授 2011 – 2013: 筑波大学, システム情報系, 教授 2010: 筑波大学, システム情報工学研究科, 教授 2004 – 2010: 筑波大学, 大学院・システム情報工学研究科, 教授 … More 2005 – 2006: 筑波大学, 大学院システム情報工学研究科, 教授 2002 – 2005: 筑波大学, 社会工学系, 教授 2002: Tsukuba Univ, Inst. of Policy & Planning Sciences, Professor, 第三学類, 教授 1998 – 2001: 筑波大学, 社会工学系, 助教授 1999 – 2000: 筑波大学, 社会工学系, 講師 1999: 筑波大学, 社会工学部, 助教授 1996 – 1997: 筑波大学, 社会工学系, 講師 Less
Review Section/Research Field	Principal Investigator Statistical science / Statistical science Except Principal Investigator 林学 / Environmental impact assessment/Environmental policy / Applied economics / Media informatics/Database
Keywords	Principal Investigator 双曲型割引 / 近視眼的利得追求 / 行動ファイナンス / プロスペクト理論 / dsiposition effect / risk-aversion in gains / risk-seeking in losses / アノマリー現象 / リスク回避的 / 最適意思決定モデル … More / ディスポジション・イフェクト / 指数型割引関数 / 双曲型割引関数 / リスク許容度 / disposition effect / 行動計量モデル / 意時点間最適意思決定問題 / リスク回避 / 損失回避 / 異時点間最適意思決定問題 / 投資信託 / 異時点間最適分配問題 / 行動計量分析 / 動的最適化 / 時間選好 / 意思決定 … More Except Principal Investigator Forest Economics / 森林経済学 / Statistics / Forest Biometrics / 統計学 / 森林測樹学 / XML / Web / 数理モデル / Biodiversity / Stochastic Modeling / Forest Ecology / 確率モデル / 確立モデル / ランドスケープ・マネジメント / 種多様性 / 農地利用政策 / 森林生態学 / Econometric Model / Market Equilibrium Model / Japanese Market / Environmental Policy / Timber Trade / 森林資源 / 木材貿易 / 数理統計 / 数理経済 / 森林資源管理 / 環境政策 / 環境評価 / Timber demand and supply / Carbon tax / Sustainable management / Imports of North American timber / Reforestation abandantment / Forest resources / Carbon evaluation / Global warning issue / 排出量削減枠 / 京都議定書 / 状態空間モデル / 米材 / 構造別住宅建築需要体系 / 温暖化防止策 / 循環型資源管理 / 木材貿易・森林資源モデル / 集成材 / スギ材利用 / 持続的森林経営 / 木材需給 / 森林転用 / 炭素税導入 / 市場空間均衡モデル / 炭素税 / 持続的経営 / 米材輸入 / 再造林放棄 / 炭素固定効果 / 温暖化防止 / Environmental Economics / Mathematical Modeling / Uncertainty / Carbon Sequestration / Econometrics / Forest Resource Management / 計量経済学 / 環境経済学 / 不確実性 / 炭素固定 / 軽量経済学 / 森林資源経済学 / Outlier detection / Time series / Information acquisition / Knowledge extraction / Knowledge discovery / Hidden Web / 機械学習 / 異常値検出 / 時系列ストリーム / 情報探索 / 知識抽出 / 知識発見 / Production cost / Demand ＆ Supply / 伐採の生産性 / 地域・国際社会 / 北欧材輸入 / 生産・消費国 / 森林環境対策 / 計量経済分析 / 空間均衡モデル / 造林、伐採費 / 国内市場 / 需要と供給 / 森林環境政策 / Landscaoe Management / Land Use Policy / 総計学 / Landscape Management / Agriculture Policy / 森林経営学 / Tropical Forests / Lumber Processing / 伐出費 / 造林費 / ユ-カリ / ラジアタパイン / 計量経済モデル / 市場均衡モデル / 熱帯林経営 / 日本市場 / 木材加工 / 時空間ダイナミック分析 / 土地利用最適化 / シミュレーション分析 / 貿易モデリング / 数理経済学 / 統計数理モデル / 経済・政策分析 / 国際貿易 / 時空間最適化土地利用モデル / 生態系サービス / 理数理経済 / 森林資源管 / 環境管理 / 空間統計 / リスクヘッジ / リスク分析 / 地域政策評価 / 地球温暖化政策 / リスク管理 / 森林管理 / 統計数学 / 経済統計学 Less

A behavioral model of anomalous activities in security marketsPrincipal Investigator
- Principal Investigator
  
  Shoji Isao
- Project Period (FY)
  2014 – 2016
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Statistical science
- Research Institution
  Tokyo University of Science
  Ryukoku University
A computational model of the intertemporal optimal choice under psychological biasesPrincipal Investigator
- Principal Investigator
  
  SHOJI Isao
- Project Period (FY)
  2011 – 2013
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Statistical science
- Research Institution
  University of Tsukuba
Economic Evaluation of High-Dimensional Functionalities of Forest Resources for Global Ecosystem Conservation Policy Analysis Among Turkey, Korea and Japan
- Principal Investigator
  
  YOSHIMOTO Atsushi
- Project Period (FY)
  2010 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Environmental impact assessment/Environmental policy
- Research Institution
  The Institute of Statistical Mathematics
Economic analysis of natural disturbance and management abandonment risk for sustainable forest resource management
- Principal Investigator
  
  YOSHIMOTO Atsushi
- Project Period (FY)
  2007 – 2010
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Environmental impact assessment/Environmental policy
- Research Institution
  The Institute of Statistical Mathematics
Optimal regional management and policy for forest resources under globalization of environmental problems in Slovakia
- Principal Investigator
  
  YOSHIMOTO Atsushi
- Project Period (FY)
  2006 – 2009
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Environmental impact assessment/Environmental policy
- Research Institution
  The Institute of Statistical Mathematics
  Tohoku University
A Study on Information Acquisition and Extraction from Dynamic Information Sources Based on Knowledge Discovery and Learning
- Principal Investigator
  
  KITAGAWA Hiroyuki
- Project Period (FY)
  2003 – 2005
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Media informatics/Database
- Research Institution
  University of Tsukuba
Economic analysis on carbon sequestration through optimal stochastic control model for forest resources management under uncertain environments.
- Principal Investigator
  
  YOSHIMOTO Atsushi
- Project Period (FY)
  2003 – 2006
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Applied economics
- Research Institution
  Tohoku University
Economic Analysis on Effects of Recurrent Resource Management on Global Warming through Global Timber Trading
- Principal Investigator
  
  YUKUTAKE Kiyoshi
- Project Period (FY)
  2003 – 2006
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Environmental impact assessment/Environmental policy
- Research Institution
  University of Miyazaki
Optimal stochastic control modeling for sustainable agricultural and forest resource management and optimal landscape management
- Principal Investigator
  
  YOSHIMOTO Atsushi
- Project Period (FY)
  1999 – 2002
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  林学
- Research Institution
  INSTITUTE OF STATISTICAL MATHEMATICS
  University of Miyazaki
Forest resource use vs. environmental policy ＆ timber trade
- Principal Investigator
  
  YUKUTAKE Kiyoshi
- Project Period (FY)
  1999 – 2001
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  林学
- Research Institution
  Miyazaki University
Optimal Landscape Management in Farm Woodlands
- Principal Investigator
  
  YOSHIMOTO Atsushi
- Project Period (FY)
  1997 – 1999
- Research Category
  
  Grant-in-Aid for Scientific Research (A).
- Research Field
  
  林学
- Research Institution
  MIYAZAKI UNIVERSITY
QUANTITATIVE ANALYSIS OF TIMBER TRADE AND FOREST PROTECTION
- Principal Investigator
  
  YUKUTAKE Kiyoshi
- Project Period (FY)
  1996 – 1998
- Research Category
  
  Grant-in-Aid for international Scientific Research
- Research Field
  
  林学
- Research Institution
  Miyazaki University

All 2016 2013 2012 2011 2010 2009 2008 2006 2005 2004 2003

All Journal Article Presentation

[Journal Article] Disposition effect as a behavioral trading activity elicited by investors' different risk preferences2016
- Author(s)
  I. Shoji and S. Kanehiro
- Journal Title
  
  International Review of Financial Analysis
  
  Volume: 46 Pages: 104-112
- DOI
  10.1016/j.irfa.2016.03.017
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-26330034
[Journal Article] Nonparametric estimation of nonlinear dynamics by metric-based local linear approximation2013
- Author(s)
  Shoji, I
- Journal Title
  
  Statistical Methods & Applications
  
  Volume: 22 Pages: 341-353
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23500342
[Journal Article] Filtering for partially observed diffusion and its applications2013
- Author(s)
  Shoji, I
- Journal Title
  
  Physica A
  
  Volume: 392 Pages: 4966-4976
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23500342
[Journal Article] A semiparametric model of estimating volatility of diffusion processes2013
- Author(s)
  Shoji, I
- Journal Title
  
  Stochastic Analysis and Applications
  
  Volume: 31 Pages: 250-261
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23500342
[Journal Article] Intertemporal dynamic choice under myopia for reward and different risk tolerances2012
- Author(s)
  Shoji, I. and Kanehiro, S
- Journal Title
  
  Economic Theory
  
  Volume: 50 Pages: 85-98
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23500342
[Journal Article] An empirical analysis of the volatility of the Japanese stock price index : A nonparametric approach2011
- Author(s)
  Takahashi, K. and Shoji, I
- Journal Title
  
  Journal of Applied Statistics
  
  Volume: 38 Pages: 1381-1394
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23500342
[Journal Article] A note on convergence rate of a linearization method for the discretization of stochastic differential equations2011
- Author(s)
  Shoji, I
- Journal Title
  
  Communications in Nonlinear Science and Numerical Simulation
  
  Volume: 16 Pages: 2667-2671
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23500342
[Journal Article] A nonparametric method of multi-step ahead forecasting in diffusion processes2010
- Author(s)
  Yamamura, M., Shoji, I.
- Journal Title
  
  Physica A
  
  Volume: 389 Pages: 2408-2415
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19201009
[Journal Article] Optimal dividend distribution policy from the perspective of the impatient and loss-averse investor2009
- Author(s)
  Yang, Y., Shoji, I., Kanehiro, S.
- Journal Title
  
  Journal of Socio-Economics 38
  
  Pages: 534-540
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19201009
[Journal Article] A simple numerical method of checking normality in statistical models2008
- Author(s)
  Shoji, I.
- Journal Title
  
  Advances and Applications in Statistics 10
  
  Pages: 259-275
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19201009
[Journal Article] 我が国木材市場における価格の連動性と一物一価法則の検証2008
- Author(s)
  行武潔・吉本敦・庄司功
- Journal Title
  
  FORMATH Vol.7
  
  Pages: 253-269
- NAID
  130007851897
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18402003
[Journal Article] Optimal dividend policy of life insurance company with policyholders'dynamically time inconsistent preferences2006
- Author(s)
  Yang, Y., Shoji, I., Kanehiro, S.
- Journal Title
  
  Advances and Applications in Statistics 6
  
  Pages: 1-15
- Data Source
  KAKENHI-PROJECT-15402003
[Journal Article] Optimal dividend policy of life insurance company with policyholders' dynamically time inconsistent preferences2006
- Author(s)
  Yang, Y., Shoji, I., Kanehiro, S.
- Journal Title
  
  Advances and Applications in Statistics 6
  
  Pages: 1-15
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15402003
[Journal Article] Optimal dividend policy of life insurance company with policyholders' dynamically inconsistent time preferences2006
- Author(s)
  Yang, Y., Shoji, I., Kanehiro, S.
- Journal Title
  
  Advances and Applications in Statistics 6
  
  Pages: 1-15
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15330048
[Journal Article] Optimal dividend policy of life insurance company with policy holders' dynamically time inconsistent preferences2006
- Author(s)
  Yang, Y., Shoji, I., Kanehiro, S.
- Journal Title
  
  Advances and Applications in Statistics 6
  
  Pages: 1-15
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15402003
[Journal Article] Optimal dividend policy of life insurance company with policyholders' dynamically time inconsistent preferences2006
- Author(s)
  Yang,.Y., Shoji, I., Kanehiro, S.
- Journal Title
  
  Advances and Applications in Statistics 6
  
  Pages: 1-15
- Data Source
  KAKENHI-PROJECT-15402003
[Journal Article] Nonparametric estimation of diffusion coefficients from discretely observed data, The 5th International Conference on Statistical Finance and Financial Engineering2005
- Author(s)
  Shoji, I.
- Journal Title
  
  Hitotsubashi University March
- Data Source
  KAKENHI-PROJECT-15402003
[Journal Article] Estimation of diffusion coefficients with a nonparametric drift function2004
- Author(s)
  I, Shoji
- Journal Title
  
  2004年度統計関連学会連合大会,富士大学,2004年9月
- Data Source
  KAKENHI-PROJECT-15402003
[Journal Article] On accuracy of local linear approximation for the term structure of interest rates2004
- Author(s)
  Takamizawa, H., Shoji, I.
- Journal Title
  
  Quantitative Finance 4
  
  Pages: 151-157
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15330048
[Journal Article] Nonparametric estimation of diffusion coefficients from discretely observed data2004
- Author(s)
  I, Shoji
- Journal Title
  
  2004 SRCCS Probability Workshop, Seoul National University 25-26
  
  Pages: 17-23
- Data Source
  KAKENHI-PROJECT-15402003
[Journal Article] Estimation of diffusion parameters by a nonparametric drift function Model2003
- Author(s)
  Shoji, I.
- Journal Title
  
  Intelligent Data Engineering and Automated Learning, Lecture Notes in Computer Science 2690
  
  Pages: 221-217
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15402003
[Journal Article] Modeling the term structure of interest rates with general short-rate models2003
- Author(s)
  Takamizawa, H., Shoji, I.
- Journal Title
  
  Finance and Stochastics 7
  
  Pages: 323-335
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15330048
[Journal Article] Estimation of diffusion parameters by a nonparametric drift function model2003
- Author(s)
  Shoji, I.
- Journal Title
  
  Intelligent Data Engineering and Automated Learning,Lecture Notes in Computer Science 2690
  
  Pages: 211-217
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15330048
[Journal Article] Nonparametric estimation of diffusion coefficients from discretely observed data2003
- Author(s)
  Shoji, I.
- Journal Title
  
  Intelligent Data Engineering and Automated Learning, Lecture Notes in Computer Science 2690
  
  Pages: 221-217
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15402003
[Journal Article] Estimation of diffusion parameters by a nonparametric drift function model2003
- Author(s)
  Shoji, I.
- Journal Title
  
  Intelligent Data Engineering and Automated Learning, Lecture Notes in Computer Science 2690
  
  Pages: 211-217
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15330048
[Presentation] disposition effect の発生メカニズムに関する一考察2013
- Author(s)
  庄司功
- Organizer
  2013年度日本行動計量学会41回大会
- Place of Presentation
  東邦大学
- Data Source
  KAKENHI-PROJECT-23500342
[Presentation] disposition effectの発生メカニズムに関する一考察2013
- Author(s)
  庄司功、兼広崇明
- Organizer
  日本行動計量学会
- Place of Presentation
  東邦大学
- Data Source
  KAKENHI-PROJECT-23500342
[Presentation] Filtering for partially observed diffusions2009
- Author(s)
  Shoji, I.
- Organizer
  第3回金融工学教育国際会議
- Place of Presentation
  東京(一橋大学)
- Year and Date
  2009-08-08
- Data Source
  KAKENHI-PROJECT-19201009
[Presentation] A nonparametric method of multi-step ahead forecasting in diffusion processes2008
- Author(s)
  山村麻理子, 庄司功
- Organizer
  2008年度統計関連学会連合大会
- Place of Presentation
  慶應義塾大学・理工学部矢上キャンパス
- Year and Date
  2008-09-08
- Data Source
  KAKENHI-PROJECT-19201009

1. YOSHIMOTO Atsushi (10264350)

# of Collaborated Projects: 9 results

# of Collaborated Products: 1 results
2. YUKUTAKE Kiyoshi (30174832)

# of Collaborated Projects: 6 results

# of Collaborated Products: 1 results
3. YANAGIHARA Hirokazu (70342615)

# of Collaborated Projects: 4 results

# of Collaborated Products: 0 results
4. KONOSHIMA Masashi (10466542)

# of Collaborated Projects: 4 results

# of Collaborated Products: 0 results
5. NINOMIYA Yoshiyuki (50343330)

# of Collaborated Projects: 4 results

# of Collaborated Products: 0 results
6. KAMO KenーIchi (10404740)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
7. OZAKI Tohru (00000208)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
8. KATO Takashi (40353643)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
9. SASAKI Nopia (90382275)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
10. OWARI Toshiaki (00292003)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
11. TERAOKA Yukio (40264105)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
12. ITO Satoshi (00231150)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
13. YOSHIMOTO Yoko

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
14. ISHIKAWA Hitoshi (90311521)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
15. KITAGAWA Hiroyuki (00204876)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
16. ISHIKAWA Yoshiharu (80263440)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
17. AMAGASA Toshiyuki (70314531)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
18. MORISHIMA Atsuyuki (70338309)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
19. KOBAE Shoicihro (10038276)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
20. FUJIKAKE Icihro (90243071)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
21. 嘉戸昭夫 (10446619)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
22. 斯波恒正 (90187386)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
23. 品川徳秀 (60334215)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
24. 金放鳴 (90323039)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
25. 佐竹正夫 (30125380)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
26. HAVNES R.

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
27. HAYNES Richard

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
28. TORRES Juan

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
29. EVISON David

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
30. CERDA Arcadi

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
31. PAREDES Gonz

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
32. BROOKS David

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
33. HAYNES Richa

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
34. 古井戸宏通

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
35. BUCKLEY G.peter

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
36. BUCKLEY P

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

Shoji Isao 庄司 功

SHOUJI Isao 庄司 功

Research Projects

Research Products

Co-Researchers

A behavioral model of anomalous activities in security marketsPrincipal Investigator

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A computational model of the intertemporal optimal choice under psychological biasesPrincipal Investigator

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[Journal Article] Disposition effect as a behavioral trading activity elicited by investors' different risk preferences2016

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Nonparametric estimation of nonlinear dynamics by metric-based local linear approximation2013

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[Journal Article] Filtering for partially observed diffusion and its applications2013

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Shoji Isao 庄司功

SHOUJI Isao 庄司功