Inoue Akihiko 井上昭彦

… Alternative Names

INOUE Akihiko 井上昭彦

INOUE AKIHIKO 井上昭彦

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Researcher Number	50168431
Other IDs
Affiliation (Current)	2025: 広島大学, 先進理工系科学研究科(理), 名誉教授
Affiliation (based on the past Project Information) *help	2020 – 2023: 広島大学, 先進理工系科学研究科(理), 教授 2016 – 2019: 広島大学, 理学研究科, 教授 2011 – 2015: 広島大学, 理学(系)研究科(研究院), 教授 2012: 広島大学, 理学研究科, 教授 2009 – 2011: Hiroshima University, 大学院・理学研究科, 教授 … More 2007 – 2008: 北海道大学, 大学院・理学研究院, 准教授 2007: Hokkaido University, Graduate School of Science, Associate Professor 2006: Hokkaido Univ., Fac.of Sci., Asso.Prof., 大学院理学研究院, 助教授 1995 – 2005: 北海道大学, 大学院・理学研究科, 助教授 1998 – 1999: 北海道大学, 大学院理学研究科, 助教授 1991 – 1993: 北海道大学, 理学部, 講師 1986 – 1987: 北海道大学, 理学部, 助手 Less
Review Section/Research Field	Principal Investigator Basic analysis / Basic analysis / Basic Section 12010:Basic analysis-related / General mathematics (including Probability theory/Statistical mathematics) / General mathematics (including Probability theory/Statistical mathematics) Except Principal Investigator General mathematics (including Probability theory/Statistical mathematics) / Basic analysis / Social systems engineering/Safety system / General mathematics (including Probability theory/Statistical mathematics) / 解析学 / Algebra
Keywords	Principal Investigator 予測理論 / 偏相関関数 / テプリッツ系 / 線形時間アルゴリズム / partial autocorrelation function / Tauberian theorem / 長時間記憶 / タウバー型定理 / Verblunsky係数 / 有限予測係数 … More / マーサー型定理 / ハンケル変換 / テプリッツ行列 / 有限予測 / 閉形式表示 / long memory / Mercerian theorem / 直交多項式 / 確率解析 / 定常過程 / フィルタリング / 数理ファイナンス / 確率論 / フーリエ級数 / regular variation / フーリエ変換 / 双対過程 / 多変量ARMAモデル / 局所近似 / 多変量長期記憶モデル / Baxter 型定理 / 明示公式 / テプリッツ行列の逆行列 / 多次元ARMA過程 / ブートストラップ / 多変量ARMA過程 / 自己回帰移動平均過程 / Duality in prediction theory / Partial autocorrelation function / Long term investment / Financial market model with memory / Long memory / Verblunsky coefficients / Orthogonal polynomials / Prediction theory / 非マルコフ型ノイズ / 最適投資問題 / 記憶を持つ確率過程 / 予測問題 / 記憶を持つ確立過程 / 効用等値価格 / 予測理論における双対性 / 長期間投資問題 / 記憶を持つ金融市場モデル / financial market model / innovation process / expected utility maximization / predictor coefficient / fractional Brownian motion / 記憶を持つ資産過程 / フラクショナル・ブウウン運動 / フラクショナル・ブラウン運動 / タウバー型過程 / 金融市場モデル / 新生過程 / 期待効用最大化 / 予測係数 / フラクショナルブラウン運動 / past and future method / risky asset model / prediction theory / FARIMA process / 過去未来法 / 危険資産価格モデル / 長時間記憶モデル / FARIMA過程 / Hankel transform / Abelian theorem / Fourier series / stationary time series / Fourier transform / アーベル型定理 / 定常時系列 / 非マルコフ・モデル / 短期金利モデル / Baxterの不等式 / Verblunsky 係数 / ARMA過程 / 有限予測誤差 / ARMA 過程 / 非マルコフ / rigidity / 米国 / 国際情報交換 / 完全非決定的 / rigid関数 / Baxter の不等式 / 多次元弱定常過程 / 双対問題 / 均衡価格 / 時間に関する一貫性 / 動的リスク測度 / 保険料計算原理 / 指数効用 / 最適異時点間リスク配分 / 保険 / ファイナンス / 非マルコフ型市場モデル / 漸近挙動 / 多次元化 / 多次元定常過程 / 相係数 / 予測理論的手法 / リスク / 記憶 / 確率過程 / タイバー型定理 / フーリエ積分 / Mercer型定理 / Abel-Tauber型定理 / π-variation … More Except Principal Investigator 揺動散逸定理 / Fock space / 基底状態 / フォック空間 / 量子場 / 数理ファイナンス / 確率過程 / Dirac particle / 量子電磁力学 / ディラック粒子 / fluctuation-dissipation theorem / KMO-Langevin equation / KMO-ランジュヴァン方程式 / KM_2O-ランジュヴァン方程式 / Dirac operator / ディラック作用素 / 確率モデル / 金融工学 / Fluctuation-sissipation theorem / Diffusion coefficient / Einstein relation / Kubo noise / White noise / エントロピー規準 / Einstein関係式 / エントロピーレート / 拡散係数 / Einsteinの関係式 / 久保ノイズ / ホワイトノイズ / Monte Carlo method / Ereodic theory / Limit theorem / Stochastic Process / Stochastic analysis / Probability theor / ランダム分割 / マリアヴァン解析 / 確率過程論 / モンテカルロ法 / エルゴード理論 / 極限定理 / 確率解析 / 確率論 / Long Memory / Market with Memory / Portfolio / Path-dependent Options / Stochastic Models / Stock Price Processes / Mathematical Finance / Financial Engineering / 幾何Levy過程 / 時系列モデル / 構造的アプローチ / 長時間記憶 / 市場の記憶 / ポートフォリオ / 経路依存型オプション / 証券価格過程 / brain wave / aurora / earthquake / separation property / test for abnormality / test for stationarity / non-linear filtering problem / the theory of KM_2O-Langevin equations / from data to model / abnormality test / stationarity test / non-arbitrage pricing for option / generating system / non-linear information analysis / KM_2O-Langevin equations / 異常性テスト(ABN) / 定常性テスト Test(S) / 非線形フィルタリング問題 / 非線形情報解析 / 大脳皮質脳波 / 深部低周波地震 / 決定解析 / 異常解析 / 定常解析 / KM_2O-ランジュヴン方程式 / 脳波 / オーロラ / 地震波 / 分離性 / 異常性の検出 / 定常性の検出 / 非線形推定問題 / KM2O-ランジュヴァン方程式論 / Salisbury's problem / stochastic control / discrete approximation / Gauss curvature / stochastic geometry / mass transportation problem / 可測性 / 質量輸送 / 最適制御 / サリスベリーの問題 / 確率制御 / 離散近似 / ガウス曲率 / 確率幾何 / 質量輸送問題 / Enhanced binding / Scaling limit / Dirac-Maxwell operator / 量子電磁場 / エンハンストバインディング / パウリーフィールツモデル / 非相対論的QED / 束縛の強化 / スケーリング極限 / ディラック-マクスウェル作用素 / ground state / infrared divergence / Nelson model / quantum electrodynamics / essential spectrum / quantum field / 本質的スパクトル / 赤外発散 / ネルソンモデル / 本質的スペクトル / outer matrix function / innovation method / local and global canonical representation theorem / purely non-determinicity / weak stationarity / KM_2O-Langevin equation / 純非決定性完全ランク性とテープリッツ条件 / スケール極限 / KM_2O-ランジュヴァンデータ / KMO-ランジュヴァンデータ / 多次元非線形予測解析 / 連続系と離散系 / 純非決定性,完全ランク性とテープリッツ条件 / outer行列関数 / イノベーション法 / 局所的・大域的な標準表現定理 / 純非決定性 / 弱定常性 / Schrodinger operator / supersymmetric qauntum field theory / qauntum field / gauge theory / canonical commutation relations (CCR) / 非可逆的ボゴリューボフ変換 / 埋蔵固有値 / 一般化されたスピン-ボソンモデル / 強反可換性 / シュレ-ディンガー作用素 / 超対称的場の量子論 / ゲージ理論 / 正準交換関係(CCR) / Causality Test / Stationary Test / Non-linear prediction problem / Fluctuation-Dissipation-Principle / Alder-Wainwright effect / Fluctuation-Dissipation-Theorem / The theory of KM_2O-Langevin equations / The theory of KMO-Langevin equations / 揺動散逸原理 / KMOーランジュヴァン方程式 / 非線型予測問題 / 因果律 / 定常性 / KM_2Oーランジュヴァン方程式 / 因果性の検定 / 定常性の検定 / 非線形予測問題 / KM_2O-ランジュヴァン方程式論 / ポートフォリオ最適 / リアルオプション / ポートフォリオ最適化 / オプション評価 / 意思決定 / OR / シフト法 / ブートストラップ法 / 並べ替え検定 / 置換群 / 多項超幾何分布 / 比較言語学 / 系統樹 / 分割表 / MCMC法 / 鉛同位体比 / Fisherの正確確率法 / 一致率検定 / 対称群の表現 / 対称群上のランダムウォーク / 分割表の生成 / 代数統計 / 情報の流れ / 神経系 / 時系列 / 相互情報量 / エントロピー / 創発的挙動 / コーヒーレンス / 複雑系 Less

有限予測における明示公式と双対過程Principal Investigator
- Principal Investigator
  
  井上昭彦
- Project Period (FY)
  2023 – 2025
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 12010:Basic analysis-related
- Research Institution
  Hiroshima University
Representation theorems in finite prediction and linear-time algorithms for Toeplitz systemsPrincipal Investigator
- Principal Investigator
  
  Inoue Akihiko
- Project Period (FY)
  2020 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 12010:Basic analysis-related
- Research Institution
  Hiroshima University
Dynamic stochastic dependency analysis by new prediction theoretic method and its applications to financePrincipal Investigator
- Principal Investigator
  
  Inoue Akihiko
- Project Period (FY)
  2017 – 2020
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Basic analysis
- Research Institution
  Hiroshima University
Development of new multivariate prediction theory and dynamic dependency analysis in financePrincipal Investigator
- Principal Investigator
  
  Inoue Akihiko
- Project Period (FY)
  2014 – 2017
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Basic analysis
- Research Institution
  Hiroshima University
Development of a new prediction-theoretic method for stochastic fields, with applications to financePrincipal Investigator
- Principal Investigator
  
  INOUE AKIHIKO
- Project Period (FY)
  2011 – 2014
- Research Category
  
  Grant-in-Aid for Challenging Exploratory Research
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Hiroshima University
Exploring Decision Support Models in OR-oriented Finance
- Principal Investigator
  
  KIMURA Toshikazu (KIMURA Toshkazu)
- Project Period (FY)
  2008 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Kansai University
  Hokkaido University
Optimal intertemporal risk allocation with applications to finance and insurancePrincipal Investigator
- Principal Investigator
  
  INOUE Akihiko
- Project Period (FY)
  2008 – 2011
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Hiroshima University
  Hokkaido University
統計学への応用を目指した代数学と組合せ論の研究
- Principal Investigator
  
  吉田知行
- Project Period (FY)
  2006 – 2008
- Research Category
  
  Grant-in-Aid for Exploratory Research
- Research Field
  
  Algebra
- Research Institution
  Hokkaido University
Synthetic Research of Probability Theory
- Principal Investigator
  
  SUGITA Hiroshi
- Project Period (FY)
  2005 – 2007
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Osaka University
Studies on Modeling of Stock Processes and Its Applications
- Principal Investigator
  
  KIMURA Toshikazu
- Project Period (FY)
  2004 – 2007
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Hokkaido University
Progress in new methods for prediction theory and Tauberian theorems with applications to stochastic analysis of processes with memoryPrincipal Investigator
- Principal Investigator
  
  INOUE Akihiko
- Project Period (FY)
  2004 – 2006
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Basic analysis
- Research Institution
  HOKKAIDO UNIVERSITY
Time series analysis for abnormality test and modeling of corrplex system and a study for the derived model from a view point of the theory of stochastic processes
- Principal Investigator
  
  OKABE Yasunori
- Project Period (FY)
  2002 – 2004
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  The University of Tokyo
Tauberian and Mercerian theorems and analysis of stochastic financial processesPrincipal Investigator
- Principal Investigator
  
  INOUE Akihiko
- Project Period (FY)
  2002 – 2003
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Basic analysis
- Research Institution
  HOKKAIDO UNIVERSITY
Mathematical Analysis of a System of a Dirac Particle Interacting With a Quantum Electronagnetid Field
- Principal Investigator
  
  ARAI Asao
- Project Period (FY)
  2001 – 2003
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Basic analysis
- Research Institution
  Hokkaido University
Mass Transportation Problem for Stochastic Processes with a continuous parameter
- Principal Investigator
  
  MIKAMI Toshio
- Project Period (FY)
  2001 – 2002
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  HOKKAIDO UNIVERSITY
Mercerian and Tauberian theorems with applicationsPrincipal Investigator
- Principal Investigator
  
  INOUE Akihiko
- Project Period (FY)
  2000 – 2001
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Basic analysis
- Research Institution
  HOKKAIDO UNIVERSITY
Mathematical Studies on Systems of Particles Interacting with Quantum Fields
- Principal Investigator
  
  ARAI Asao
- Project Period (FY)
  1999 – 2000
- Research Category
  
  Grant-in-Aid for Scientific Research (B).
- Research Field
  
  Basic analysis
- Research Institution
  HOKKAIDO UNIVERSITY
A study of identification problem for continuous model in phenomena of complex system based on the theory of Langevin equations from the viewpoint of the theory of stochastic processes
- Principal Investigator
  
  OKABE Yasunori
- Project Period (FY)
  1998 – 2000
- Research Category
  
  Grant-in-Aid for Scientific Research (B).
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  University of Tokyo
Tauberian and Mercerian theorems for Fourier transforms with applicationsPrincipal Investigator
- Principal Investigator
  
  INOUE Akihiko
- Project Period (FY)
  1998 – 1999
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Basic analysis
- Research Institution
  Hokkaido University
regular variationとその応用Principal Investigator
- Principal Investigator
  
  井上昭彦
- Project Period (FY)
  1996
- Research Category
  
  Grant-in-Aid for Encouragement of Young Scientists (A)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Hokkaido University
Mathematical Problems in Quantum Field Theory and Infinite-Dimensional Analysis
- Principal Investigator
  
  ARAI Asao
- Project Period (FY)
  1996 – 1997
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  解析学
- Research Institution
  HOKKAIDO UNIVERSITY
π-variationとその応用Principal Investigator
- Principal Investigator
  
  井上昭彦
- Project Period (FY)
  1995
- Research Category
  
  Grant-in-Aid for Encouragement of Young Scientists (A)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Hokkaido University
非対称結合神経回路網による動的環境の認識・学習の情報理論的分析
- Principal Investigator
  
  辻下徹
- Project Period (FY)
  1993
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Hokkaido University
A study of stationarity and causality based on the theory of KM_2O-Langevin equations
- Principal Investigator
  
  OKABE Yasunori
- Project Period (FY)
  1991 – 1992
- Research Category
  
  Grant-in-Aid for General Scientific Research (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Hokkaido University
ON THE THEORY OF KMO-LANGEVIN EQUATIONS WITH APPLICATIONS
- Principal Investigator
  
  OKABE YASUNORI
- Project Period (FY)
  1986 – 1987
- Research Category
  
  Grant-in-Aid for General Scientific Research (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  HOKKAIDO UNIVERSITY

[Book] ファイナンスと保険の数理2014
- Author(s)
  井上昭彦、中野張、福田敬
- Total Pages
  464
- Publisher
  岩波書店
- Data Source
  KAKENHI-PROJECT-23654037
[Book] ファイナンスと保険の数理2014
- Author(s)
  井上昭彦、中野張、福田敬
- Total Pages
  464
- Publisher
  岩波書店
- Data Source
  KAKENHI-PROJECT-26400139
[Book] 偏相関関数,Rokko Lectures in Mathematics 162005
- Author(s)
  井上,昭彦
- Total Pages
  102
- Publisher
  神戸大学理学部数学教室
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] Explicit formulas for the inverses of Toeplitz matrices, with applications2023
- Author(s)
  Akihiko Inoue
- Journal Title
  
  Probability Theory and Related Fields
  
  Volume: 185 Issue: 1-2 Pages: 513-552
- DOI
  10.1007/s00440-022-01162-9
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-20K03654
[Journal Article] Closed-form expression for finite predictor coefficients of multivariate ARMA processes2020
- Author(s)
  Akihiko Inoue
- Journal Title
  
  Journal of Multivariate Analysis
  
  Volume: 176 Pages: 104578-104578
- DOI
  10.1016/j.jmva.2019.104578
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K05302
[Journal Article] 有限予測における表現定理とその応用2019
- Author(s)
  井上昭彦
- Journal Title
  
  数学
  
  Volume: 71 Pages: 302-324
- NAID
  130008067656
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K05302
[Journal Article] Simple matrix representations of the orthogonal polynomials for a rational spectral density on the unit circle2018
- Author(s)
  Inoue Akihiko、Kasahara Yukio
- Journal Title
  
  Journal of Mathematical Analysis and Applications
  
  Volume: 464 Issue: 2 Pages: 1366-1374
- DOI
  10.1016/j.jmaa.2018.04.062
- NAID
  120006878348
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K05302
[Journal Article] Baxter’s inequality for finite predictor coefficients of multivariate long-memory stationary processes2018
- Author(s)
  Inoue Akihiko、Kasahara Yukio、Pourahmadi Mohsen
- Journal Title
  
  Bernoulli
  
  Volume: 24 Issue: 2 Pages: 1202-1232
- DOI
  10.3150/16-bej897
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K05302, KAKENHI-PROJECT-26400139
[Journal Article] 移動平均型定常増分過程に対する新生過程によるセミマルチンゲール表現2017
- Author(s)
  井上昭彦, 仲村勇祐
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 2030 Pages: 32-38
- Data Source
  KAKENHI-PROJECT-26400139
[Journal Article] Rigidity for matrix-valued Hardy functions2016
- Author(s)
  Yukio Kasahara, Akihiko Inoue, Mohsen Pourahmadi
- Journal Title
  
  Integral Equations and Operator Theory
  
  Volume: 84 Issue: 2 Pages: 289-300
- DOI
  10.1007/s00020-015-2265-y
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26400139
[Journal Article] The intersection of past and future for multivariate stationary processes2016
- Author(s)
  Akihiko Inoue, Yukio Kasahara, Mohsen Pourahmadi
- Journal Title
  
  Proceedings of the American Mathematical Society
  
  Volume: 144 Issue: 4 Pages: 1779-1786
- DOI
  10.1090/proc/12869
- NAID
  120005745379
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26400139
[Journal Article] A Vasicek-type short rate model with memory effect2015
- Author(s)
  Akihiko Inoue, Shingo Moriuchi, Yusuke Nakamura
- Journal Title
  
  Stochastic Analysis and Applications
  
  Volume: 33 Issue: 6 Pages: 1068-1082
- DOI
  10.1080/07362994.2015.1087864
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-26400139
[Journal Article] Vasicekモデルのひとつの拡張2015
- Author(s)
  井上昭彦, 森内慎吾, 仲村勇祐
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 1952 Pages: 157-164
- Data Source
  KAKENHI-PROJECT-26400139
[Journal Article] 多次元の予測理論的手法の最近の進展について2014
- Author(s)
  井上昭彦、笠原雪夫、Mohsen Pourahmadi
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 1903 Pages: 67-72
- Open Access
- Data Source
  KAKENHI-PROJECT-26400139
[Journal Article] 多次元の予測理論的手法の最近の進展について2014
- Author(s)
  井上昭彦、笠原雪夫、Mohsen Pourahmadi
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 1903 Pages: 67-72
- Open Access
- Data Source
  KAKENHI-PROJECT-23654037
[Journal Article] フィルタリングの手法の多変量への拡張とその応用2012
- Author(s)
  井上昭彦，笠原雪夫，Pourahmadi, M.
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 1818 Pages: 158-162
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Prediction of fractional processes with long-range dependence2012
- Author(s)
  A. Inoue and V. Anh
- Journal Title
  
  Hokkaido Mathematical Journal
  
  Volume: vo. 41
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20340015
[Journal Article] Prediction of fractional processes with long-range dependence2012
- Author(s)
  Inoue, A. and Anh, V.
- Journal Title
  
  Hokkaido Mathematical Journal
  
  Volume: 41 Pages: 157-183
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23654037
[Journal Article] Prediction of Fractional Processes with Long-range Dependence2012
- Author(s)
  Inoue, A. and Anh, V.
- Journal Title
  
  Hokkaido Mathematical Journal
  
  Volume: 41 Pages: 157-183
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] フィルタリングの手法の多変量への拡張とその応用2012
- Author(s)
  井上昭彦・笠原雪夫・M. Pourahmadi
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 1818 Pages: 158-162
- Data Source
  KAKENHI-PROJECT-23654037
[Journal Article] An explicit representation of Verblunsky coefficients2012
- Author(s)
  N. H. Bingham, A. Inoue and Y. Kasahara
- Journal Title
  
  Statistics & Probability Letters
  
  Volume: vol.82 Pages: 403-410
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20340015
[Journal Article] An Explicit Representation of Verblunsky Coefficients2012
- Author(s)
  Bingham N. H., Inoue, A. and Kasahara, Y.
- Journal Title
  
  Statistics & Probability Letters
  
  Volume: 82 Issue: 2 Pages: 403-410
- DOI
  10.1016/j.spl.2011.11.004
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037, KAKENHI-PROJECT-20340015, KAKENHI-PROJECT-23654037
[Journal Article] Buhlmannの価格原理の多期間への拡張2010
- Author(s)
  井上昭彦
- Journal Title
  
  数理解析研究所講究録 1675巻
  
  Pages: 37-41
- Data Source
  KAKENHI-PROJECT-20340015
[Journal Article] Buhlmannの価格原理の多期間への拡張2010
- Author(s)
  井上昭彦
- Journal Title
  
  数理解析研究所講究録 1675
  
  Pages: 37-41
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Buhlmann の価格原理の多期間への拡張2010
- Author(s)
  井上昭彦
- Journal Title
  
  数理解析研究所講究録 1675
  
  Pages: 37-41
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20340015
[Journal Article] Buhlmannの価格原理の多期間への拡張2010
- Author(s)
  井上昭彦
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 1675巻 Pages: 37-41
- Data Source
  KAKENHI-PROJECT-20340015
[Journal Article] Duals of Random Vectors and Processes with Applications to Prediction Problems with Missing Values2009
- Author(s)
  Kasahara, Y., Pourahmadi, M.Inoue, A.
- Journal Title
  
  Statistics & Probability Letters 79
  
  Pages: 1637-1646
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Duals of random vectors and processes with applications to prediction problems with missing values2009
- Author(s)
  Y. Kasahara, M. Pourahmadi and A. Inoue
- Journal Title
  
  Statistics & Probability Letters
  
  Volume: vol.79 Pages: 1637-1646
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20340015
[Journal Article] Duals of Random Vectors and Processes with Applications to Prediction Problems with Missing Values2009
- Author(s)
  Kasahara, Y., Pourahmadi, M. and Inoue, A.
- Journal Title
  
  Statistics & Probability Letters
  
  Volume: 79 Issue: 14 Pages: 1637-1646
- DOI
  10.1016/j.spl.2009.04.005
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Duals of random vectors and processes with applications to prediction problems with missing values2009
- Author(s)
  Y. Kasahara, M. Pourahmadi, A. Inoue
- Journal Title
  
  Statistics & Probability Letters vol.79
  
  Pages: 1637-1646
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20340015
[Journal Article] Duals of Random Vectors and Processes with Applications to Prediction Problems with Missing Values2009
- Author(s)
  Kasahara, Y., Pourahmadi, M., Inoue, A.
- Journal Title
  
  Statistics & Probability Letters 79
  
  Pages: 1637-1646
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20340015
[Journal Article] Baxter's Inequality for Fractional Brownian Motion-type Processes with Hurst Index less than 1/22008
- Author(s)
  Inoue, A., Kasahara, Y. and Phartyal, P.
- Journal Title
  
  Statistics & Probability Letters
  
  Volume: 78 Issue: 17 Pages: 2889-2894
- DOI
  10.1016/j.spl.2008.04.014
- NAID
  120006459591
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] AR and MA representation of partial autocorrelation functions, with applications2008
- Author(s)
  A. Inoue
- Journal Title
  
  Probability Theory and Related Fields
  
  Volume: vol.140 Pages: 523-551
- NAID
  120000951579
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20340015
[Journal Article] Baxter' s Inequality for Fractional Brownian Motion-type Processes with Hurst Index less than 1 / 22008
- Author(s)
  Inoue, A., Kasahara, Y. and Phartval, P.
- Journal Title
  
  Statistics & Probability Letters 78
  
  Pages: 2889-2894
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20340015
[Journal Article] Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/22008
- Author(s)
  A. Inoue, Y. Kasahara, P. Phartyal
- Journal Title
  
  Statistics & Probability Letters vol.78
  
  Pages: 2889-2894
- NAID
  120006459591
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20340015
[Journal Article] Baxter' s inequality for fractional Brownian motion-type processes with Hurstindex less than 1/ 22008
- Author(s)
  A. Inoue, Y. Kasahara and P. Phartyal
- Journal Title
  
  Statistics & Probability Letters
  
  Volume: vol.78 Pages: 2889-2894
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20340015
[Journal Article] Baxter's Inequality for Fractional Brownian Motion-type Processes wit h Hurst Index less than 1/22008
- Author(s)
  Inoue, A., Kasahara, Y., Phartyal, P.
- Journal Title
  
  Statistics & Probability Letters 78
  
  Pages: 2889-2894
- NAID
  120006459591
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Baxter's Inequality for Fractional Brownian Motion-type Processes with Hurst Index less than 1/22008
- Author(s)
  Inoue, A., Kasahara, Y. and Phartval, P.
- Journal Title
  
  Statistics & Probability Letters 78
  
  Pages: 2889-2894
- NAID
  120006459591
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Binary Market Models with Memory2007
- Author(s)
  Inoue, A., Nakano, Y., Anh, V.
- Journal Title
  
  Statistics & Probability Letters 77
  
  Pages: 256-264
- NAID
  120000967157
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] A prediction problem in $Lsp 2(w)$2007
- Author(s)
  Pourahmadi, Mohsen, Inoue, Akihiko, Kasahara, Yukio
- Journal Title
  
  Proc. Amer. Math. Soc. (electronic) 135-4
  
  Pages: 1233-1239
- Data Source
  KAKENHI-PROJECT-17204009
[Journal Article] Remark on Optimal Investment in a Market with Memory2007
- Author(s)
  Inoue, A. and Nakano, Y.
- Journal Title
  
  Theory of Stochastic Processes 13
  
  Pages: 66-76
- NAID
  120006459532
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] Prediction of fractional Brownian motion-type proesses2007
- Author(s)
  Akihiko Inoue
- Journal Title
  
  Stochastic Analysis and Applications 25
  
  Pages: 641-666
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16340030
[Journal Article] Remark on Optimal Investment in a Market with Memory2007
- Author(s)
  Inoue, A., Nakano, Y.
- Journal Title
  
  Theory of Stochastic Processes 13
  
  Pages: 66-76
- NAID
  120006459532
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] Binary market models with memory2007
- Author(s)
  A.Inoue
- Journal Title
  
  Statistics ＆ Probability Letters 77
  
  Pages: 256-264
- NAID
  120000967157
- Data Source
  KAKENHI-PROJECT-16340030
[Journal Article] Binary market models with memory2007
- Author(s)
  Akihiko Inoue
- Journal Title
  
  Statistics ＆ Probability Letters 77
  
  Pages: 256-264
- NAID
  120000967157
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16340030
[Journal Article] Optimal Long-Term Investment Model with Memory2007
- Author(s)
  Inoue, A.・Nakano, Y.
- Journal Title
  
  Applied Mathematics and Optimization 55
  
  Pages: 93-122
- NAID
  120000965233
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] Binary market models with memory2007
- Author(s)
  Akihiko Inoue
- Journal Title
  
  Statistics ＆ Probability Letters 77
  
  Pages: 1233-1239
- NAID
  120000967157
- Data Source
  KAKENHI-PROJECT-18654001
[Journal Article] Optimal Long-Term Investment Model with Memory2007
- Author(s)
  Inoue, A. and Nakano, Y.
- Journal Title
  
  Applied Mathematics and Optimization 55
  
  Pages: 93-122
- NAID
  120000965233
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] Optimal long-term investment model with memory2007
- Author(s)
  A.Inoue
- Journal Title
  
  Applied Mathematics and Optimization 55
  
  Pages: 93-122
- NAID
  120000965233
- Data Source
  KAKENHI-PROJECT-16340030
[Journal Article] Optimal Long-Term Investment Model with Memory2007
- Author(s)
  Inoue, A., Nakano, Y.
- Journal Title
  
  Applied Mathematics and Optimization 55
  
  Pages: 93-122
- NAID
  120000965233
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] Binary Market Models with Memory2007
- Author(s)
  Inoue, A., Nakano, Y., Anh, V.
- Journal Title
  
  Statistics ＆ Probability Letters 77
  
  Pages: 256-264
- NAID
  120000967157
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] Optimal long-term investment model with memory2007
- Author(s)
  Akihiko Inoue
- Journal Title
  
  Applied Mathematics and Optimization 55
  
  Pages: 93-122
- NAID
  120000965233
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16340030
[Journal Article] Binary Market Models with Memory2007
- Author(s)
  Inoue, A.・Nakano, Y.・Anh, V.
- Journal Title
  
  Statistics & Probability Letters 77
  
  Pages: 256-264
- NAID
  120000967157
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] Remark on Optimal Investment in a Market with Memory2007
- Author(s)
  Inoue, A.・Nakano, Y.
- Journal Title
  
  Theory of Stochastic Processes 13
  
  Pages: 66-76
- NAID
  120006459532
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] Binary Market Models with Memory2007
- Author(s)
  Inoue, A., Nakano, Y. and Anh, V.
- Journal Title
  
  Statistics & Probability Letters 77
  
  Pages: 256-264
- NAID
  120000967157
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] Explicit Representation of Finite Predictor Coefficients and Its Applications2006
- Author(s)
  A.Inoue, Y.Kasahara
- Journal Title
  
  The Annals of Statistics 34・(印刷中)
- NAID
  120000972661
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] Linear filtering of systems with memory and application to finance2006
- Author(s)
  Inoue, A., Nakano, Y., Anh, V.
- Journal Title
  
  J. Appl. Math. Stoch. Anal. Art. ID53104
- Data Source
  KAKENHI-PROJECT-17204009
[Journal Article] Explicit representation of innovation processes with application to optimal investment model with memory2006
- Author(s)
  A.Inoue
- Journal Title
  
  RIMS Kokyuroku 1491
  
  Pages: 46-59
- Data Source
  KAKENHI-PROJECT-16340030
[Journal Article] Explicit representation of finite predictor coefficients and its applications2006
- Author(s)
  A.Inoue
- Journal Title
  
  The Annals of Statistics 34
  
  Pages: 973-993
- NAID
  120000972661
- Data Source
  KAKENHI-PROJECT-16340030
[Journal Article] Explicit representation of finite predictor coefficients and its applications.2006
- Author(s)
  Akihiko Inoue
- Journal Title
  
  The Annals of Statistics 34
  
  Pages: 973-993
- NAID
  120000972661
- Data Source
  KAKENHI-PROJECT-18654001
[Journal Article] Explicit representation of finite predictor coefficients and its applications2006
- Author(s)
  Akihiko Inoue
- Journal Title
  
  The Annals of Statistics 34
  
  Pages: 973-993
- NAID
  120000972661
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16340030
[Journal Article] Linear filtering of systems with memory and application to finance2006
- Author(s)
  Akihiko Inoue
- Journal Title
  
  Journal of Applied Mathematics and Stochastic Analysis 2006
  
  Pages: 1-26
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16340030
[Journal Article] Explicit representation of finite predictor coefficients and its applications2006
- Author(s)
  A.Inoue
- Journal Title
  
  The Annals of Statistics 34・(印刷中)
- NAID
  120000972661
- Data Source
  KAKENHI-PROJECT-16340030
[Journal Article] Linear filtering of systems with memory and application to finance2006
- Author(s)
  A.Inoue
- Journal Title
  
  Journal of Applied Mathematics and Stochastic Analysis 2006
  
  Pages: 1-26
- Data Source
  KAKENHI-PROJECT-16340030
[Journal Article] Linear Filtering of Systems with Memory and Application to Finance2006
- Author(s)
  Inoue, A., Nakano, Y., Anh, V.
- Journal Title
  
  Journal of Applied Mathematics and Stochastic Analysis
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] Linear Filtering of Systems with Memory and Application to Finance2006
- Author(s)
  Inoue, A.・Nakano, Y.・Anh, V.
- Journal Title
  
  Journal of Applied Mathematics and Stochastic Analysis ID 53104
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] Financial markets with memory. II. Innovation processes and expected utility maximization2005
- Author(s)
  V.Anh, A.Inoue, Y.Kasahara
- Journal Title
  
  Stoch.Anal.Appl. 23・2
  
  Pages: 301-328
- Data Source
  KAKENHI-PROJECT-17204009
[Journal Article] Financial markwes with memory II : Innovation processes and expected utility maximization2005
- Author(s)
  A.Inoue
- Journal Title
  
  Stochastic analysis and applications 23・2
  
  Pages: 301-328
- Data Source
  KAKENHI-PROJECT-16340030
[Journal Article] Financial Markets with Memory I : Dynamic Models2005
- Author(s)
  V.Anh, A.Inoue
- Journal Title
  
  Stochastic Analysis and Applications 23・2
  
  Pages: 275-300
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] Financial Markets with Memory I: Dynamic Models2005
- Author(s)
  Anh, V., Inoue, A.
- Journal Title
  
  Stochastic Analysis and Applications 23
  
  Pages: 275-300
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] Financial markets with memory. I. Dynamic models2005
- Author(s)
  V.Anh, A.Inoue
- Journal Title
  
  Stoch.Anal.Appl. 23・2
  
  Pages: 275-300
- Data Source
  KAKENHI-PROJECT-17204009
[Journal Article] Financial markers with memory I : Dynamic models2005
- Author(s)
  A.Inoue
- Journal Title
  
  Stochastic analysis and applications 23・2
  
  Pages: 275-300
- Data Source
  KAKENHI-PROJECT-16340030
[Journal Article] Financial Markets with Memory II : Innovation Processes and Expected Utility Maximization2005
- Author(s)
  V.Anh, A.Inoue, Y.Kasahara
- Journal Title
  
  Stochastic Analysis and Applications 23・2
  
  Pages: 301-328
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] Financial Markets with Memory II: Innovation Processes and Expected Utility Maximization2005
- Author(s)
  Anh, V., Inoue, A., Kasahara, Y.
- Journal Title
  
  Stochastic Analysis and Applications 23
  
  Pages: 301-328
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] Financial Markets with Memory II : Innovation Processes and Expected Utility Maximization2005
- Author(s)
  V.Anh, A.Inoue
- Journal Title
  
  Stochastic Analysis and Applications 印刷中
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] Financial Markets with Memory I : Dynamic Models2005
- Author(s)
  V.Anh, A.Inoue
- Journal Title
  
  Stochastic Analysis and Applications 印刷中
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] Financial Markets with Memory I: Dynamic Models2005
- Author(s)
  Anh, V.・Inoue, A.
- Journal Title
  
  Stochastic Analysis and Applications 23
  
  Pages: 275-300
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] Financial Markets with Memory II: Innovation Processes and Expected Utility Maximization2005
- Author(s)
  Anh, V.・Inoue, A.・Kasahara, Y.
- Journal Title
  
  Stochastic Analysis and Applications 23
  
  Pages: 301-328
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] Partial Autocorrelation Functions2005
- Author(s)
  Inoue, A.
- Journal Title
  
  Department of Mathematics, Graduate School of Science, Kobe University
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] Nonnegative functions in weighted hardy spaces2004
- Author(s)
  J.Inoue
- Journal Title
  
  Complex Variables Th.and Appl. 49
  
  Pages: 837-843
- Data Source
  KAKENHI-PROJECT-16340030
[Journal Article] Prediction of fractional Brownian motion with Hurst index than 1/22004
- Author(s)
  V.Anh, Akihiko Inoue
- Journal Title
  
  Bull.Austral.Math.Soc. Vol.70
  
  Pages: 321-328
- Data Source
  KAKENHI-PROJECT-14340030
[Journal Article] Partial autocorrelation functions of the fractional ARIMA processes with negative degree of differencing2004
- Author(s)
  Akihiko Inoue
- Journal Title
  
  Journal of Multivariate Analysis 89
  
  Pages: 135-147
- NAID
  120000969604
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16340030
[Journal Article] Partial autocorrelation functions of the fractional ARIMA processes with negative degree of differencing2004
- Author(s)
  A.Inoue
- Journal Title
  
  J.Multivariate Anal. 89
  
  Pages: 135-147
- NAID
  120000969604
- Data Source
  KAKENHI-PROJECT-16340030
[Journal Article] Asymptotic behavior for partial autocorrelation function of fractional ARIMA processes2002
- Author(s)
  Akihiko Inoue
- Journal Title
  
  Ann.Appl.Prabab. Vol.12
  
  Pages: 1471-1491
- NAID
  120000972963
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14340030
[Journal Article] Asymptotic behavior for partial autocorrelation function of fractional ARIMA processes2002
- Author(s)
  Akihiko Inoue
- Journal Title
  
  Ann.Appl.Probab. Vol.12
  
  Pages: 1471-1491
- NAID
  120000972963
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14340030
[Presentation] ARMAモデルのToeplitz系に対する線形時間アルゴリズムの安定化2023
- Author(s)
  井上　昭彦、Tianqi Wang、Junho Yang
- Organizer
  ARMAモデルのToeplitz系に対する線形時間アルゴリズムの安定化
- Invited
- Data Source
  KAKENHI-PROJECT-23K03131
[Presentation] ARMAモデルのToeplitz系に対する線形時間アルゴリズムの安定化2023
- Author(s)
  井上　昭彦、Tianqi Wang、Junho Yang
- Organizer
  2023年度確率論シンポジウム
- Invited
- Data Source
  KAKENHI-PROJECT-20K03654
[Presentation] 多変量長期記憶過程のテプリッツ系に対するBaxter型定理2022
- Author(s)
  井上　昭彦、Junho Yang
- Organizer
  2022年度確率論シンポジウム
- Invited
- Data Source
  KAKENHI-PROJECT-20K03654
[Presentation] 多変量長期記憶定常過程に対するテプリッツ系2021
- Author(s)
  井上　昭彦、Junho Yang
- Organizer
  2021年度確率論シンポジウム
- Invited
- Data Source
  KAKENHI-PROJECT-20K03654
[Presentation] テプリッツ系に対する Baxter 型収束定理2020
- Author(s)
  井上　昭彦
- Organizer
  2020年度確率論シンポジウム
- Invited
- Data Source
  KAKENHI-PROJECT-17K05302
[Presentation] テプリッツ系に対する Baxter 型収束定理2020
- Author(s)
  井上　昭彦
- Organizer
  2020年度確率論シンポジウム
- Invited
- Data Source
  KAKENHI-PROJECT-20K03654
[Presentation] テプリッツ行列の逆に対する表現定理とその応用2019
- Author(s)
  井上昭彦
- Organizer
  2019年度確率論シンポジウム
- Invited
- Data Source
  KAKENHI-PROJECT-17K05302
[Presentation] 多変量ARMA 過程の有限予測係数に対する閉形式表示2018
- Author(s)
  井上　昭彦
- Organizer
  確率論シンポジウム
- Invited
- Data Source
  KAKENHI-PROJECT-17K05302
[Presentation] 定常過程に対するMA ブートストラップ2018
- Author(s)
  藤本　智博、井上　昭彦、清水　亮
- Organizer
  確率論シンポジウム
- Invited
- Data Source
  KAKENHI-PROJECT-17K05302
[Presentation] 新生過程の明示公式とファイナンスへの応用2017
- Author(s)
  井上昭彦
- Organizer
  ファイナンスの数理解析とその応用
- Invited
- Data Source
  KAKENHI-PROJECT-26400139
[Presentation] 新生過程の明示公式とファイナンスへの応用2017
- Author(s)
  井上昭彦
- Organizer
  ファイナンスの数理解析とその応用
- Invited
- Data Source
  KAKENHI-PROJECT-17K05302
[Presentation] 定常増分過程のセミマルチンゲール表現と金利モデルへの応用2016
- Author(s)
  井上昭彦
- Organizer
  ファイナンスの数理解析とその応用
- Place of Presentation
  京都大学数理解析研究所 (京都市)
- Invited
- Data Source
  KAKENHI-PROJECT-26400139
[Presentation] 移動平均型定常増分過程に対する新生過程によるセミマルチンゲール表現2016
- Author(s)
  井上昭彦, 仲村勇祐
- Organizer
  確率論シンポジウム
- Place of Presentation
  京都大学数理解析研究所 (京都市)
- Data Source
  KAKENHI-PROJECT-26400139
[Presentation] 定常過程に対するBaxter 型不等式とブートストラップへの応用2016
- Author(s)
  清水亮, 井上昭彦, 笠原雪夫
- Organizer
  日本数学会2016年度秋季総合分科会
- Place of Presentation
  関西大学千里山キャンパス (大阪府吹田市)
- Data Source
  KAKENHI-PROJECT-26400139
[Presentation] 定常過程の移動平均近似について2016
- Author(s)
  清水亮, 井上昭彦, 笠原雪夫
- Organizer
  日本数学会中国・四国支部例会
- Place of Presentation
  広島大学 (広島県東広島市)
- Year and Date
  2016-01-24
- Data Source
  KAKENHI-PROJECT-26400139
[Presentation] 移動平均型定常増分過程の新生過程によるセミマルチンゲール表現2016
- Author(s)
  仲村勇祐, 井上昭彦
- Organizer
  日本数学会2016年度秋季総合分科会
- Place of Presentation
  関西大学千里山キャンパス (大阪府吹田市)
- Data Source
  KAKENHI-PROJECT-26400139
[Presentation] Explicit representation of finite predictor coefficients for multivariate stationary processes2015
- Author(s)
  Akihiko Inoue
- Organizer
  38th Conference on Stochastic Processes and their Applications
- Place of Presentation
  Oxford (UK)
- Year and Date
  2015-07-14
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26400139
[Presentation] 記憶の効果を持つ短期金利モデル2015
- Author(s)
  仲村勇祐、井上昭彦、森内慎吾
- Organizer
  平成26年度日本数学会中国・四国支部例会
- Place of Presentation
  徳島大学
- Year and Date
  2015-01-25
- Data Source
  KAKENHI-PROJECT-23654037
[Presentation] 記憶の効果を持つVasicekタイプの短期金利モデル2015
- Author(s)
  仲村勇祐、井上昭彦、森内慎吾
- Organizer
  日本数学会2015年度年会
- Place of Presentation
  明治大学
- Year and Date
  2015-03-21
- Data Source
  KAKENHI-PROJECT-23654037
[Presentation] Vasicek-type short rate models with memory effect2015
- Author(s)
  仲村勇祐, 井上昭彦
- Organizer
  ファイナンスの数理解析とその応用
- Place of Presentation
  京都大学数理解析研究所 (京都市)
- Year and Date
  2015-11-17
- Invited
- Data Source
  KAKENHI-PROJECT-26400139
[Presentation] Rigidity for matrix-valued Hardy functions2015
- Author(s)
  Yukio Kasahara, Akihiko Inoue, Mohsen Pourahmadi
- Organizer
  日本数学会2015年度秋季総合分科会
- Place of Presentation
  京都産業大学 (京都市)
- Year and Date
  2015-09-14
- Data Source
  KAKENHI-PROJECT-26400139
[Presentation] Rigidity for matrix-valued Hardy functions2015
- Author(s)
  笠原雪夫, 井上昭彦, Mohsen Pourahmadi
- Organizer
  実解析学シンポジウム2015
- Place of Presentation
  東邦大学習志野キャンパス (千葉県船橋市)
- Year and Date
  2015-10-24
- Invited
- Data Source
  KAKENHI-PROJECT-26400139
[Presentation] 記憶の効果を持つVasicekタイプの短期金利モデル2015
- Author(s)
  仲村勇祐、井上昭彦、森内慎吾
- Organizer
  日本数学会2015年度年会
- Place of Presentation
  明治大学
- Year and Date
  2015-03-21
- Data Source
  KAKENHI-PROJECT-26400139
[Presentation] 記憶の効果を持つ短期金利モデル2015
- Author(s)
  仲村勇祐、井上昭彦、森内慎吾
- Organizer
  平成26年度日本数学会中国・四国支部例会
- Place of Presentation
  徳島大学
- Year and Date
  2015-01-25
- Data Source
  KAKENHI-PROJECT-26400139
[Presentation] 多次元の予測理論的手法2014
- Author(s)
  井上昭彦
- Organizer
  九州確率論セミナー
- Place of Presentation
  九州大学
- Year and Date
  2014-04-25
- Invited
- Data Source
  KAKENHI-PROJECT-23654037
[Presentation] 多次元の予測理論的手法2014
- Author(s)
  井上昭彦
- Organizer
  九州確率論セミナー
- Place of Presentation
  九州大学
- Year and Date
  2014-04-25
- Invited
- Data Source
  KAKENHI-PROJECT-26400139
[Presentation] 行列値関数のHardy空間と多次元予測理論2014
- Author(s)
  井上昭彦、笠原雪夫、Mohsen Pourahmadi
- Organizer
  平成25年度日本数学会中国・四国支部例会
- Place of Presentation
  島根大学
- Data Source
  KAKENHI-PROJECT-23654037
[Presentation] Application of Multivariate Extension to Representation Theorems in Prediction Theory2013
- Author(s)
  井上昭彦,笠原雪夫, Pourahmadi, M.
- Organizer
  日本数学会2012年度年会
- Place of Presentation
  東京理科大学
- Year and Date
  2013-03-26
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Matrix-valued rigid functions, kernels of Toeplitz operators and CND processes2013
- Author(s)
  笠原雪夫、井上昭彦、Mohsen Pourahmadi
- Organizer
  日本数学会2013年度秋季総合分科会
- Place of Presentation
  愛媛大学
- Data Source
  KAKENHI-PROJECT-23654037
[Presentation] 多次元の予測理論的手法の最近の進展について2013
- Author(s)
  井上昭彦、笠原雪夫、Mohsen Pourahmadi
- Organizer
  数理解析研究所研究集会　確率論シンポジウム
- Place of Presentation
  京都大学数理解析研究所
- Data Source
  KAKENHI-PROJECT-23654037
[Presentation] 予測理論における表現定理の多次元への拡張の応用2012
- Author(s)
  井上昭彦・M. Pourahmadi・笠原雪夫
- Organizer
  日本数学会2012年度年会
- Place of Presentation
  東京理科大学
- Data Source
  KAKENHI-PROJECT-23654037
[Presentation] 予測理論における表現定理の多次元への拡張の応用2012
- Author(s)
  井上昭彦・M. Pourahmadi・笠原雪夫
- Organizer
  日本数学会2012年度年会
- Place of Presentation
  東京理科大学
- Year and Date
  2012-03-26
- Data Source
  KAKENHI-PROJECT-20340015
[Presentation] Multivariate completely nondeterministic stationary processes2012
- Author(s)
  井上昭彦・笠原雪夫・M. Pourahmadi
- Organizer
  日本数学会2012年度秋季総合分科会
- Place of Presentation
  九州大学
- Data Source
  KAKENHI-PROJECT-23654037
[Presentation] 予測理論における表現定理の多次元への拡張の応用2012
- Author(s)
  井上昭彦・M.Pourahmadi・笠原雪夫
- Organizer
  日本数学会2012年度年会
- Place of Presentation
  東京理科大学
- Year and Date
  2012-03-26
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 予測理論における表現定理の多次元への拡張2011
- Author(s)
  井上昭彦
- Organizer
  研究集会「直交多項式・特殊関数が関わる確率論的諸問題とその周辺」(招待講演)
- Place of Presentation
  名城大学名駅サテライト
- Data Source
  KAKENHI-PROJECT-23654037
[Presentation] 予測理論における表現定理の多次元への拡張2011
- Author(s)
  井上昭彦・M. Pourahmadi・笠原雪夫
- Organizer
  日本数学会2011年度秋季総合分科会
- Place of Presentation
  信州大学
- Year and Date
  2011-09-28
- Data Source
  KAKENHI-PROJECT-20340015
[Presentation] 予測理論における表現定理の多次元への拡張2011
- Author(s)
  井上昭彦・M.Pourahmadi・笠原雪夫
- Organizer
  日本数学会2011年度秋季総合分科会
- Place of Presentation
  信州大学
- Year and Date
  2011-09-28
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 予測理論における表現定理の多次元への拡張2011
- Author(s)
  井上昭彦
- Organizer
  研究集会「直交多項式・特殊関数が関わる確率論的諸問題とその周辺」
- Place of Presentation
  名城大学名駅サテライト(招待講演)
- Year and Date
  2011-12-23
- Data Source
  KAKENHI-PROJECT-20340015
[Presentation] 予測理論における表現定理の多次元への拡張2011
- Author(s)
  井上昭彦
- Organizer
  研究集会「直交多項式・特殊関数が関わる確率論的諸問題とその周辺」
- Place of Presentation
  名古屋
- Year and Date
  2011-12-23
- Data Source
  KAKENHI-PROJECT-20340015
[Presentation] 予測理論における表現定理の多次元への拡張2011
- Author(s)
  井上昭彦
- Organizer
  「直交多項式・特殊関数が関わる確率論的諸問題とその周辺」研究集会
- Place of Presentation
  名城大学名駅サテライト(招待講演)
- Year and Date
  2011-12-23
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 予測理論における表現定理の多次元への拡張2011
- Author(s)
  井上昭彦・M. Pourahmadi・笠原雪夫
- Organizer
  日本数学会2011年度秋季総合分科会
- Place of Presentation
  信州大学
- Data Source
  KAKENHI-PROJECT-23654037
[Presentation] ファイナンスと保険の数理2010
- Author(s)
  井上昭彦
- Organizer
  日本保険・年金リスク学会2010年度第3回研修会
- Place of Presentation
  朝日生命大手町オフィス招待講演
- Year and Date
  2010-12-22
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] ファイナンスと保険の数理2010
- Author(s)
  井上昭彦
- Organizer
  日本保険・年金リスク学会2010年度第3回研修会
- Place of Presentation
  東京
- Year and Date
  2010-12-22
- Data Source
  KAKENHI-PROJECT-20340015
[Presentation] ファイナンスと保険の数理2010
- Author(s)
  井上昭彦
- Organizer
  日本保険・年金リスク学会2010年度第3回研修会
- Place of Presentation
  朝日生命大手町オフィス
- Year and Date
  2010-12-22
- Data Source
  KAKENHI-PROJECT-20340015
[Presentation] A multi-period extension of Buhlmann's premium principle2009
- Author(s)
  A.Inoue
- Organizer
  Workshop on Mathematical Finance and Related Topics in Economics and Engineering
- Place of Presentation
  京都
- Year and Date
  2009-08-14
- Data Source
  KAKENHI-PROJECT-20340015
[Presentation] Buhlmann価格原理の多期間への拡張2009
- Author(s)
  井上昭彦
- Organizer
  数理解析研究所研究集会「ファイナンスの数理解析とその応用」
- Place of Presentation
  京都
- Year and Date
  2009-11-25
- Data Source
  KAKENHI-PROJECT-20340015
[Presentation] Buhlmannの価格原理の多期間への拡張2009
- Author(s)
  井上昭彦
- Organizer
  数理解析研究所研究集会「ファイナンスの数理解析とその応用」
- Place of Presentation
  京都
- Year and Date
  2009-11-25
- Data Source
  KAKENHI-PROJECT-20340015
[Presentation] A multi-period extension of Buhlmann's premium principle2009
- Author(s)
  井上昭彦
- Organizer
  Workshop on Mathematical Finance and Related Topics in Economics and Engineering
- Place of Presentation
  関西セミナーハウス
- Year and Date
  2009-08-14
- Data Source
  KAKENHI-PROJECT-20340015
[Presentation] A multi-period extension of Buhlmann' s premium principle2009
- Author(s)
  A. Inoue
- Organizer
  Workshop on Mathematical Finance and Related Topics in Economics and Engineering
- Place of Presentation
  京都
- Year and Date
  2009-08-14
- Data Source
  KAKENHI-PROJECT-20340015
[Presentation] Dynamics of Indifference Prices Derived from Optimal Intertemporal Risk Allocations2009
- Author(s)
  Inoue, A.
- Organizer
  Department of Statistics Colloquim Series
- Place of Presentation
  Texas A & M University, USA
- Year and Date
  2009-02-12
- Data Source
  KAKENHI-PROJECT-20340015
[Presentation] Dynamics of Indifference Prices Derived from Optimal Intertemporal Risk Allocations2009
- Author(s)
  Inoue, A.
- Organizer
  Department of Statistics Colloquim Series
- Place of Presentation
  Texas A & M University, USA,
- Year and Date
  2009-02-12
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Dynamics of Indifference Prices Derived from Optimal Intertemporal Risk Allocations2009
- Author(s)
  A.Inoue
- Organizer
  Department of Statistics Colloquim Series
- Place of Presentation
  Texas A & M University, U.S.A
- Year and Date
  2009-02-12
- Data Source
  KAKENHI-PROJECT-20340015
[Presentation] Dynamics of Indifference Prices Derived from Optimal Intertemporal Risk Allocations2009
- Author(s)
  A. Inoue
- Organizer
  Department of Statistics Colloquim Series
- Place of Presentation
  Texas A & M University, U. S. A.
- Year and Date
  2009-02-12
- Data Source
  KAKENHI-PROJECT-20340015
[Presentation] Buhlmannの価格原理の多期間への拡張2009
- Author(s)
  井上昭彦
- Organizer
  数理解析研究所研究集会「ファイナンスの数理解析とその応用」
- Place of Presentation
  京都大学
- Year and Date
  2009-11-25
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Buhlmann の価格原理の多期間への拡張2009
- Author(s)
  井上昭彦
- Organizer
  数理解析研究所研究集会「ファイナンスの数理解析とその応用」
- Place of Presentation
  京都大学
- Year and Date
  2009-11-25
- Data Source
  KAKENHI-PROJECT-20340015
[Presentation] Premium Calculation and Optimal Intertemporal Risk Diversification2008
- Author(s)
  Fukuda, T., Inoue, A., Nakano, Y.
- Organizer
  Mathematical Finance Workshop
- Place of Presentation
  University of Tokyo
- Year and Date
  2008-01-24
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] 最適異時点間リスク配分と価格計算への応用2008
- Author(s)
  福田, 敬・井上, 昭彦・中野, 張
- Organizer
  「数理ファイナンスとその周辺」研究集会
- Place of Presentation
  東京大学
- Year and Date
  2008-01-24
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] 効率的なリスクの配分と保険料計算原理2007
- Author(s)
  福田, 敬・井上, 昭彦・中野, 張
- Organizer
  日本応用数理学会2007年度年会
- Place of Presentation
  北海道大学
- Year and Date
  2007-09-16
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Optimal Intertemporal Risk Allocation Applied to Premium Calculations2007
- Author(s)
  Fukuda, T., Inoue, A., Nakano, Y.
- Organizer
  RIMS Workshop
- Place of Presentation
  Kyoto University
- Year and Date
  2007-11-20
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] 効用等値価格による保険料計算-パレート効率的なリスク配分の観点からの新アプローチー2007
- Author(s)
  井上昭彦・中野張・福田敬
- Organizer
  日本保険・年金リスク学会平成19年度第1回研究会
- Place of Presentation
  朝日生命大手町オフィス
- Year and Date
  2007-07-17
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Premium Calculation and Optimal Intertemporal Risk Diversification2007
- Author(s)
  Fukuda, T.・Inoue, A.・Nakano, Y.
- Organizer
  「ファイナンスの数理解析とその応用」研究集会
- Place of Presentation
  京都大学数理解析研究所
- Year and Date
  2007-11-20
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Prediction Theory and Verblunsky Coefficients2007
- Author(s)
  Inoue, A.
- Organizer
  Harmonic Analysis and Its Applications at Tokyo
- Place of Presentation
  Tokyo Woman's Christian University
- Year and Date
  2007-03-26
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Insurance Premium Calculations via Indifference Pricing --A New Approach from Pareto Optimal Risk Allocation2007
- Author(s)
  Inoue, A., Nakano, Y., Fukuda, T.
- Organizer
  JARIP Seminar
- Place of Presentation
  Asahi Mutual Life Insurance Co.
- Year and Date
  2007-07-17
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Efficient Risk Allocation and Insurance Premium Principle2007
- Author(s)
  Fukuda, T., Inoue, A., Nakano, Y.
- Organizer
  2007 JSIAM Annual Meeting
- Place of Presentation
  Hokkaido University
- Year and Date
  2007-09-16
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] 効用等値価格による保険料計算 -パレート効率的なリスク配分の観点からの新アプローチー2007
- Author(s)
  井上, 昭彦・中野, 張・福田, 敬
- Organizer
  日本保険・年金リスク学会平成19年度第1回研究会
- Place of Presentation
  朝日生命大手町オフィス
- Year and Date
  2007-07-17
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Premium Calculation and Optimal Intertemporal Risk Diversification2007
- Author(s)
  福田敬・井上昭彦・中野張
- Organizer
  数理解析研究所「ファイナンスの数理解析とその応用」研究集会
- Place of Presentation
  京都大学
- Year and Date
  2007-11-20
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Prediction Theory and Verblunsky Coefficients2007
- Author(s)
  Inoue, A.
- Organizer
  Harmonic Analysis and its Applications at Tokyo
- Place of Presentation
  東京女子大学
- Year and Date
  2007-03-26
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] On Path Independence of State Price Densities and Optimal Wealth Processes2006
- Author(s)
  Inoue, A., Leonenko, N.
- Organizer
  Sapporo Symposium on Financial Engineering and Its Applications
- Place of Presentation
  Hokkaido University
- Year and Date
  2006-09-17
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Optimal Long term Investment Model with Memory2006
- Author(s)
  Inoue, A.
- Organizer
  Statistics Department Seminar
- Place of Presentation
  Northern Illinois University
- Year and Date
  2006-02-17
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Optimal Long Term Investment Model with Memory2006
- Author(s)
  Inoue, A.・Nakano, Y.
- Organizer
  The Second Sapporo Workshop on Financial Engineering and Its Applications
- Place of Presentation
  北海道大学
- Year and Date
  2006-02-06
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Optimal Long Term Investment Model with Memory2006
- Author(s)
  Inoue, A., Nakano, Y.
- Organizer
  Second Sapporo Workshop on Financial Engineering and Its Applications
- Place of Presentation
  Hokkaido University
- Year and Date
  2006-02-06
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] On Path Independence of State Price Densities and Optimal Wealth Processes2006
- Author(s)
  Inoue, A.・Leonenko, N.
- Organizer
  Sapporo Symposium on Financial Engineering and Its Applications
- Place of Presentation
  北海道大学
- Year and Date
  2006-09-17
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Financial Market Models with Memory2006
- Author(s)
  Inoue, A.
- Organizer
  Modern Stochastics: Theory and Applications
- Place of Presentation
  Kyiv, Ukraine
- Year and Date
  2006-06-19
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Optimal Long Term Investment Model with Memory2006
- Author(s)
  Inoue, A.
- Organizer
  Statistics Department Seminar
- Place of Presentation
  Northern Illinois University
- Year and Date
  2006-02-17
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Optimal Long Term Investment Model with Memory2005
- Author(s)
  Inoue, A.・Nakano, Y.
- Organizer
  2005 Daiwa International Workshop on Financial Engineering
- Place of Presentation
  京都大学
- Year and Date
  2005-07-25
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Explicit Representation of Innovation Processes with Application to Optimal Investment Model with Memory2005
- Author(s)
  Inoue, A.
- Organizer
  RIMS Workshop
- Place of Presentation
  Kyoto University
- Year and Date
  2005-07-14
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Explicit Representation of Innovation Processes with Application to Optimal Investment Model with Memory2005
- Author(s)
  Inoue, A.
- Organizer
  「調和解析と非線形偏微分方程式」研究集会
- Place of Presentation
  京都大学数理解析研究所
- Year and Date
  2005-07-14
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Optimal Long Term Investment Model with Memory2005
- Author(s)
  Inoue, A.
- Organizer
  Joint Symposium of Hokkaido University and Seoul National University
- Place of Presentation
  Seoul National University
- Year and Date
  2005-10-14
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Optimal Long Term Investment in a Model with Memory2005
- Author(s)
  Nakano, Y., Inoue, A.
- Organizer
  The First Sapporo Workshop on Financial Engineering and Its Applications
- Place of Presentation
  Hokkaido University
- Year and Date
  2005-02-08
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Optimal Long Term Investment in Model with Memory2005
- Author(s)
  Nakano, Y.・Inoue, A.
- Organizer
  The First Sapporo Workshop on Financial Engineering and Its Applications
- Place of Presentation
  北海道大学
- Year and Date
  2005-02-08
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Optimal Long Term Investment Model with Memory2005
- Author(s)
  Inoue, A., Nakano, Y.
- Organizer
  2005 Daiwa International Workshop on Financial Engineering
- Place of Presentation
  Kyoto University
- Year and Date
  2005-07-25
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Optimal Long Term Investment Model with Memory2005
- Author(s)
  Inoue, A.
- Organizer
  北海道大学-ソウル大学ジョイント・シンポジウム
- Place of Presentation
  ソウル大学
- Year and Date
  2005-10-14
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Explicit Representations of Innovation Processes with Applications to a Financial Market Model with Memory2004
- Author(s)
  Inoue, A.
- Organizer
  2004 Daiwa International Workshop on Financial Engineering
- Place of Presentation
  京都大学
- Year and Date
  2004-08-31
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Explicit Representations of Innovation Processes with Applications to a Financial Market Model with Memory2004
- Author(s)
  Inoue, A.
- Organizer
  2004 Daiwa International Workshop on Financial Engineering
- Place of Presentation
  Kyoto University
- Year and Date
  2004-08-31
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Application of Multivariate Extension to Representation Theorems in Prediction Theory
- Author(s)
  井上昭彦，笠原雪夫，Pourahmadi, M.
- Organizer
  日本数学会2012年度年会
- Place of Presentation
  東京理科大学
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] フィルタリングの手法の多変量への拡張とその応用
- Author(s)
  井上昭彦，笠原雪夫
- Organizer
  平成24年度数理解析研究所研究集会「ファイナンスの数理解析とその応用」
- Place of Presentation
  京都大学
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Multivariate Completely Nondeterministic Stationary Processes
- Author(s)
  井上昭彦，笠原雪夫，Pourahmadi, M.
- Organizer
  日本数学会2012年度秋季総合分科会
- Place of Presentation
  九州大学
- Data Source
  KAKENHI-PROJECT-20241037

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Inoue Akihiko 井上 昭彦

INOUE Akihiko 井上 昭彦

INOUE AKIHIKO 井上 昭彦

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有限予測における明示公式と双対過程Principal Investigator

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Representation theorems in finite prediction and linear-time algorithms for Toeplitz systemsPrincipal Investigator

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Dynamic stochastic dependency analysis by new prediction theoretic method and its applications to financePrincipal Investigator

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Development of new multivariate prediction theory and dynamic dependency analysis in financePrincipal Investigator

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Development of a new prediction-theoretic method for stochastic fields, with applications to financePrincipal Investigator

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Optimal intertemporal risk allocation with applications to finance and insurancePrincipal Investigator

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Progress in new methods for prediction theory and Tauberian theorems with applications to stochastic analysis of processes with memoryPrincipal Investigator

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Tauberian and Mercerian theorems and analysis of stochastic financial processesPrincipal Investigator

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Inoue Akihiko 井上昭彦

INOUE Akihiko 井上昭彦

INOUE AKIHIKO 井上昭彦