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)	2023: 広島大学, 先進理工系科学研究科(理), 教授
Affiliation (based on the past Project Information) *help	2023: 広島大学, 先進理工系科学研究科(理), 教授 2020 – 2021: 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 … More 2009 – 2011: Hiroshima University, 大学院・理学研究科, 教授 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 / 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 / マーサー型定理 / ハンケル変換 … More / 有限予測 / テプリッツ系 / 線形時間アルゴリズム / 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 / 多変量長期記憶モデル / 明示公式 / テプリッツ行列 / 多次元ARMA過程 / ブートストラップ / 多変量ARMA過程 / 閉形式表示 / 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
有限予測における表現定理とテプリッツ系に対する線形時間アルゴリズムPrincipal Investigator
- Principal Investigator
  
  井上昭彦
- Project Period (FY)
  2020 – 2022
- 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] 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] 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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有限予測における表現定理とテプリッツ系に対する線形時間アルゴリズムPrincipal 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