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KANAGAWA SYUUYA  金川 秀也

ORCIDConnect your ORCID iD *help
… Alternative Names

KANAGAWA Shuya  金川 秀也

金川 秀也  カナカ゛ワ シユーヤ

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Researcher Number 50185899
Other IDs
External Links
Affiliation (Current) 2025: 東京都市大学, 共通教育部, 名誉教授
Affiliation (based on the past Project Information) *help 2016 – 2023: 東京都市大学, 共通教育部, 教授
2015: 東京都市大学, その他部局等, 教授
2013 – 2014: 東京都市大学, 共通教育部, 教授
2012: 東京都市大学, 工学部, 教授
2009 – 2012: Musashi Institute of Technology, 知識工学部, 教授 … More
2007 – 2008: Musashi Institute of Technology, Faculty of Engineering, Professor
2002 – 2006: 武蔵工業大学, 工学部, 教授
1998 – 2002: Kanazawa University, Faculty of Engineering, Professor, 工学部, 教授
1996 – 1997: 山梨大学, 教育学部, 助教授
1990 – 1994: 山梨大学, 教育学部, 講師
1988: 山梨大学, 教育学部, 講師 Less
Review Section/Research Field
Principal Investigator
General mathematics (including Probability theory/Statistical mathematics) / General mathematics (including Probability theory/Statistical mathematics) / Basic Section 12040:Applied mathematics and statistics-related / Foundations of mathematics/Applied mathematics
Except Principal Investigator
General mathematics (including Probability theory/Statistical mathematics) / 解析学 / General mathematics (including Probability theory/Statistical mathematics) / Geometry / Algebra / Educational technology / 代数学・幾何学
Keywords
Principal Investigator
V-statistics / U-statistics / U-統計量 / V-統計量 / 対称統計量 / 確率微分方程式 / ノンパラメトリック統計量 / 数理ファイナンス / 反射壁ブラウン運動 / Euler-Maruyama scheme … More / stochastic differential equation / large deviation / 複合ポアソン過程 / ボラティリティ推定 / 中心極限定理 / 漸近展開 / エッジワース展開 / 混合性 / 変化点解析 / ポアソン過程 / 株価収益率 / Goodness of Fit Test / Black-Scholes Model / Poisson Process / Historical Volatility / Jump Diffusion / Volatility / ヒストリカルボラティリティ / 超準解析 / 日経225平均株価指数 / 株価数理モデル / 非線形連立微分方程式 / ファジィ数 / 適合度検定 / Mertonモデル / ジャンプ拡散過程モデル / ヒストリカル・ボラティリティ / 株価ボラティリティ / ジャンプ型拡散過程 / ダウ平均株価指数 / 日経平均株価指数 / stochastic volatility / compound Poisson process / Black-Scholes model / Merton model / stock market index / ジャンプ拡散過程 / Levy過程 / ボラティリティ / Reflecting Brownian motion / Fractional Brownian motion / Mathematical finance / Strongly dependent / Weakly dependent / Degenerate kernel / 多重ウィナー積分 / 金融工学 / 非線形解析学 / ノンパラメトリック統計学 / 解析学1 / 情報基礎 / シミュレーション工学 / 統計数学 / 確率論 / 強従属性 / フラクショナルブラウン運動 / reflecting Brownina motion / asymptotic expansion / ノンパラメトリック推定 / モンテカルロ法 / 重複大数の法則 / 大偏差理論 / Brownina motion / ノンパラメトリック統計 / 大域偏差理論 / Stochartic Differeutial Eguqtion / Stochastic Differeutial Equation / Large Deviation / 信頼区間 / 非線形シュレディンガー方程式 / 時系列データ / 拡散過程 / 従属確率変数 / オイラー・丸山近似 / 時系列モデル / 対称統計量の漸近理論 / ヒルベルト空間値確率変数 / 従属確率変数列 / Cramer-Von Mises統計量 / 退化型対称統計量 / Edgeworth expansion / Asymptotic Expansion / Central Limit Theorem / Symmetric Statistics / Ginzburg-Landau equations / SDE / 非線形回帰分析 / Ginzburg-Landau equation / AIC / Fuzzy Clustering / 確率解析 / 時系列 / コンピュータシミュレーション / 擬似乱数 … More
Except Principal Investigator
Domany-Kinzel model / vicious walkers / 確率微分方程式 / Schrodinger equation / Paley's inequality / Hausdorff operator / numerical analysis / penalty method / stochactic differential equation / Dirichlet form / Ventsel's boundary condition / diffusion process / アトム分解 / 離散ハンケル空間 / モンテカルロシミュレーション / 確率過程の強近インス / 微積分方程式 / ペーリー不等式 / 基本解 / ペーリーの不等式 / ハウスドルフ作用素 / 数値解法 / ペナルティメソッド / ディリクレ形式 / ヴェンチェル境界条件 / 拡散過程 / non-attractive systems / particle systems / Skorohod equation / セルオートマトンモデル / パーコレーションモデル / 非吸収的 / ハードコアポテンシャル / 相互作用 / 無限粒子系 / Boolean model / Brownian meander / phase transition / random matrix / Dyson model / friendly walkers / non-attractive system / interacting particle system / 連続浸透モデル / Skorohod方程式 / Domany-Kinzelモデル / pseudo random numbers / simulation / random particle method / stochastic numerical analysis / SPDE / SDE / nonlinear diffusion / 有限差分法 / Burgers like processes / 多粒子系の力学 / SDEモデル / 擬似乱数 / シミュレーション / ランダム粒子法 / 確率数値解析 / 確率偏微分方程式 / 非線形拡散 / Soltion theory / integrable systems / constant mean curvature surface / 調和写像 / ソリトン / 可積分系 / 平均曲率一定曲面 / Derived Category / Group / Lie Algebra / Representation Theory / Group Ring / Algebra / Algebtaic Styocture / Ring / 代数:構造 / 誘導圏 / 群 / リー環 / 表現 / 群環 / 多元環 / 代数構造 / 環 / Stochastic process / Representation theory / Eigen value / Fundamental solution / Bergman hernel function / 2本鎖切断(dsb) / DNA / 線エネルギー付与 (LET) / 放射線量依存性 / 2本鎖切断(dsb) / 線エネルギー付与 / 放射線量 / 2本鎖切断 / DNA / 確率モデル / 2本鎖切断 / DNAの損傷 / セミの生態 / 定常分布 / 数理生物学 / 数理モデル / 極限分布 / 反射壁確率過程 / 確率論 / 英語スピーキング / システム開発 / 外国語学習 / e-ラーニング / 教材開発 / e-ラーニング / ファジィ理論 / テ-タ・ワイル和 / 連分数展開 / ボット周期性 / クリフォード代数 / 四元数 / KR理論 / 同変K理論 / 同変分類空間 / artinian ring / Hochshild Cohomology group / global dimension / injective dimension / singular ideal / socle / radical / trivial extension / numerical computation / symmetris matrix / Fast Fourier Transform / in verse ileration / eigenfunction / eigenvalue / differential operator / (4)quasiーFnbenius rinfs(16A36) / (7)invariance princigce(60F17) / (5,6)greded algebres,nings and modules(16A03) / (3)eigenvalae pnoblems(65N25) / (2)iteretive netlwhs for linecar systams(65F1〓 / Weyl sums(11L15) / (1)normsl numbers(11K16) / 收束の速さ / 自然数 / 固有値 / シュレ-ジンガ-作用素 / proper holomorphic mapping / 閉直交系 / 素解 / 差分作用素 Less
  • Research Projects

    (21 results)
  • Research Products

    (167 results)
  • Co-Researchers

    (44 People)
  •  A new type of volatility estimator defined by jump diffusion modelPrincipal Investigator

    • Principal Investigator
      Kanagawa Shuya
    • Project Period (FY)
      2018 – 2023
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Review Section
      Basic Section 12040:Applied mathematics and statistics-related
    • Research Institution
      Tokyo City University
  •  Asymptotic Expansions for U- and V-statistics with Degenerate KernelsPrincipal Investigator

    • Principal Investigator
      Kanagawa Shuya
    • Project Period (FY)
      2013 – 2017
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Foundations of mathematics/Applied mathematics
    • Research Institution
      Tokyo City University
  •  Application of probability theory to the generation of double-strand breaks of DNA

    • Principal Investigator
      SAISHO Yasumasa
    • Project Period (FY)
      2012 – 2014
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Hiroshima University
  •  Development of a foreign language short sentence prompt translation practice system base on a fuzzified determination procedure of the material

    • Principal Investigator
      KITAGAKI Ikuo
    • Project Period (FY)
      2009 – 2012
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Educational technology
    • Research Institution
      Tokyo City University
      Hiroshima University
  •  Stationary distribution and limit distribution of reflecting stochastic process and its biological applications

    • Principal Investigator
      SAISHO Yasumasa
    • Project Period (FY)
      2009 – 2011
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Hiroshima University
  •  Change-point analysis for time series using asymptotic theory for symmetric statisticsPrincipal Investigator

    • Principal Investigator
      KANAGAWA Shuya
    • Project Period (FY)
      2008 – 2012
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Tokyo City University
  •  Limit theorems for U- and V-statistics for dependent random variables and their applicationsPrincipal Investigator

    • Principal Investigator
      KANAGAWA Shuya
    • Project Period (FY)
      2004 – 2007
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Musashi Institute of Technology
  •  An anlytic approach to diffusion processes with second order Ventsel's boundary conditions and its applications

    • Principal Investigator
      TSUCHIYA Masaaki
    • Project Period (FY)
      2000 – 2001
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Kanazawa University
  •  Limit theorems for U-statistics with degenerate kernels and applicationsPrincipal Investigator

    • Principal Investigator
      KANAGAWA Shuya
    • Project Period (FY)
      2000 – 2003
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Musashi Institute of Technology
      Kanazawa University
  •  Analysis for Probabilistic Models with phase transition

    • Principal Investigator
      TANEMURA Hideki
    • Project Period (FY)
      1999 – 2002
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      CHIBA UNIVERSITY
  •  Donsker-Varadhan Type Large Deviation Principles for U-statisticsPrincipal Investigator

    • Principal Investigator
      NAKAGAWA Shuya
    • Project Period (FY)
      1998 – 1999
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Kanazawa University
  •  Study on elucidation of Algebratc Structure of rings applying Representation Theories of Finite dimerstcrra algebhas, Griupalgerhras and Lie Alberas

    • Principal Investigator
      SATO Masahisa
    • Project Period (FY)
      1997 – 1998
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Algebra
    • Research Institution
      YAMANASHI UNIVERSITY
  •  Constant mean curvature surfaces and theory of Soltion

    • Principal Investigator
      MUTO Hide
    • Project Period (FY)
      1997 – 1998
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Geometry
    • Research Institution
      Yamanashi University
  •  Stochastic Numerical Analysis of Nonlinear Diffusions

    • Principal Investigator
      OGAWA Shigeyoshi
    • Project Period (FY)
      1997 – 1998
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Kanazawa University
  •  確率微分方程式の近似解の精度の研究Principal Investigator

    • Principal Investigator
      金川 秀也
    • Project Period (FY)
      1996
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      University of Yamanashi
  •  関数空間の幾何学的研究

    • Principal Investigator
      YASUO Minato
    • Project Period (FY)
      1994
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      Geometry
    • Research Institution
      University of Yamanashi
  •  代数多様体の研究

    • Principal Investigator
      坂野 和則
    • Project Period (FY)
      1993
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      Algebra
    • Research Institution
      University of Yamanashi
  •  微分方程式及びその応用

    • Principal Investigator
      鈴木 俊夫
    • Project Period (FY)
      1992
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      解析学
    • Research Institution
      University of Yamanashi
  •  解析数論及びその値分布論への応用

    • Principal Investigator
      中井 喜信
    • Project Period (FY)
      1991
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      代数学・幾何学
    • Research Institution
      University of Yamanashi
  •  解析多様体の研究

    • Principal Investigator
      澤田 衛
    • Project Period (FY)
      1990
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      解析学
    • Research Institution
      University of Yamanashi
  •  解析多様体の研究

    • Principal Investigator
      加藤 定雄
    • Project Period (FY)
      1988
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      解析学
    • Research Institution
      University of Yamanashi

All 2024 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 Other

All Journal Article Presentation Book

  • [Book] ファイナンスを読みとく数学2019

    • Author(s)
      金川秀也、高橋弘、西郷達彦、謝南瑞
    • Total Pages
      153
    • Publisher
      培風館
    • ISBN
      9784563010263
    • Data Source
      KAKENHI-PROJECT-18K03431
  • [Book] 理工系学生のための確率・統計講義2014

    • Author(s)
      金川秀也、吉田 稔、堀口正之
    • Total Pages
      171
    • Publisher
      培風館
    • Data Source
      KAKENHI-PROJECT-25400211
  • [Book] 理工系学生のための確率・統計講義2014

    • Author(s)
      金川秀也、吉田稔、堀口正之
    • Total Pages
      168
    • Publisher
      培風館
    • Data Source
      KAKENHI-PROJECT-24540128
  • [Book] 理工系学生のための確率・統計講義2014

    • Author(s)
      金川秀也、吉田稔、堀口正之
    • Total Pages
      165
    • Publisher
      培風館
    • Data Source
      KAKENHI-PROJECT-25400211
  • [Book] ファジィ理論-基礎とその応用-2010

    • Author(s)
      山下元、瀧澤武信、金川秀也, 他
    • Publisher
      共立出版
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Book] ファジィ理論-基礎と応用-2010

    • Author(s)
      山下元、瀧澤武信、金川秀也
    • Total Pages
      25
    • Publisher
      共立出版
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Book] ファジィ理論-基礎とその応用-2010

    • Author(s)
      山下元、瀧澤武信、金川秀也, その他
    • Publisher
      共立出版
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Book] やさしい統計-いかにして統計データを有効利用するか2007

    • Author(s)
      金川 秀也
    • Total Pages
      177
    • Publisher
      培風館
    • Data Source
      KAKENHI-PROJECT-16540124
  • [Journal Article] How to pick up pure large jumps from stock index data?2023

    • Author(s)
      金川秀也
    • Journal Title

      無限分解可能過程に関連する諸問題、統計数理研究所共同研究リポート

      Volume: 472 Pages: 1-17

    • Open Access
    • Data Source
      KAKENHI-PROJECT-18K03431
  • [Journal Article] Optimal historical volatility for the Dow-Jones industrial average and its application2023

    • Author(s)
      Shuya Kanagawa, Kimiaki Shinkai and Mitsuhiro Namekawa
    • Journal Title

      Proceedings of the 25th International Congress on Modelling and Simulation, Darwin, NT, Australia

      Volume: - Pages: 420-425

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-18K03431
  • [Journal Article] Canards Flying on Bifurcation2023

    • Author(s)
      Shuya Kanagawa and Kiyoyuki Tchizawa
    • Journal Title

      Advances in Pure Mathematics

      Volume: - Pages: 412-424

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-18K03431
  • [Journal Article] 4-Dimensional Canards with Brownian Motion2022

    • Author(s)
      Shuya Kanagawa, Kiyoyuki Tchizawa
    • Journal Title

      Advanced Topics of Topology, IntechOpen

      Volume: ISBN 978-1-80355-094-7 Pages: 25-36

    • DOI

      10.5772/intechopen.94646

    • ISBN
      9781803550930, 9781803550947
    • Peer Reviewed / Open Access / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-18K03431
  • [Journal Article] 4-Dimensional Canards with Brownian Motion2022

    • Author(s)
      Shuya Kanagawa and Kiyoyuki Tchizawa
    • Journal Title

      Advanced Topics of Topology, IntechOpen Limited, London, UK

      Volume: 39 Pages: 1-11

    • DOI

      10.5772/intechopen.102151

    • ISBN
      9781803550930, 9781803550947
    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-18K03431
  • [Journal Article] Structural Stability in 4-Dimensional Canards2022

    • Author(s)
      Shuya Kanagawa, Kiyoyuki Tchizawa
    • Journal Title

      Advances in Pure Mathematics

      Volume: 12 Issue: 11 Pages: 600-613

    • DOI

      10.4236/apm.2022.1211046

    • Peer Reviewed / Open Access / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-18K03431
  • [Journal Article] Asymptotic Expansions for Symmetric Statistics with Degenerate Kernels2022

    • Author(s)
      Shuya Kanagawa
    • Journal Title

      Mathematics

      Volume: 10 Issue: 21 Pages: 1-10

    • DOI

      10.3390/math10214158

    • Peer Reviewed / Open Access / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-18K03431
  • [Journal Article] Extended Wiener Process in Nonstandard Analysis2020

    • Author(s)
      Shuya Kanagawa and Kiyoyuki Tchizawa
    • Journal Title

      Applied Mathematics

      Volume: 11 Issue: 03 Pages: 247-254

    • DOI

      10.4236/am.2020.113019

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-18K03431
  • [Journal Article] Proof of Ito's Formula for Ito's Process in Nonstandard Analysis2019

    • Author(s)
      S. Kanagawa and K. Tchizawa
    • Journal Title

      Applied Mathematics

      Volume: 10 Issue: 07 Pages: 561-567

    • DOI

      10.4236/am.2019.107039

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-18K03431
  • [Journal Article] A NEW TYPE OF JUMP DIFFUSION MODEL OF STOCK PRICE AND ITS APPLICATION TO ESTIMATION OF STOCHASTIC VOLATILITY2019

    • Author(s)
      金川秀也
    • Journal Title

      Journal of Japan Society of Civil Engineers, Ser. A2 (Applied Mechanics (AM))

      Volume: 75 Issue: 2 Pages: I_25-I_29

    • DOI

      10.2208/jscejam.75.2_I_25

    • NAID

      130007795422

    • ISSN
      2185-4661
    • Language
      Japanese
    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18K03431
  • [Journal Article] An improvement of jump diffusion model for Japan Nikkei 225 indexes and its application to estimating the stochastic volatility2019

    • Author(s)
      S. Kanagawa, M. Namekawa and K. Shinkai
    • Journal Title

      Proc. 23rd International Congress on Modeling and Simulation

      Volume: 23 Pages: 505-511

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18K03431
  • [Journal Article] Extended Wiener Measure by Nonstandard Analysis for Financial Time series2018

    • Author(s)
      S. Kanagawa, R. Nishiyama and K. Tchizawa
    • Journal Title

      Applied Mathematics

      Volume: 9 Pages: 975-984

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18K03431
  • [Journal Article] 日経225平均株価指数の日次収益率分析におけるジャンプ拡散過程モデルの同定とその低頻度で振幅の大きなジャンプ時点推定への応用について2016

    • Author(s)
      金川秀也、石田真之
    • Journal Title

      日本経営工学会論文誌

      Volume: 67 Pages: 1-9

    • NAID

      130005155919

    • Peer Reviewed / Acknowledgement Compliant
    • Data Source
      KAKENHI-PROJECT-25400211
  • [Journal Article] Identification of Jump Times of Large Jumps for the Nikkei 225 Stock Index from Daily Share Prices via a Stochastic Volatility Model2015

    • Author(s)
      S. Ishida and S. Kanagawa
    • Journal Title

      TAMJ

      Volume: 63 Issue: 0 Pages: 109-116

    • DOI

      10.11345/nctam.63.109

    • NAID

      130005103441

    • ISSN
      1348-0693, 1349-4244
    • Language
      English
    • Peer Reviewed / Acknowledgement Compliant / Open Access
    • Data Source
      KAKENHI-PROJECT-25400211
  • [Journal Article] Estimation of Jump Times of Large Jumps for the Nikkei 225 Stock Index from Daily Share Prices by a Stochastic Volatility Model2015

    • Author(s)
      S. ISHIDA and S. KANAGAWA
    • Journal Title

      Theoretical and Applied Mechanics Japan

      Volume: 63

    • Peer Reviewed / Acknowledgement Compliant / Open Access
    • Data Source
      KAKENHI-PROJECT-25400211
  • [Journal Article] Optimal portfolios based on weakly dependent data2015

    • Author(s)
      H. Takahashi, T. Saigo, S. Kanagawa and K. Yoshihara
    • Journal Title

      Dynamical Systems and Differential Equations, DCDS Supplement 2015, AIMS

      Volume: Supplement Volume

    • Peer Reviewed / Acknowledgement Compliant / Open Access
    • Data Source
      KAKENHI-PROJECT-25400211
  • [Journal Article] Asymptotic behavior of solutions of some difference equations2015

    • Author(s)
      H. Takahashi, S. Kanagawa and K. Yoshihara
    • Journal Title

      Stochastic Analysis and Applications

      Volume: 33 Issue: 4 Pages: 740-755

    • DOI

      10.1080/07362994.2015.1038840

    • Peer Reviewed / Acknowledgement Compliant
    • Data Source
      KAKENHI-PROJECT-25400211, KAKENHI-PROJECT-26800063
  • [Journal Article] Asymptotic behavior of solutions of some difference equations2015

    • Author(s)
      H. Takahashi, S. Kanagawa and K. Yoshihara
    • Journal Title

      Stochastic Analysis and Applications

      Volume: in press

    • Data Source
      KAKENHI-PROJECT-24540128
  • [Journal Article] Optimal portfolios based on weakly dependent data2015

    • Author(s)
      H. Takahashi, T. Saigo, S. Kanagawa and K. Yoshihara
    • Journal Title

      Dynamical Systems and Differential Equations, AIMS

      Volume: DCDS Supplement Pages: 1041-1049

    • DOI

      10.3934/proc.2015.1041

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-25400211, KAKENHI-PROJECT-26800063
  • [Journal Article] A Confidence Interval for the Euler-Maruyama Approximate Solution of SDE with Unbounded Coefficients2014

    • Author(s)
      S. Kanagawa and S. Hasegawa
    • Journal Title

      Theoretical and Applied Mechanics Japan

      Volume: 62 Pages: 91-98

    • Peer Reviewed / Acknowledgement Compliant / Open Access
    • Data Source
      KAKENHI-PROJECT-25400211
  • [Journal Article] The nonlinear Schrodinger equation created by the vibrations of an elastic plate and its dimensional expansion2014

    • Author(s)
      S. Kanagawa and B. T. Nohara
    • Journal Title

      Dynamical Systems and Differential Equations, DCDS Supplement 2013, AIMS

      Volume: Supplement Volume Pages: 415-426

    • NAID

      40019298858

    • Peer Reviewed / Acknowledgement Compliant / Open Access
    • Data Source
      KAKENHI-PROJECT-25400211
  • [Journal Article] The nonlinear Schrodinger equation created by the vibriation of an elastic plate and its dimensional expansion2013

    • Author(s)
      S. Kanagawa and B. T. Nohara
    • Journal Title

      Discrete and Continuous Dynamical Systems

      Volume: Supplement Volume Pages: 415-426

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-25400211
  • [Journal Article] The nonlinear Schrodinger equation created by the vibriation of an elastic plate and its dimensional expansion2013

    • Author(s)
      S. Kanagawa and B. T. Nohara
    • Journal Title

      Discrete and Continuous Dynamical Systems

      Volume: Supplement Volume (2013) Pages: 415-426

    • DOI

      10.3934/proc.2013.2013.415

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24540128
  • [Journal Article] The Euler-Maruyama Approximation for the Reflecting Ornstein-Uhlenbeck Process Using the Penalty Method2013

    • Author(s)
      S. Kanagawa
    • Journal Title

      Theoretical and Applied Mechanics Japan

      Volume: 61 Pages: 207-213

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-25400211
  • [Journal Article] Euler-Maruyama Approximation of the Reflecting Ornstein-Uhlenbeck Process Using the Penalty Method2012

    • Author(s)
      S. Kanagawa
    • Journal Title

      Theoretical and Applied Mechanics Japan

      Volume: Vol.61 Pages: 207-214

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Journal Article] Fuzzy Node Fuzzy Graph Analysis Applying T-norm2012

    • Author(s)
      H.Uesu, S.Kanagawa,
    • Journal Title

      Biomedical Soft Computing and Human Sciences

      Volume: 16 Pages: 63-68

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Journal Article] Fuzzy Node Fuzzy Graph Analysis Applying T-norm2012

    • Author(s)
      H. Uesu, S. Kanagawa
    • Journal Title

      Biomedical Soft Computing and Human Sciences

      Volume: Vol.16 Pages: 63-68

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Journal Article] The Euler-Maruyama Approximation for the reflecting Ornshtein-Uhlenbeck Processes Using the Penalty Method2012

    • Author(s)
      S. Kanagawa
    • Journal Title

      Theoretical and Applied Mechanics Japan

      Volume: 61 Pages: 207-214

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24540128
  • [Journal Article] Statistical Scheme via AIC for Evaluating the Optimal Cut Off Level in Fuzzy Clustering2011

    • Author(s)
      S. Kanagawa, K. Shinkai, H. Chung and K. Nagashima
    • Journal Title

      Proceedings of the 2011 IEEE International Conference on Fuzzy Systems

      Volume: 1 Pages: 1568-1571

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21540131
  • [Journal Article] Limit theorems of U-statistics for weakly dependent random variables and their applications to change-point problems2011

    • Author(s)
      K.Yoshihara, S.Kanagawa, S.Fukuda
    • Journal Title

      Theoretical and Applied Mechanics Japan

      Volume: 60 Pages: 399-418

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21540131
  • [Journal Article] Limit theorems of U-statistics for weakly dependent random variables and their applications to change-point problems2011

    • Author(s)
      K. Yoshihara, S. Kanagawa and S. Fukuda
    • Journal Title

      Theoreticaland Applied Mechanics Japan

      Volume: 60 Pages: 399-418

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21540131
  • [Journal Article] Statistical Scheme via AIC for Evaluating the Optimal Cut Off Level in Fuzzy Clustering2011

    • Author(s)
      S.Kanagawa, K.Shinkai, H.Chung
    • Journal Title

      Proceedings of the 2011 IEEE International Conference on Fuzzy Systems

      Pages: 399-418

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Journal Article] Limit theorems of U-statistics for weakly dependent random variables and their applications to change-point problems2011

    • Author(s)
      K.Yoshihara S.Kanagawa S.Fukuda
    • Journal Title

      Theoretical and Applied Mechanics Japan

      Volume: 60 Pages: 399-418

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Journal Article] Limit theorems of U-statistics for weakly dependent random variables and their applications to change-point problems2011

    • Author(s)
      K. Yoshihara, S. Kanagawa a n d S . Fukuda
    • Journal Title

      Theoretical and Applied Mechanics Japan

      Volume: Vol.60 Pages: 399-418

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Journal Article] Approximated Solutions of Schrodinger Equations Induced from Nearly Monochromatic Waves2010

    • Author(s)
      S. Kanagawa, T. Nitta, K. Tchizawa
    • Journal Title

      Theoretical and Applied Mechanics Japan

      Volume: 59 Pages: 153-161

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21540131
  • [Journal Article] Approximated Solutions of Schrodinger equations induced from multi-dimensional nearly monochromatic waves2010

    • Author(s)
      S. Kanagawa, T.Nitta and K. Tchizawa
    • Journal Title

      Theoretical and Applied Mechanics Japan

      Volume: Vol.59 Pages: 153-161

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Journal Article] Approximated Solutions of Schrodinger equations induced from multi-dimensional nearly monochromatic waves2010

    • Author(s)
      S.Kanagawa, T.Nitta, K.Tchizawa
    • Journal Title

      Theoretical and Applied Mechanics Japan

      Volume: 59 Pages: 153-161

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Journal Article] A new model via a semi-reflecting Brownian motion and its application to behavioral finance2010

    • Author(s)
      S.Kanagawa, N.Kosuge, T.Suzuki
    • Journal Title

      Proc.Neural, Parallel and Scientific Computations

      Volume: 4 Pages: 205-210

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Journal Article] Solutions of Ginzburg-Landau equations induced from multi- dimensional bichromatic waves and some examples of their envelope functions2009

    • Author(s)
      S.Kanagawa, K.Tchizawa, T.Nitta
    • Journal Title

      Theoretical and Applied Mechanics Japan Vol.58

      Pages: 71-78

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Journal Article] Numerical Analysis of reflecting Brownian motion and a new model ofsemi-reflecting Brownian motion with some domains2009

    • Author(s)
      S. Kanagawa
    • Journal Title

      Communications in Applied Analysis

      Volume: Vol.13 Pages: 231-244

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Journal Article] Numerical Analysis of reflecting Brownian motion and a new model of semi-reflecting Brownian motion with some domains2009

    • Author(s)
      S.Kanagawa
    • Journal Title

      Communications in Applied Analysis 13

      Pages: 231-244

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Journal Article] Change-point problems in nonlinear regression estimation with dependent observations2009

    • Author(s)
      K.Yoshihara, S.Kanagawa
    • Journal Title

      Nonlinear Analysis : Theory, Methods & Applications 71

      Pages: 2152-2163

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Journal Article] Change-point problems in nonlinear regression estimation with dependent observations2009

    • Author(s)
      K. Yoshihara S. Kanagawa
    • Journal Title

      Nonlinear Analysis : Theory, Methods & Applications (掲載予定)(印刷中)

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Journal Article] Solutions of Ginzburg-Landau equations induced from multi-Dimensional bichromatic waves and some examples of their envelope functions2009

    • Author(s)
      Shuya Kanagawa, Kiyoyuki Tchizawa, Takashi Nitta
    • Journal Title

      Theoretical and Applied Mechanics Japan 58

      Pages: 71-78

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Journal Article] Ginzburg-Landau equations induced from multi-dimensional bichromatic waves2009

    • Author(s)
      S.Kanagawa, K.Tchizawa, T.Nitta
    • Journal Title

      Nonlinear Analysis : Theory, Methods & Applications Vol.71

    • NAID

      130004604223

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Journal Article] Ginzburg-Landau equations induced from multi-dimensional bichromatic waves2009

    • Author(s)
      Shuya Kanagawa, Kiyoyuki Tchizawa, Takashi Nitta
    • Journal Title

      Nonlinear Analysis : Theory, Methods & Applications 71

      Pages: 2258-2266

    • NAID

      130004604223

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Journal Article] Ginzburg-Landau equations induced from multi-dimensional bichromatic waves2009

    • Author(s)
      S.Kanagawa, K. Tchizawa and T. Nitta
    • Journal Title

      Nonlinear Analysis: Theory, Methods &Applications

      Volume: Vol.71

    • NAID

      130004604223

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Journal Article] Solutions of Ginzburg-Landau equations induced from multi- dimensional bichromatic waves and some examples of their envelope functions2009

    • Author(s)
      S. Kanagawa, K.Tchizawa and T. Nitta
    • Journal Title

      Theoretical and Applied Mechanics Japan

      Volume: Vol.58 Pages: 71-78

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Journal Article] Change-point problems in nonlinear regression estimation with dependent observations2009

    • Author(s)
      K.Yoshihara, S.Kanagawa
    • Journal Title

      Nonlinear Analysis : Theory, Methods & Applications Vol.71

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Journal Article] Change-point problems in nonlinear regression estimation with dependent observations2009

    • Author(s)
      K. Yoshihara and S. Kanagawa
    • Journal Title

      Nonlinear Analysis: Theory, Methods & Applications

      Volume: Vol.71

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Journal Article] Numerical Analysis of reflecting Brownian motion and a new model of semi-reflecting Brownian motion with some domains2009

    • Author(s)
      S.Kanagawa
    • Journal Title

      Communications in Applied Analysis Vol.13

      Pages: 231-244

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Journal Article] Fuzzy Clustering Level Analysis via Statistical Scheme Applying Akaike ' s Information Criterion2008

    • Author(s)
      S. Kanagawa and K . Shinkai
    • Journal Title

      International Journal of Innovative Computing, Information and Control

      Volume: Vol.4 Pages: 2523-2531

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Journal Article] Fuzzy Clustering Level Analysis via Statistical Scheme Applying Akaike's Information Criterion2008

    • Author(s)
      S.Kanagawa, K.Shinkai
    • Journal Title

      International Journal of Innovative Computing, Information and Control Vol.4

      Pages: 2523-2531

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Journal Article] Fuzzy Clustering Level Analysis via Statistical Scheme Applying Akaike's Information Criterion2008

    • Author(s)
      S. Kanagawa K. Shinakai
    • Journal Title

      International Journal of Innovative Computing, Information and Control 4

      Pages: 2523-2531

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Journal Article] Fuzzy Clustering Level Analysis Using AIC Method for Large Size Samples2007

    • Author(s)
      S.Kanagawa, H.Uesu, K.shinkai, E.Tsuda
    • Journal Title

      Proceedings ICICIC2007, Kymamaaoto (出版決定)

    • Data Source
      KAKENHI-PROJECT-16540124
  • [Journal Article] Fuzzy Clustering Level Analysis applying AIC Method2007

    • Author(s)
      S.Kanagawa, H.Uesu, K.Shinkai, E.Tsuda
    • Journal Title

      Journal of Sdvanced Computational Intelligence and intelligent Informatics (出版決定)

    • Data Source
      KAKENHI-PROJECT-16540124
  • [Journal Article] Nonlinear Schrodinger equations for envelope functions induced from nearly bichromat induced from nearly bichromatic waves with random spectrums2006

    • Author(s)
      S. Kanagawa
    • Journal Title

      Proc. Neural, Parallel and Scientific Computations Vol.3

      Pages: 89-92

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16540124
  • [Journal Article] Approximate solution of reflecting Brownian motion using penalty method and numerical application to imperfect elastic barrier2006

    • Author(s)
      S.Kanagawa
    • Journal Title

      Dynamic Systems and Applications 15

      Pages: 287-300

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-16540124
  • [Journal Article] Nonlinear Schrodinger equations for envelope functions induced from nearly bichromatic waves with random spectrum2006

    • Author(s)
      S.Kanagawa
    • Journal Title

      Proc.Neural, Parallel and Scientific Computations 15

      Pages: 89-92

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-16540124
  • [Journal Article] Approximate solution of reflecting Brownian motion using penalty method and numerical application to imperfect elastic barrier2006

    • Author(s)
      S. Kanagawa
    • Journal Title

      Dynamic Systems and Applications Vol.15

      Pages: 287-300

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16540124
  • [Journal Article] Approximate solution of reflecting Brownian motion using penalty method and numerical application to imperfect elastic barrier2006

    • Author(s)
      S.Kanagawa, Y.Saisho, H.Uesu
    • Journal Title

      Dynamic Systems and Applications 15

      Pages: 287-300

    • Data Source
      KAKENHI-PROJECT-16540124
  • [Journal Article] On nonlinear Schrodinger equations induced from nearly bichromatic waves with random spectrums2006

    • Author(s)
      S.Kanagawa, T.Nohara, A.Ariomoto, K.Tchizawa
    • Journal Title

      Proceedings of Third International Congerence on Neural,Parallel & Scientific Computations 3

      Pages: 89-92

    • Data Source
      KAKENHI-PROJECT-16540124
  • [Journal Article] Numerical solution of the stochastic differential Equation2005

    • Author(s)
      S. Kanagawa, S. Ogawa
    • Journal Title

      Sugaku Expositions, Amer. Math. Soc. Vol.18

      Pages: 75-99

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16540124
  • [Journal Article] Numerical solution of the stochastic differential equation, 2-applications2005

    • Author(s)
      S.Kanagawa, S.Ogawa
    • Journal Title

      Sugaku Expositions, Amer.Math.Soc. 18

      Pages: 75-99

    • Data Source
      KAKENHI-PROJECT-16540124
  • [Journal Article] Numerical solution of the stochastic differential equation, 2-applications2005

    • Author(s)
      S.Kanagawa, S.Ogawa
    • Journal Title

      Sugaku Expositions 19(発表予定)

    • Data Source
      KAKENHI-PROJECT-16540124
  • [Journal Article] Numerical Simulation of Reflecting Geometrical Brownian Motion and its Application to Mathematical finance2005

    • Author(s)
      A.Arimoto, S.Kanagawa, Y.Saisho
    • Journal Title

      Nonlinear Analysis (発表予定)

    • Data Source
      KAKENHI-PROJECT-16540124
  • [Journal Article] 従属確率変数列に対する対称統計量の極限定理2005

    • Author(s)
      金川秀也
    • Journal Title

      統計数理研究所共同研究レポート 175

      Pages: 24-42

    • Data Source
      KAKENHI-PROJECT-16540124
  • [Journal Article] Mean square approximation of multi dimensional reflecting fractional Brownian motion via penalty method2005

    • Author(s)
      S.Kanagawa
    • Journal Title

      Discrete and Continuous Dynamical Systems (Supplement Volume)

      Pages: 463-475

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-16540124
  • [Journal Article] Numerical simulation of reflecting geometrical Brownian motion and its application to mathematical finance2005

    • Author(s)
      S.Kanagawa, A.Arimoto, Y.Saisho
    • Journal Title

      Nonlinear Analysis 63

      Pages: 2209-2222

    • Data Source
      KAKENHI-PROJECT-16540124
  • [Journal Article] 従属確率変数列に対する対称統計量の極限定理について2005

    • Author(s)
      金川 秀也
    • Journal Title

      統計数理研究所共同研究レポート 10

      Pages: 24-42

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-16540124
  • [Journal Article] Error Estimation for the Euler-Maruyama Approximate Solution of Reflecting Brownian Motion Using Penalty Method and Numerical Applications2005

    • Author(s)
      S.Kanagawa, Y.Saisho, H.Uesu
    • Journal Title

      Journal of Dynamic Systems and Applications (発表予定)

    • Data Source
      KAKENHI-PROJECT-16540124
  • [Journal Article] Mean square approximation of multi dimensional reflecting fractional Brownian motion via penalty method2005

    • Author(s)
      S. Kanagawa
    • Journal Title

      Discrete and Continuous Dynamical Systems, Supplement Volume

      Pages: 463-475

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16540124
  • [Journal Article] Strong Approximation of Reflecting Brownian Motion Using Penalty Method and its Approximation2005

    • Author(s)
      K.Inoue, S.Kanagawa
    • Journal Title

      Proceedings of Neural, Parallel & Scientific Computations (発表予定)

    • Data Source
      KAKENHI-PROJECT-16540124
  • [Journal Article] Mean square approximation of multi dimensional reflecting fractional Brownian motion via penalty method2005

    • Author(s)
      S.Kanagawa, K.Inoue, A.Arimoto, Y.Saisho
    • Journal Title

      Discrete and Continuous Dynamical Systems Supplement Volume

      Pages: 75-99

    • Data Source
      KAKENHI-PROJECT-16540124
  • [Journal Article] Numerical simulation of reflecting geometrical Brownian motion and its application to mathematical finance2005

    • Author(s)
      S.Kanagawa
    • Journal Title

      Nonlinear Analysis 63

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-16540124
  • [Journal Article] Numerical solution of the stochastic differential equation,2-applications2005

    • Author(s)
      S.Kanagawa
    • Journal Title

      Sugaku Expositions, Amer.Math.Soc 18

      Pages: 75-99

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-16540124
  • [Journal Article] Numerical simulation of reflecting geometrical Brownian motion and its application to mathematical finance2005

    • Author(s)
      S. Kanagawa
    • Journal Title

      Nonlinear Analysis Vol.63

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16540124
  • [Journal Article] フィッシャーの情報量,研究ノート2005

    • Author(s)
      竹中淑子, 金川秀也
    • Journal Title

      三田学会雑誌 95

      Pages: 75-99

    • Data Source
      KAKENHI-PROJECT-16540124
  • [Journal Article] Statistical Scheme via AIC for Evaluating the Optimal Cut Off Level in Fuzzy Clustering

    • Author(s)
      S.Kanagawa, K.Shinkai, H.Chung, K.Nagashima
    • Journal Title

      Proceedings of the 2011 IEEE International Conference on Fuzzy Systems

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Presentation] How to pick up pure large jumps from stock index data?2024

    • Author(s)
      金川秀也
    • Organizer
      統数研共同研究集会「無限分解可能過程に関連する諸問題」
    • Data Source
      KAKENHI-PROJECT-18K03431
  • [Presentation] Optimal volatility estimation scheme for stock indexes induced from an improved jump diffusion model2023

    • Author(s)
      S. Kanagawa, M. Namekawa and K. Shinkai
    • Organizer
      The 25th International Congress on Modelling and Simulation (MODSIM2023)
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-18K03431
  • [Presentation] ファジィ数と確率分布の同値関係を用いた2つのファジィ数間の関係の分類2023

    • Author(s)
      金川 秀也,上江洲 弘明,新海 公昭,染山 教大
    • Organizer
      バイオメディカル・ファジィ・システム学会 第 36 回年次大会
    • Data Source
      KAKENHI-PROJECT-18K03431
  • [Presentation] ファジィ分割表による類似度評定とその応用2022

    • Author(s)
      上江洲弘明、金川秀也
    • Organizer
      BMFSA2022年次大会
    • Data Source
      KAKENHI-PROJECT-18K03431
  • [Presentation] ファジィ数と確率変数の同値関係とそのファジィシステムへの応用2021

    • Author(s)
      金川秀也,上江洲弘明, 新海公昭 ,染山教大
    • Organizer
      バイオメディカル・ファジィ・システム学会 第35回年次大会
    • Data Source
      KAKENHI-PROJECT-18K03431
  • [Presentation] 超凖解析を用いた確率解析とその工学への応用について2020

    • Author(s)
      金川 秀也
    • Organizer
      バイオメディカル・ファジィ・システム学会 第33回年次大会
    • Data Source
      KAKENHI-PROJECT-18K03431
  • [Presentation] n 次元ファジィ数ベクトルの順序とType-2ファジィ分割表分析2019

    • Author(s)
      上江洲 弘明,金川 秀也
    • Organizer
      第32 回バイオメディカル・ファジィ・システム学会年次大会
    • Data Source
      KAKENHI-PROJECT-18K03431
  • [Presentation] An improvement of jump diffusion model for Japan Nikkei 225 indexes and its application to estimating the stochastic volatility2019

    • Author(s)
      S. Kanagawa, M. Namekawa and K. Shinkai
    • Organizer
      The 23rd International Congress on Modelling and Simulation (MODSIM2019)
    • Invited
    • Data Source
      KAKENHI-PROJECT-18K03431
  • [Presentation] 確率微分方程式及びファジィ理論による不確実システムの分析2019

    • Author(s)
      金川 秀也,上江洲 弘明,野原 勉
    • Organizer
      第65回理論応用力学講演会
    • Data Source
      KAKENHI-PROJECT-18K03431
  • [Presentation] ジャンプ拡散過程を用いたボラティリティ推定2019

    • Author(s)
      金川 秀也,上江洲 弘明
    • Organizer
      第32 回バイオメディカル・ファジィ・システム学会年次大会
    • Data Source
      KAKENHI-PROJECT-18K03431
  • [Presentation] ファジィグラフの特性解析と応用Ⅵ2019

    • Author(s)
      染山 教大,新海 公昭,津田 栄,山下 元, 金川 秀也
    • Organizer
      第32 回バイオメディカル・ファジィ・システム学会年次大会
    • Data Source
      KAKENHI-PROJECT-18K03431
  • [Presentation] Identification of Large Jumps in Daily Share Prices of Stock Index Using a Jump Diffusion Model2018

    • Author(s)
      Shuya Kanagawa
    • Organizer
      The 12th AIMS Conference on Dynamical Systems, Differential Equations and Applications
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-18K03431
  • [Presentation] 株価ボラティリティ推定に関する新提案2018

    • Author(s)
      金川 秀也
    • Organizer
      第182回ファジィ科学シンポジウム
    • Data Source
      KAKENHI-PROJECT-25400211
  • [Presentation] Estimation of Volatility of Share Prices of Stock Index Using a Jump Diffusion Model2018

    • Author(s)
      Shuya Kanagawa
    • Organizer
      The 12th AIMS Conference on Dynamical Systems, Differential Equations and Applications
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-18K03431
  • [Presentation] ジャンプ拡散過程による時系列解析とその応用2018

    • Author(s)
      金川秀也
    • Organizer
      バイオメディカル・ファジィ・システム学会
    • Data Source
      KAKENHI-PROJECT-18K03431
  • [Presentation] Time Series Analysis of Cerebral Blood Flow Data Measured by Light Topography2017

    • Author(s)
      S. Kanagawa
    • Organizer
      第30回バイオメディカル・ファジィ・システム学会年次大会
    • Data Source
      KAKENHI-PROJECT-25400211
  • [Presentation] Estimation of Jump-Times of Daily Share Prices of Nikkei 225 Stock Index Using a Jump Diffusion Model2017

    • Author(s)
      S. Kanagawa
    • Organizer
      NCTS Workshop on Applied Analysis and Probability
    • Place of Presentation
      Taipei (Taiwan)
    • Year and Date
      2017-03-24
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-25400211
  • [Presentation] (3) Optimal portfolios based on weakly dependent data2016

    • Author(s)
      S. Kanagawa
    • Organizer
      The 10th AIMS Conference on Dynamical Systems, Differential Equations and Applications
    • Place of Presentation
      Orlando (USA)
    • Year and Date
      2016-07-01
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-25400211
  • [Presentation] Identification of jump times of large jumps for the Nikkei 225 stock index from daily share prices via a stochastic volatility model2016

    • Author(s)
      S. Kanagawa
    • Organizer
      High Dimensional Statistical Analysis & Quantile Analysis for Time Series
    • Place of Presentation
      熊本大学 (熊本)
    • Year and Date
      2016-03-03
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-25400211
  • [Presentation] Estimation of Jump-Times of a Jump Diffusion Model for Nikkei 225 Stock Index2015

    • Author(s)
      S. Kanagawa
    • Organizer
      Seventh International Conference on Dynamic Systems and Applications & Fifth International Conference on Neural, Parallel, and Scientific Computations
    • Place of Presentation
      Morehouse College, Atlanta, USA
    • Year and Date
      2015-05-27
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-25400211
  • [Presentation] How to teach a concept of probability?2013

    • Author(s)
      S. Kanagawa
    • Organizer
      Taiwan-Japan Bilateral Symposium on Mathematics Education
    • Place of Presentation
      台湾国立師範大学、台北、台湾
    • Data Source
      KAKENHI-PROJECT-25400211
  • [Presentation] Asymptotic expansion for sums of Hilbert space valued random variables and its application to V-statistics2013

    • Author(s)
      金川秀也
    • Organizer
      2013日本数学会年会
    • Place of Presentation
      京都大学、京都
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Presentation] How to teach a concept of probability?2013

    • Author(s)
      S. Kanagawa
    • Organizer
      Taiwan-Japan Bilateral Symposium on Mathematics Education 2013
    • Place of Presentation
      National Taiwan Normal University, Taipei, Taiwan
    • Data Source
      KAKENHI-PROJECT-24540128
  • [Presentation] 確率微分方程式の離散化とその誤差評価について2013

    • Author(s)
      金川秀也
    • Organizer
      第62回理論応用力学講演会
    • Place of Presentation
      東京工業大学、東京
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Presentation] A model of stock prices using a multi-dimensional reflecting Brownian motion described by the Skorohod SDE2012

    • Author(s)
      S.Kanagawa
    • Organizer
      AMS Sectional Meeting #1079, Special Session on Stochastic Analysis and Applications, II, 2012 Spring Southeastern Section Meeting
    • Place of Presentation
      University of South Florida, Tampa,米国(招待講演)
    • Data Source
      KAKENHI-PROJECT-21540131
  • [Presentation] Limit Theorems for Hilbert Space Valued Random Variables and their Applications to Investigation of Asymptotic Behaviors of Symmetric Statistics2012

    • Author(s)
      S. Kanagawa
    • Organizer
      The 8th International Conference on Differential Equations and Dynamical Systems
    • Place of Presentation
      ウォタールー, カナダ
    • Year and Date
      2012-08-14
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Presentation] A model of stock prices using a multi-dimensional reflecting Brownian motion described by the Skorohod SDE, AMS Sectional Meeting# 1079, Special Session on Stochastic Analysis and Applications, II2012

    • Author(s)
      S. Kanagawa
    • Organizer
      2012 Spring Southeastern Section Meeting
    • Place of Presentation
      University of South Florida, Tampa,米国
    • Data Source
      KAKENHI-PROJECT-21540131
  • [Presentation] 多次元反射壁ブラウン運動を用いた経済時系列モデルとその応用2012

    • Author(s)
      金川秀也、小菅直人
    • Organizer
      第61回理論応用力学講演会(NCTAM2012)
    • Place of Presentation
      東京大学
    • Year and Date
      2012-03-08
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Presentation] A model of stock prices using a multi-dimensional reflecting Brownian motion described by the Skorohod SDE2012

    • Author(s)
      S.Kanagawa
    • Organizer
      AMS Sectional Meeting #1079
    • Place of Presentation
      アメリカ合衆国、タンパ(招待講演)
    • Year and Date
      2012-03-16
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Presentation] A model of stock prices using a multi-dimensional reflecting Brownian motion described by the Skorohod SDE2012

    • Author(s)
      S. Kanagawa
    • Organizer
      AMS Sectional Meeting #1079
    • Place of Presentation
      タンパ, アメリカ合衆国
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Presentation] Limit Theorems for Hilbert Space Valued Random Variables and their Applications to Investigation of Asymptotic Behaviors of Symmetric Statistics2012

    • Author(s)
      S.Kanagawa
    • Organizer
      The 8th International Conference on Differential Equations and Dynamical Systems
    • Place of Presentation
      ウォタールー, カナダ
    • Invited
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Presentation] Limit Theorems for Hilbert Space Valued Random Variables and their Applications to Investigation of Asymptotic Behaviors of Symmetric Statistics2012

    • Author(s)
      S. Kanagawa
    • Organizer
      The 8th International Conference on Differential Equations and Dynamical Systems
    • Place of Presentation
      University of Waterloo, Ontario, Canada
    • Invited
    • Data Source
      KAKENHI-PROJECT-24540128
  • [Presentation] The nonlinear Schrodinger equation propagating on an elastic plate2012

    • Author(s)
      S. Kanagawa, B.T. Nohara
    • Organizer
      The International Conference on the Theory, Methods and Applications of Nonlinear Equations
    • Place of Presentation
      テキサス、アメリカ合衆国
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Presentation] Nagashima Statistical Scheme via AIC for Evaluating the Optimal Cut Off Level in Fuzzy Clustering2011

    • Author(s)
      S. Kanagawa, K. Shinkai, H. Chung and K.
    • Organizer
      IEEE International Conference on Fuzzy Systems
    • Place of Presentation
      Taipei,台湾
    • Year and Date
      2011-06-27
    • Data Source
      KAKENHI-PROJECT-21540131
  • [Presentation] Statistical Scheme via AIC for Evaluating the Optimal Cut Off Level in Fuzzy Clustering2011

    • Author(s)
      S.Kanagawa, K.Shinkai, H.Chung, K.Nagashima
    • Organizer
      IEEE International Conference on Fuzzy Systems
    • Place of Presentation
      Taipei,台湾
    • Year and Date
      2011-06-27
    • Data Source
      KAKENHI-PROJECT-21540131
  • [Presentation] 従属確率変数列に対するU-統計量に関する極限定理およびその日経225平均株価分析への応用2011

    • Author(s)
      吉原健一, 福田修平, 金川秀也
    • Organizer
      60回理論応用力学講演会
    • Place of Presentation
      東京工業大学
    • Year and Date
      2011-03-10
    • Data Source
      KAKENHI-PROJECT-21540131
  • [Presentation] Statistical Scheme via AIC for Evaluating the Optimal Cut Off Level in Fuzzy Clustering2011

    • Author(s)
      S.Kanagawa, K.Shinkai, H.Chung
    • Organizer
      IEEE International Conference on Fuzzy Systems
    • Place of Presentation
      台北(台湾)
    • Year and Date
      2011-06-28
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Presentation] 従属確率変数列に対するU-統計量に関する極限定理およびその日経225 平均株価分析への応用2011

    • Author(s)
      吉原健一, 福田修平, 金川秀也
    • Organizer
      60回理論応用力学講演会
    • Place of Presentation
      東京工業大学(招待講演)
    • Year and Date
      2011-03-10
    • Data Source
      KAKENHI-PROJECT-21540131
  • [Presentation] Approximated solution of Ginzburg-Landau equation induced from nearly bichromatic wave2010

    • Author(s)
      S. Kanagawa, K.Tchizawa and T.Nitta
    • Organizer
      The 8th AIMS Conference on Dynamical Systems, Differential Equations and Applications
    • Place of Presentation
      ドレスデン , ドイツ
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Presentation] A New Model Using A Semi-Reflecting Brownian Motion and its Application to Behavioral Finance2010

    • Author(s)
      S.Kanagawa
    • Organizer
      The Fourth International Conference on Neural, Parallel & Scientific Computations
    • Place of Presentation
      ATLANTA,アメリカ合衆国(招待講演)
    • Year and Date
      2010-08-11
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Presentation] A New Model Using A Semi-Reflecting Brownian Motion and its Application to Behavioral Finance2010

    • Author(s)
      S. Kanagawa
    • Organizer
      The Fourth International Conference on Neural,Parallel & Scientific Computations
    • Place of Presentation
      アトランタ, アメリカ合衆国
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Presentation] A New Model Using a Semi-Reflecting Brownian Motion and Its Application to Behavioral Finance, Fourth International Conference on Neural2010

    • Author(s)
      S. Kanagawa
    • Organizer
      Parallel & Scientific Computations
    • Place of Presentation
      Atlanta, Georgia, U. S. A
    • Data Source
      KAKENHI-PROJECT-21540131
  • [Presentation] A New Model Using A Semi-Reflecting Brownian Motion and its Application to Behavioral Finance2010

    • Author(s)
      S.Kanagawa
    • Organizer
      The Fourth International Conference on Neural, Parallel & Scientific Computations
    • Place of Presentation
      ATLANTA, アメリカ合衆国(招待講演)
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Presentation] バイクロマチック波から導入されたギンツブルグ・ランダウ方程式の解の近似について2010

    • Author(s)
      金川秀也, 知沢清之, 新田貴士
    • Organizer
      第59回理論応用力学講演会
    • Place of Presentation
      日本学術会議(東京都港区)
    • Year and Date
      2010-06-08
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Presentation] A New Model Using a Semi-Reflecting Brownian Motion and Its Application to Behavioral Finance2010

    • Author(s)
      S.Kanagawa
    • Organizer
      Fourth International Conference on Neural, Parallel & Scientific Computations
    • Place of Presentation
      Atlanta, Georgia, U.S.A.(招待講演)
    • Data Source
      KAKENHI-PROJECT-21540131
  • [Presentation] 多次元バイクロマチック波から導かれるGinzburg-Landau方程式について2009

    • Author(s)
      金川秀也, 知沢清之, 新田貴士
    • Organizer
      第57回理論応用力学講演会
    • Place of Presentation
      日本学術会議(東京)
    • Year and Date
      2009-06-11
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Presentation] Approximated Solution of Ginzburg-Landau Equation Induced from Nearly Bichromatic Wave2009

    • Author(s)
      金川秀也
    • Organizer
      Mini-Workshop on Applied Analysis and Probability
    • Place of Presentation
      国立台湾大学(台北)
    • Year and Date
      2009-03-24
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Presentation] Change-point problems in regression estimation with dependent observations2008

    • Author(s)
      金川秀也
    • Organizer
      World Congress of Nonlinear Analysts
    • Place of Presentation
      アメリカ合衆国、Orlando
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Presentation] Change-point problems for coefficients of stochastic differential equations driven by stationary increments processes2008

    • Author(s)
      S. Kanagawa, K. Yoshihara
    • Organizer
      The 6th International Conference On Differential Equations and Dynamical Systems
    • Place of Presentation
      ボルチモア, アメリカ合衆国
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Presentation] Change-point problems for coefficients of stochastic differential equations driven by stationary increments processes2008

    • Author(s)
      金川秀也
    • Organizer
      The 6th International Conference On Differential Equations and Dynamical Systems
    • Place of Presentation
      アメリカ合衆国、Baltimore
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Presentation] Change-point problems in regression estimation with dependent observations2008

    • Author(s)
      S.Kanagawa a n d K . Yoshihara
    • Organizer
      World Congress of Nonlinear Analysts 2008
    • Place of Presentation
      オーランド, アメリカ合衆国
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Presentation] Change-point problems in regression estimation with dependent observations2008

    • Author(s)
      S.Kanagawa, K.Yoshihara
    • Organizer
      World Congress of Nonlinear Analysts
    • Place of Presentation
      アメリカ合衆国(招待講演)
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Presentation] Ginzburg-Landau equations induced from multi-dimensional bichromatic waves2008

    • Author(s)
      金川秀也
    • Organizer
      World Congress of Nonlinear Analysts
    • Place of Presentation
      アメリカ合衆国、Orlando
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Presentation] Change-point problems for coefficients of stochastic differential equations driven by stationary increments sequence2008

    • Author(s)
      S.Kanagawa, K.Yoshihara
    • Organizer
      The 6th International Conference On Differential Equations and Dynamical Systems
    • Place of Presentation
      Baltimore, アメリカ合衆国(招待講演)
    • Data Source
      KAKENHI-PROJECT-20540140
  • [Presentation] Numerical analysis for occupation time of some neighborhood of boundary of reflecting Brownian motion2007

    • Author(s)
      S. Kanagawa
    • Organizer
      5th International Conference on Dynamic systems and Applications
    • Place of Presentation
      Atlanta
    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16540124
  • [Presentation] Numerical analysis for occupation time of some neiξhborhood of boundary of reflecting Brownian motion2007

    • Author(s)
      S.Kanagawa
    • Organizer
      5th International Conference on Dynamic systems and Applications
    • Place of Presentation
      Atlanta,USA
    • Data Source
      KAKENHI-PROJECT-16540124
  • [Presentation] ファジィグラフのシャプレイ値分析と応用II2007

    • Author(s)
      金川 秀也
    • Organizer
      日本数学会2007度秋季総合分科会
    • Place of Presentation
      東北大学
    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-16540124
  • [Presentation] Parameter estimated standardized U-statistics for some dependent sequences2007

    • Author(s)
      S.Kanagawa
    • Organizer
      中華民国数学会
    • Place of Presentation
      台北学術院,台湾
    • Data Source
      KAKENHI-PROJECT-16540124
  • [Presentation] Numerical analysis for occupation time of some neighborhood of boundary of reflecting Brownian motion2007

    • Author(s)
      S.Kanagawa
    • Organizer
      5th International Conference on Dynamic systems and Applications
    • Place of Presentation
      Atlanta,Georgia,USA.(招待講演)
    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-16540124
  • [Presentation] Decision method of optimal fuzzy graph applying fuzzy decision2006

    • Author(s)
      S.Kanagawa
    • Organizer
      ICM 2006
    • Place of Presentation
      Madrid
    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-16540124
  • [Presentation] Approximation theorems for random permanents defined by functionals2006

    • Author(s)
      S. Kanagawa
    • Organizer
      WORKSHOP ON PROBABILITY WITH APPLICATIONS
    • Place of Presentation
      Taipei
    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16540124
  • [Presentation] Nonlinear Schrodinger equations for envelope functions induced from nearly bichromatic waves with random spectrums2006

    • Author(s)
      S. Kanagawa
    • Organizer
      The Third International Conference on Neural, Parallel & Scientific Computations
    • Place of Presentation
      ATLANTA, U.S.A., AUGUST
    • Year and Date
      2006-09-12
    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16540124
  • [Presentation] Fuzzy Information Analysis Applying AIC Method2006

    • Author(s)
      S. Kanagawa
    • Organizer
      SCIS & ISIS2006
    • Place of Presentation
      Tokyo Institute of Technology
    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16540124
  • [Presentation] 0n nonlinear Schrodinger equation induced from nearly bichromatic waves2006

    • Author(s)
      金川 秀也
    • Organizer
      日本数学会2006年度年会
    • Place of Presentation
      中央大学
    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-16540124
  • [Presentation] Nonlinear Schrodinger equation for nearly bichromatic waves induced by wave equations2005

    • Author(s)
      S.Kanagawa
    • Organizer
      京都大学数理解析研究所研究集会「関数方程式の解のダイナミクスと数値シミュレーション」
    • Place of Presentation
      京都大学数理解析研究所
    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-16540124
  • [Presentation] On nonlinear Schrodinger equationas induced from nearly bichromatic waves2005

    • Author(s)
      S. Kanagawa
    • Organizer
      The First Conference on Differential & Difference Equations
    • Place of Presentation
      Florida
    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16540124
  • [Presentation] On nonlinear Schrodinger equations induced from nearly bichromatic waves2005

    • Author(s)
      S.Kanagawa
    • Organizer
      The First Conference on Differential & Difference Equations, Florida Institute of Technology
    • Place of Presentation
      Melbourne,Florida
    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-16540124
  • [Presentation] Parameter estimated standardized U-statistics for some dependent sequences2005

    • Author(s)
      金川 秀也
    • Organizer
      科研費シンポジウム「統計数理の基礎理論について」
    • Place of Presentation
      鹿児島大学
    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-16540124
  • [Presentation] Euler-Maruyama approximate solution of reflecting fractional Brownian motion using penalty method2004

    • Author(s)
      S. Kanagawa
    • Organizer
      AIMS' Fifth International Conference on Dynamical Systems and Differential Equations
    • Place of Presentation
      California
    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16540124
  • [Presentation] Some limit theorems of U-,V-statistics for strongly dependent random variables2004

    • Author(s)
      金川 秀也
    • Organizer
      科研費シンポジウム「確率論における極限定理」
    • Place of Presentation
      九州大学
    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-16540124
  • [Presentation] Simulation of reflecting Brownian motion path with soft boundaries using penalty method2004

    • Author(s)
      S.Kanagawa
    • Organizer
      Fourth World Congress of Nonlinear Analysis, 2004
    • Place of Presentation
      Orlando,Florida(招待講演)
    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-16540124
  • [Presentation] Simulation of reflecting Brownian motion path with soft boundaries using penalty method2004

    • Author(s)
      S.Kanagawa
    • Organizer
      AIMS'Fifth International Conference on Dynamical Systems and Differential Equations California State Polytehnic University
    • Place of Presentation
      Pomona,California(招待講演)
    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-16540124
  • [Presentation] The Nonlinear Schr\"{o}dinger Equation Propagating on an Elastic Plate

    • Author(s)
      S. Kanagawa, B. T. Nohara
    • Organizer
      The International Conference on the Theory, Methods and Applications of Nonlinear Equations
    • Place of Presentation
      Texas A&M University, Kingsville, Texas, USA
    • Invited
    • Data Source
      KAKENHI-PROJECT-24540128
  • [Presentation] How to find jump-times of a Black-Scholes model with jumps for Nikkei 225 stock index

    • Author(s)
      S. Kanagawa
    • Organizer
      ICM Satellite Conference 2014: The Fourth Asian Conference on Nonlinear Analysis and Optimization
    • Place of Presentation
      Taipei, Taiwan
    • Year and Date
      2014-08-05 – 2014-08-09
    • Data Source
      KAKENHI-PROJECT-25400211
  • [Presentation] 確率微分方程式の離散化とその誤差評価について

    • Author(s)
      金川 秀也
    • Organizer
      第62回理論応用力学講演会
    • Place of Presentation
      東京工業大学
    • Data Source
      KAKENHI-PROJECT-24540128
  • [Presentation] How to find jump-times of a Black-Scholes model with jumps for Nikkei 225 stock index

    • Author(s)
      S. Kanagawa
    • Organizer
      ICM Satellite Conference 2014: The Fourth Asian Conference on Nonlinear Analysis and Optimization
    • Place of Presentation
      National Taiwan Normal University, Taipei, Taiwan
    • Year and Date
      2014-08-05 – 2014-08-09
    • Data Source
      KAKENHI-PROJECT-24540128
  • [Presentation] S-continuous financial time series composed from the delta-function

    • Author(s)
      S. Kanagawa
    • Organizer
      The 10th AIMS Conference on Dynamical Systems, Differential Equations and Applications
    • Place of Presentation
      Madrid, Spain
    • Year and Date
      2014-07-07 – 2014-07-11
    • Invited
    • Data Source
      KAKENHI-PROJECT-25400211
  • [Presentation] Optimal portfolios based on weakly dependent data

    • Author(s)
      S. Kanagawa
    • Organizer
      The 10th AIMS Conference on Dynamical Systems, Differential Equations and Applications
    • Place of Presentation
      Madrid, Spain
    • Year and Date
      2014-07-07 – 2014-07-11
    • Invited
    • Data Source
      KAKENHI-PROJECT-25400211
  • [Presentation] S-continuous financial time series composed from the delta-function

    • Author(s)
      S. Kanagawa
    • Organizer
      The 10th AIMS Conference on Dynamical Systems, Differential Equations and Applications, Special Session 129: Qualitative and Quantitative Techniques for Differential Equations Arising in Economics
    • Place of Presentation
      Universidad Autonoma de Madrid, Madrid, Spain
    • Year and Date
      2014-07-07 – 2014-07-11
    • Invited
    • Data Source
      KAKENHI-PROJECT-24540128
  • [Presentation] Optimal portfolios based on weakly dependent data

    • Author(s)
      S. Kanagawa
    • Organizer
      The 10th AIMS Conference on Dynamical Systems, Differential Equations and Applications, Special Session 129: Qualitative and Quantitative Techniques for Differential Equations Arising in Economics
    • Place of Presentation
      Universidad Autonoma de Madrid, Madrid, Spain
    • Year and Date
      2014-07-07 – 2014-07-11
    • Invited
    • Data Source
      KAKENHI-PROJECT-24540128
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  • 2.  鈴木 俊夫 (20020472)
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    # of Collaborated Products: 5 results
  • 4.  MAEZONO Nobuhiko (30173701)
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    # of Collaborated Projects: 1 results
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