Tan Kouyuu 譚康融

… Alternative Names

Tan kouyu 譚康融

TAN Kangrong 譚康融

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Researcher Number	70368968
Other IDs
Affiliation (Current)	2025: 久留米大学, 経済学部, 教授
Affiliation (based on the past Project Information) *help	2018 – 2023: 久留米大学, 経済学部, 教授 2015: 久留米大学, 経済学部, 教授 2007 – 2010: Kurume University, 経済学部, 教授
Review Section/Research Field	Principal Investigator Basic Section 25010:Social systems engineering-related / Social systems engineering/Safety system Except Principal Investigator Basic analysis / Social systems engineering/Safety system
Keywords	Principal Investigator 確率微分方程式 / リスク管理 / ハイブリッド解析法 / 状態・構造変化の検知、予測 / 非線形確率システム / 数理統計的なアプローチ / ネットワークトラフィック / 不正侵入の検出 / 構造変化の検出 / 転換点の検出 … More / ネットワークの変化 / 確率分布の推定 / 形状変化の推定 / ジャンプ / 構造変化・転換点の検出 / particle filter / jump / Bayesian / change point / Structural Change / GEV distribution / SDE / Support Vector Machine / MRSA / Baysian Inference / Parallel computing / Anomaly detection / Change point / KSVM / SDE Dynamics / Markov Regime Switching / Bayesian Inference / State/Structural Change / Change Point / 確率微分法方程式 / 非正規分布 / 非正規分布族 / 複雑系 / モデリング … More Except Principal Investigator 国際研究者交流 / 漸近挙動 / アトラクター / 解の爆発 / 確率波動方程式 / 漸近安定性 / 不変測度 / 爆発 / 漸近安定 / 弱解 / 自己組織化 / 最適化 / サポートベクトル / 遺伝的手法 / 予測と制御 / ジャンプ拡散過程 / リスク分析 / 複雑系 / オペレーションズリサーチ / 経営システム / モデリング / ファイナンス / 社会システム / OR Less

Detection of State Changes and Structural Changes in Nonlinear Stochastic Systems and Their Risk ManagementPrincipal Investigator
- Principal Investigator
  
  Tan Kouyuu
- Project Period (FY)
  2018 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 25010:Social systems engineering-related
- Research Institution
  Kurume University
A studies on existence, asymptotic behavior of solutions and invariant measure to stochastic wave equations
- Principal Investigator
  
  Taniguchi Takeshi
- Project Period (FY)
  2012 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Basic analysis
- Research Institution
  Kurume University
Modeling of Diffusion Processes and Self-organization based on the Complex Systems and their Applications to Systematic Risk Control
- Principal Investigator
  
  TOKINAGA Shozo
- Project Period (FY)
  2007 – 2010
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Kyushu University
Complex System Based Mathematical Analysis of Non-normal Distribution Family and Stochastic Differential Equation and Their Applications to Risk ManagementPrincipal Investigator
- Principal Investigator
  
  TAN Kangrong
- Project Period (FY)
  2007 – 2010
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Kurume University

[Book] Rによる経済・経営データ解析入門2023
- Author(s)
  譚　康融
- Total Pages
  254
- Publisher
  九州大学出版会
- Data Source
  KAKENHI-PROJECT-18K04626
[Book] Theoretical Advances and Applications in Operations Research, Modeling Non-normal Phenomena2011
- Author(s)
  譚康融
- Total Pages
  231
- Publisher
  Kyushu University Press
- Data Source
  KAKENHI-PROJECT-19510164
[Book] Theoretical Advances and Applications in Operations Research2011
- Author(s)
  Kangrong Tan
- Total Pages
  231
- Publisher
  Kyushu University Press
- Data Source
  KAKENHI-PROJECT-19510164
[Book] Stochastic Analysis and Applications2010
- Author(s)
  Takeshi Taniguchi
- Publisher
  Taylor & Francs
- Data Source
  KAKENHI-PROJECT-19510164
[Book] Theoretical Advances and Applications in Operations Research2010
- Author(s)
  K.Tan, J.Gani
- Total Pages
  228
- Publisher
  Kyushu University Press
- Data Source
  KAKENHI-PROJECT-19310099
[Book] Theoretical Advances and Applications in Operations Research2010
- Author(s)
  K Tan, J.Gani
- Total Pages
  231
- Publisher
  九州大学出版会
- Data Source
  KAKENHI-PROJECT-19310099
[Journal Article] Evaluating the Effectiveness of Parallel Computing by Using CPU with Multicores2024
- Author(s)
  Kangrong Tan
- Journal Title
  
  J of Economic and Social Research
  
  Volume: 65
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K04626
[Journal Article] Markov Regime Switching Analysis for COVID-19 Outbreak Situations and their Dynamic Linkages of German Market2023
- Author(s)
  Kangrong Tan, Shozo Tokinaga
- Journal Title
  
  Advances in Science, Technology and Engineering Systems Journal (ASTESJ)
  
  Volume: 8 Issue: 3 Pages: 11-18
- DOI
  10.25046/aj080302
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K04626
[Journal Article] Markov Regime Switching Analysis for COVID-19 Outbreak Situations and their Dynamic Linkages of German Market2023
- Author(s)
  Kangrong Tan, Shozo Tokinaga
- Journal Title
  
  Advances in Science, Technology and Engineering Systems Journal
  
  Volume: 8(3) Pages: 11-18
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K04626
[Journal Article] Entry and Exit Decision Under Uncertainty Where Prices Include Jump Diffusion Processes2023
- Author(s)
  Kangrong Tan, Shozo Tokinaga
- Journal Title
  
  Proceedings of the 2022 International Conference on Computational Science and Computational Intelligence
  
  Volume: CSCI2022 Pages: 534-539
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K04626
[Journal Article] Estimation of Occurrence of Jumps in Time Series Models Including Jump Diffusion Processes and Their Applications to Optimal Portfolio Formations2022
- Author(s)
  Shozo Tokinaga, Kangrong Tan
- Journal Title
  
  Journal of Political Economy
  
  Volume: 88(5-6) Pages: 33-45
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K04626
[Journal Article] The Impact of the COVID-19 Pandemic on the Stock Market : Evidence from Germany2022
- Author(s)
  Kangrong Tan
- Journal Title
  
  コンピュータジャーナル
  
  Volume: 36 Pages: 14-24
- NAID
  120007191598
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K04626
[Journal Article] Markov Regime Switching Analysis for the Pandemic and the Dynamics of German Market2022
- Author(s)
  Kangrong Tan, Shozo Tokinaga
- Journal Title
  
  The 2021 Proceedings of International Conference on Computational Science and Computational Intelligence(CSCI)
  
  Volume: 2021
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K04626
[Journal Article] Multi-Fractality Analysis of Network Traffic based on the Network Tomography and the Genetic Programming and its Applications2022
- Author(s)
  Shozo Tokinaga, Kangrong Tan
- Journal Title
  
  Journal of Political Economy
  
  Volume: 89(1) Pages: 23-40
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K04626
[Journal Article] 証券投資家間の情報ネットワーク形成過程のEdge Snapping による同期化を用いた分析2022
- Author(s)
  時永祥三, 譚康融
- Journal Title
  
  經濟學研究
  
  Volume: 89(4) Pages: 37-50
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K04626
[Journal Article] Detecting Rare Events Based upon One-Class Support Vector Machine2021
- Author(s)
  Kangrong Tan
- Journal Title
  
  The Journal of the Society for Studies on Industrial Economies
  
  Volume: 62(1-2) Pages: 1-13
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K04626
[Journal Article] Estimation of Connectivity among Units of Vector Auto-Regressive Models Based On the Edge Snapping and its Applications to the Network Formations / Disruptions Analysis2021
- Author(s)
  Shozo Tokinaga, Kangrong Tan
- Journal Title
  
  Journal of Political Economy
  
  Volume: 88(2-3) Pages: 73-88
- NAID
  120007160536
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K04626
[Journal Article] Identifying the Pandemic Change Points of COVID-19 Outbreak : Case Studies in Germany, Italy and Austria2021
- Author(s)
  Kangrong Tan
- Journal Title
  
  The journal of the Society for Studies on Economies and Societies
  
  Volume: 61(2-3) Pages: 19-33
- NAID
  120006994654
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K04626
[Journal Article] Edge Snappingによるベクトル自己回帰モデルユニット間の結合推定とその応用2020
- Author(s)
  譚康融、時永祥三
- Journal Title
  
  信学技報, CAS2019-124, pp. , 2020年2月.
  
  Volume: 119(423) Pages: 155-160
- Data Source
  KAKENHI-PROJECT-18K04626
[Journal Article] Estimating States of Variables in Nonlinear Models used for Supplier-Retailer Relation based on Particle Filters and its Applications to Suppression of Bullwhip Effects2020
- Author(s)
  Shozo Tokinaga, 　Kangrong Tan
- Journal Title
  
  Journal of Political Economy
  
  Volume: 87(4) Pages: 47-65
- NAID
  120007008019
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K04626
[Journal Article] サプライチェーン管理における異質エージェントのモデル化とトモグラフィを用いた確率分布推定2020
- Author(s)
  時永祥三, 譚康融
- Journal Title
  
  經濟學研究
  
  Volume: 86 (5/6) Pages: 1-18
- NAID
  120006826189
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K04626
[Journal Article] Estimation of Occurrence of Jumps in Time Series Models Including Jump Diffusion Processes and Their Applications2020
- Author(s)
  Kangrong Tan, Shozo Tokinaga
- Journal Title
  
  Proceedings of NOLTA2019
  
  Volume: なし Pages: 353-356
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K04626
[Journal Article] ネットワークにおけるEdge Snappingによる構成要素間の結合係数変化もモデル化を用いた連携分析とその応用2019
- Author(s)
  時永祥三　譚　康融
- Journal Title
  
  経済学研究
  
  Volume: 85 Pages: 47-60
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K04626
[Journal Article] 通信トラフィック解析及びその転換点の検出について2019
- Author(s)
  譚　康融
- Journal Title
  
  コンピュータ・ジャーナル
  
  Volume: 33 Pages: 67-85
- NAID
  120006577712
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K04626
[Journal Article] Estimation of the Statistical Properties of Network Traffic Time Series and Its Rare Events2019
- Author(s)
  Kangrong Tan
- Journal Title
  
  経済社会研究
  
  Volume: 59(4) Pages: 181-202
- NAID
  120006730687
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K04626
[Journal Article] 遺伝的プログラミングを用いた動的ベイズネットワーク記述における形状変化の推定とその応用2019
- Author(s)
  時永祥三, 譚康融
- Journal Title
  
  經濟學研究
  
  Volume: 86 (2/3) Pages: 1-18
- NAID
  120006732882
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K04626
[Journal Article] Detecting Structural Changes in Stochastic Differential Equation System Based Upon a Bayesian Approach2018
- Author(s)
  Kangrong Tan
- Journal Title
  
  経済社会研究
  
  Volume: Vol.58, No.1-2 Pages: 51-67
- NAID
  120006495357
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K04626
[Journal Article] Ｅxponential boundary stabilization for nonlinear wave equations with localized damping and nonlinear boundary condition2016
- Author(s)
  Takeshi Taniguchi
- Journal Title
  
  Comunications in pure and aplied analysis
  
  Volume: 15
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-24540198
[Journal Article] Explosion of solutions to nonlinear stochastic wave equations with multiplicative noise2015
- Author(s)
  Takeshi Taniguchi
- Journal Title
  
  Nonlinear Analysis
  
  Volume: 117 Pages: 47-64
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-24540198
[Journal Article] Explosion of solutions to stochastic wave equations with multiplicative noise2015
- Author(s)
  Takeshi Taniguchi
- Journal Title
  
  Nonlinear Analysis
  
  Volume: 117 Pages: 47-64
- DOI
  10.1016/j.na.2015.01.004
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-24540198
[Journal Article] The existence and decay estimates of the solutions to 3D stochastic Navier-Stokes equations with addtive noise in an exterior domain2014
- Author(s)
  T. Taniguchi
- Journal Title
  
  Discrete and Continuous Dynamical Systems-A
  
  Volume: 34 Issue: 10 Pages: 4323-4341
- DOI
  10.3934/dcds.2014.34.4323
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24540198
[Journal Article] Global existence of a weak solution to 3d stochastic Navier-Stokes equations in an exterior domain2014
- Author(s)
  T. Taniguchi
- Journal Title
  
  Nonlinear Differential Equations and Applications
  
  Volume: 21 Issue: 6 Pages: 1-28
- DOI
  10.1007/s00030-014-0268-z
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24540198
[Journal Article] Pullback attractors for differential equations with multiple variable delays in Lipschitz non-linearrities2013
- Author(s)
  T. Caraballo, G. KIss and T. Taniguchi
- Journal Title
  
  International Journal of Bifurcation and Chaos
  
  Volume: 23 Issue: 11 Pages: 1-10
- DOI
  10.1142/s0218127413501873
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24540198
[Journal Article] Estimation of Portfolio Return and the Value at Risk based upon a Class of Gaussian Mixture Distributions2011
- Author(s)
  Kangrong Tan, Meifen Chu
- Journal Title
  
  Proc.of Global Conference on Business and Finance 2011
  
  Volume: Volume 6, No.1 Pages: 651-655
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] Estimation of Portfolio Return and the Value at Risk based upon a Class of Gaussian Mixture Distributions, Proc.2011
- Author(s)
  Kangrong Tan, Meifen Chu
- Journal Title
  
  of Global Conference on Business and Finance 2011 Vol.6,No.1
  
  Pages: 651-655
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] On the mode of a Convolution Density of the Scaled Normal and Pears on Type VII Distributions2011
- Author(s)
  Kangrong Tan
- Journal Title
  
  Theoretical Advances and Applications in Operations Research
  
  Pages: 17-31
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] Estimation of Portfolio Return and Vlue at Risk Using a Class of Gaussian Mixture Distributions2011
- Author(s)
  Kangrong Tan, Meifen Chu
- Journal Title
  
  The International Journal of Business and Finance Research (to appear)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] On the mode of a Convo-lution Density of the Scaled Normal and Pearson Type VII Distributions2011
- Author(s)
  譚康融
- Journal Title
  
  Theoretical Advances and Applications in Operations Research
  
  Pages: 17-31
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] Estimation of Portfolio Return and Vlue at Risk Using a Class of Gaussian Mixture Distributions2011
- Author(s)
  Kangroug Tan, Meifen Chu
- Journal Title
  
  The International Journal of Business and Finance Research
  
  Volume: (to appear)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] The Existence and Exponential Behavior of Solutions to Stochastic delay Evolution Equations with a Fractional Brownian Motion2011
- Author(s)
  Takeshi Taniguchi
- Journal Title
  
  Nonlinear Analysis
  
  Pages: 1-14
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] Estimation of Jump Diffusion Processes of Time Series based on Functional Approximations by the Genetic Methods and its Applications2010
- Author(s)
  Kangrong Tan, Makoto Nakanishi, Show Tokinaga
- Journal Title
  
  Journal of Political Economy 75
  
  Pages: 93-111
- NAID
  110006914945
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article]2010
- Author(s)
  Takeshi Taniguchi
- Journal Title
  
  Stochastic Analysis and Applications(Taylor & Francs)
  
  Pages: 1163-1173
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] 遺伝的プログラミングによる方程式近似に基づく粒子フィルタを用いた時系列からの状態推定とその変動抑制への応用2010
- Author(s)
  時永祥三、譚康融
- Journal Title
  
  電子情報学会論文誌(A)
  
  Volume: J93-A(11) Pages: 739-755
- NAID
  110007880857
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] Analysis of the Damages of the Financial Crisis 2008 on the Financial State of Japanese Listed Firms and Stock Market Performance2010
- Author(s)
  Kangrong Tan, Shozo Tokinaga
- Journal Title
  
  Proceedings of Global Conference on Business and Finance Vol.5,No.1
  
  Pages: 665-672
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] Analysis of the damages in the financial crisis 2008 on the state of Japanese stock market performance2010
- Author(s)
  K.Tan, S.Tokinaga
- Journal Title
  
  Proc.. of Global Conference of Business and Finance
  
  Pages: 665-672
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19310099
[Journal Article] Analysis of the Damages of the Financial Crisis 2008 on the Financial State of Japanese Listed Firms and Stock Market Performance2010
- Author(s)
  譚康融, 時永祥三
- Journal Title
  
  Proceedings of Global Conference on Business and Finance Vol.5, No.1
  
  Pages: 665-672
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] Analysis of the damages in the financial crisis 2008 on the state of Japanese stock market performance2010
- Author(s)
  K.Tan, S.Tokinaga
- Journal Title
  
  Proc.of Global Conference of Business & Finance
  
  Pages: 665-672
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19310099
[Journal Article] 遺伝的プログラミングによる方程式近似に基づく粒子フィルタを用いた債券格付遷移の推定2010
- Author(s)
  時永祥三、譚康融
- Journal Title
  
  経済学研究 76
  
  Pages: 67-81
- NAID
  10026760281
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] Existence and asymptotic behavior of solutions to weakly damped wave equations of Kirchhoff type with nonlinear damping and source terms2010
- Author(s)
  Takeshi Taniguchi
- Journal Title
  
  Journal of Mathematical Analysis and Applications 361
  
  Pages: 566-578
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] Estimation of Jump Diffusion Processes of Time Series based on Functional Approximations by the Genetic Methods and its Applications2010
- Author(s)
  Kangrong Tan, Makoto Nakanishi, Show Tokinaga
- Journal Title
  
  Journal of Political Economy Vol.75
  
  Pages: 93-111
- NAID
  110006914945
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] Analysis of statistical properties of ranges and its application to estimation of corporate status2010
- Author(s)
  K.Tan, S.Tokinaga
- Journal Title
  
  Proc..of Conference on Artificial Intelligence and Applications
  
  Pages: 37-42
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19310099
[Journal Article] 遺伝的プログラミングによる方程式近似に基づく粒子フィルタを用いた債券格付遷移の推定2010
- Author(s)
  時永祥三、譚康融
- Journal Title
  
  経済学研究 76巻
  
  Pages: 67-81
- NAID
  10026760281
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] Analysis of Rare Events Using Importance Sampling based on the Distributions Optimized by the Genetic Methods2010
- Author(s)
  Kangrong Tan, Shozo Tokinaga
- Journal Title
  
  Proc.of International Conference on Management Science and Information Engineering 2010
  
  Volume: Volume 3 Pages: 375-378
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] Analysis of the damages in the financial crisis 2008 on the state of Japanese stock market performance2010
- Author(s)
  K.Tan, S.Tokinaga
- Journal Title
  
  Proc..of Global Conference of Business and Finance
  
  Pages: 665-672
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19310099
[Journal Article] Analysis of Statistical Properties of Ranges and its Application to Estimation of Corporate Status2010
- Author(s)
  Kangrong Tan, Shozo Tokinaga
- Journal Title
  
  Proceedings of Artificial Intelligence and Applications(AIA 2010)
  
  Pages: 37-42
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] Existence and Asymptotic Behavior of Solutions to Weakly Damped Wave Equations of Kirchhoff Type with Nonlinear Damping and Source Terms2010
- Author(s)
  Takeshi Taniguchi
- Journal Title
  
  Journal of Mathematical Analysis and Applications Vol.361
  
  Pages: 566-578
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] Analysis of Statistical Properties of Ranges and its Application to Estimation of Corporate Status2010
- Author(s)
  Kangrong Tan, Shozo Tokinaga
- Journal Title
  
  Proceedings of Artificial Intelligence and Applications (AIA 2010)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] 遺伝的プログラミングによる方程式近似に基づく粒子フィルタを用いた時系列からの状態推定とその変動抑制への応用2010
- Author(s)
  時永祥三, 譚康融
- Journal Title
  
  電子情報通信学会論文誌
  
  Volume: J93-A, no.11 Pages: 739-755
- NAID
  110007880857
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19310099
[Journal Article] The Existence and Asymptotic Behavior of Solutions to Non-Lipschitz Stochastic Functional Evolutional Equations Driven Poisson Jumps2010
- Author(s)
  Takeshi Taniguchi
- Journal Title
  
  Journal of Stochastics Vol.82,No.4
  
  Pages: 339-363
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] Analysis of statistical properties of ranges and its application to estimation of corporate status2010
- Author(s)
  K.Tan, S.Tokinaga
- Journal Title
  
  Proc.. of Conference on Artificial Intelligence and Applications
  
  Pages: 37-42
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19310099
[Journal Article] Estimation of Jump Diffusion Processes of Time Series based on Functional Approximations by the Genetic Methods and its Applications2010
- Author(s)
  Kangrong Tan, Makoto Nakanishi, Shozo Tokinaga
- Journal Title
  
  Journal of Political Economy 75
  
  Pages: 93-111
- NAID
  110006914945
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] 遺伝的プログラミングによる方程式近似に基づく粒子フィルタを用いた時系列からの状態推定とその変動抑制への応用2010
- Author(s)
  時永祥三, 譚康融
- Journal Title
  
  電子情報通信学会論文誌 vol.J93-A,no.11
  
  Pages: 739-755
- NAID
  110007880857
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19310099
[Journal Article] Analysis of Statistical Properties of Ranges and its Application to Estimation of Corporate Status2010
- Author(s)
  譚康融, 時永祥三
- Journal Title
  
  Proceedings of Artificial Intelligence and Applications(AIA 2010)
  
  Pages: 37-42
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] Analysis of Rare Events Using Importance Sampling based on the Distributions Optimized by the Genetic Methods, Proc.2010
- Author(s)
  Kangrong Tan, Shozo Tokinaga
- Journal Title
  
  of International Conference on Management Science and Information Engineering 2010 Volume3
  
  Pages: 375-378
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] 遺伝的プログラミングによる方程式近似に基づく粒子フィルタを用いた時系列からの状態推定とその変動抑制への応用2010
- Author(s)
  時永祥三、譚康融
- Journal Title
  
  電子情報学会論文誌(A) J93-A(11)
  
  Pages: 739-755
- NAID
  110007880857
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] The Existence And Asymptotic Behavior Of Mild Solutions To Stochastic Evolution Eauations With Infinite Delays Driven By Poisson Jumps2009
- Author(s)
  Takeshi Taniguchi, Jiao Wan Luo
- Journal Title
  
  Stochastics and Dynamics Vol. 9, no. 2
  
  Pages: 1-13
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] MCMC法による収益率の混合分布の推定およびその応用2009
- Author(s)
  譚康融、時永祥三
- Journal Title
  
  日本オペレーションズ・リサーチ学会春季研究発表会アブストラクト集
  
  Pages: 72-73
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] 複雑系ツール・非正規分布族モデリング手法のマーケティングおよびリスク管理への適用2009
- Author(s)
  譚康融
- Journal Title
  
  産業経済研究 Vol. 49, No. 4
  
  Pages: 73-105
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] Identification of Stochastic Process Based Upon Genetic Algorithm2009
- Author(s)
  Kangrong Tan, Shozo Tokinaga
- Journal Title
  
  Technical Report, IEICE Vol. 108, no. 456, AI2008-85
  
  Pages: 123-128
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] The Existence and Asymptotic Behavior of Mild Solutions to Stochastic Evolution Equations with Infinite Delays Driven by Poisson Jumps2009
- Author(s)
  Takeshi Taniguchi, Jiaowan Luo
- Journal Title
  
  Journal of Stochastics and Dynamics Vol.9,No.2
  
  Pages: 217-229
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] 複雑系ツール・非正規分布族モデリング手法のマーケティングおよびリスク管理への適用2009
- Author(s)
  譚康融
- Journal Title
  
  産業経済研究 Vol.49、No.4
  
  Pages: 73-105
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] The existence and uniqueness of energy solutions to local non-Lipschitz stochastic evolution equations2009
- Author(s)
  Takeshi Taniguchi
- Journal Title
  
  Journal of Mathematical Analysis and Applications 360
  
  Pages: 245-253
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] Identification of Stochastic Process Based Upon Genetic Algorithm2009
- Author(s)
  Kangrong Tan, Shozo Tokinaga
- Journal Title
  
  Technical Report(IEICE) Vol.108,No.456,AI2008-85
  
  Pages: 123-128
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] MCMC法による収益率の混合分布の推定およびその応用2009
- Author(s)
  譚康融, 時永祥三
- Journal Title
  
  日本オペレーションズ・リサーチ学会春季研究発表会アブストラクト集 2009年春
  
  Pages: 72-73
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] The existence and asymptotic behavior of mild solutions to stochastic evolution equations with infinite delays driven by Poisson jumps2009
- Author(s)
  Takeshi Taniguchi, Jiaowan Luo
- Journal Title
  
  Journal of Stochastics and Dynamics 9, No.2
  
  Pages: 217-229
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] 遺伝的プログラミングによる方程式近似に基づく粒子フィルタを用いた状態推定とその時系列変動抑制への応用2009
- Author(s)
  譚康融、時永祥三
- Journal Title
  
  電子情報通信学会技術研究報告. 非線形問題 NLP109(167)
  
  Pages: 21-26
- NAID
  110007358931
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] The existence and uniqueness for non-Lipschitz stochastic neutral equations driven by poisson jumps2009
- Author(s)
  Jiaowan Luo, Takeshi Taniguchi
- Journal Title
  
  Journal of Stochastics and Dynamics 9 (2)
  
  Pages: 135-152
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] 遺伝的手法による関数近似を用いた時系列におけるジャンプ過程の推定とその予測と最適化への応用2009
- Author(s)
  譚康融, 中西一, 時永祥三
- Journal Title
  
  経済学研究 75巻, 第5・6合併号
  
  Pages: 93-112
- NAID
  120001309545
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] The existence and uniqueness for non-Lipschitz stochastic neutral equations driven by poisson jumps2009
- Author(s)
  Jiaowan Luo, Takeshi Taniguchi
- Journal Title
  
  Journal of Stochastics and Dynamics 9, No.1
  
  Pages: 135-152
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] The Existence and Uniqueness For Non-Lipschitz Stochastic Neutral Delay Evolution Equations Driven By Poisson Jumps2009
- Author(s)
  Jiaowan Luo, Takeshi Taniguchi
- Journal Title
  
  Stochastics and Dynamics Vol.9,No.1
  
  Pages: 135-152
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] The Existence and Uniqueness of Energy Solutions to Local Non-Lipschitz Stochastic Evolution Equations2009
- Author(s)
  Takeshi Taniguchi
- Journal Title
  
  Journal of Mathematical Analysis and Applications Vol.360
  
  Pages: 245-253
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] The existence and asymptotic behavior of mild solutions to stochastic evolution equations with infinite delays driven by poisson jumps2009
- Author(s)
  Takeshi Taniguchi, Jiaowan Luo
- Journal Title
  
  Journal of Stochastics and Dynamics 9 (1)
  
  Pages: 217-229
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] The Existence and Uniqueness For Non-Lipschitz Stochastic Neutral Delay Evolution Eauations Driven By Poisson Jumps2009
- Author(s)
  Jiaowan Luo, Takeshi Taniguchi
- Journal Title
  
  Stochastics and Dynamics Vol. 9, No. 1
  
  Pages: 135-152
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] 遺伝的手法による関数近似を用いた時系列におけるジャンプ過程の推定とその予測と最適化への応用2009
- Author(s)
  譚康融、中西一、時永祥三
- Journal Title
  
  経済学研究 75巻,第5・6合併号
  
  Pages: 93-112
- NAID
  120001309545
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] 遺伝的プログラミングによる方程式近似に基づく粒子フィルタを用いた状態推定とその時系列変動抑制への応用2009
- Author(s)
  譚康融、時永祥三
- Journal Title
  
  電子情報通信学会技術研究報告(非線形問題) NLP109(167)
  
  Pages: 21-26
- NAID
  110007358931
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] Order Statistics and Their Applications to Quantitative Finance2008
- Author(s)
  Kangrong Tan, Kouhei Harada
- Journal Title
  
  産業経済研究 Vol.48、No.4
  
  Pages: 69-90
- NAID
  110007045588
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] Order Statistics and Their Applications to Quantitative Finance2008
- Author(s)
  Kangrong Tan, Kouhei Harada
- Journal Title
  
  産業経済研究 Vol.48No.4
  
  Pages: 69-90
- NAID
  110007045588
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] Order Statistics and Their Applications to Quantitative Finance2008
- Author(s)
  Kangrong Tan, Kouhei Harada
- Journal Title
  
  産業経済研究 Vol. 48 No. 4
  
  Pages: 69-90
- NAID
  110007045588
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] Genetic Algorithm-based Parameter Optimization of Tsallis Distribution and Its Application to Financial Markets2007
- Author(s)
  Kangrong Tan, S.Tokinaga
- Journal Title
  
  Proceedings of NOTLA2007
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] Improved estimation of tail distribution of link delays by using networks tomography based on the genetic programming and the importance sampling2007
- Author(s)
  Kangrong Tan, Shozo Tokinaga
- Journal Title
  
  経済学研究 Vol. 73, No. 56
  
  Pages: 57-76
- NAID
  110006607365
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] Approximating Probability Distribution Function based upon Mixture Distribution Optimized by Genetic Algorithm and Its Application to Tail Distribution Analysis using Importance Sampling Method2007
- Author(s)
  Kangrong Tan, Shozo Tokinaga
- Journal Title
  
  Journal of Political Economy Vol.74,No.1
  
  Pages: 183-196
- NAID
  110007153213
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] Approximating Probability Distribution Function based upon Mixture Distribution Optimized by Genetic Algorithm and Its Application to Tail Distribution Analysis using Importance Sampling Method2007
- Author(s)
  Kangrong Tan, Shozo Tokinaga
- Journal Title
  
  経済学研究 Vol. 74, No. 1
  
  Pages: 183-196
- NAID
  110007153213
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] Some Statistical Properties of Mixture Distribution and Its Applications to Monte Carlo Simulation and Particle Filter2007
- Author(s)
  譚康融
- Journal Title
  
  産業経済研究 Vol.48、No.2
  
  Pages: 161-179
- NAID
  110007045582
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] Some Statistical Properties of Mixture Distribution and Its Applications to Monte Carlo Simulation and Particle Filter2007
- Author(s)
  Kangrong Tan
- Journal Title
  
  産業経済研究 Vol.48No.2
  
  Pages: 161-179
- NAID
  110007045582
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] The exponential stability for stochastic delay partial differential equations2007
- Author(s)
  Takeshi Taniguchi
- Journal Title
  
  Journal of Mathematical Analysis and Applications, Elsevier Inc., Impact Factor(2005)0.579 Vol.331
  
  Pages: 191-205
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] Some Statistical Properties of Mixture Distribution and Its Applications to Monte Carlo Simulation and Particle Filter2007
- Author(s)
  Kangrong Tan
- Journal Title
  
  産業経済研究 Vol. 48, No. 2
  
  Pages: 161-179
- NAID
  110007045582
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] The Exponential Stability for Neutral Stochastic Delay Partial Differential Equations2007
- Author(s)
  Takeshi Taniguchi, T.Caraballo, J.Real
- Journal Title
  
  Discrete Continuous Dynamical Systems, AIM Vol.18
  
  Pages: 295-313
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] Improved Estimation of Tail Distribution of Link Delays by Using Networks Tomography based on the Genetic Programming and the Importance Sampling2007
- Author(s)
  Kangrong Tan, Shozo Tokinaga
- Journal Title
  
  Journal of Political Economy Vol.73,No.56
  
  Pages: 57-76
- NAID
  110006607365
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] The exponential stability for neutral stochastic delay partial differential equations,with T.Caraballo and J.Real2007
- Author(s)
  Takeshi Taniguchi
- Journal Title
  
  Discrete Continuous Dynamical Systems, AIM, Impact Factor(2005)1.025 Vol.18
  
  Pages: 295-313
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] Approximating Probability Distribution Function based upon Mixture Distribution Optimized by Genetic Algorithm and Its Application to Tail Distribution Analysis using Importance Sampling Method2007
- Author(s)
  Kangrong Tan, S.Tokinaga
- Journal Title
  
  経済学研究 Vol.74No.1
  
  Pages: 183-196
- NAID
  110007153213
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] The Exponential Stability for Stochastic Delay Partial Differential Equations2007
- Author(s)
  Takeshi Taniguchi
- Journal Title
  
  Journal of Mathematical Analysis and Applications Vol.331
  
  Pages: 191-205
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] Genetic Algorithm-based Parameter Optimization of Tsallis Distribution and Its Application to Financial Markets2007
- Author(s)
  Kangrong Tan, Shozo Tokinaga
- Journal Title
  
  Proceedings of NOTLA2007
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] An Approximation of Returns Distribution Based upon GA Optimized Mixture Distribution and Its Applications2007
- Author(s)
  Kangrong Tan, Shozo Tokinaga
- Journal Title
  
  Proceedings of CIRAS2007
  
  Pages: 307-312
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] The exponential stability for neutral stochastic delay partial differential equations2007
- Author(s)
  Takeshi Taniguchi
- Journal Title
  
  Discrete Continuous Dynamical Systems Vol. 18
  
  Pages: 295-313
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] An Approximation of Returns Distribution Based upon GA Optimized Mixture Distribution and Its Applications2007
- Author(s)
  Kangrong Tan, S.Tokinaga
- Journal Title
  
  Proceedings of CIRAS2007
  
  Pages: 307-312
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19510164
[Journal Article] Improved estimation of tail distribution of link delays by using networks tomography based on the genetic programming and the importance sampling2007
- Author(s)
  Kangrong Tan, S.Tokinaga
- Journal Title
  
  経済学研究 Vol.73No.56
  
  Pages: 57-76
- NAID
  110006607365
- Data Source
  KAKENHI-PROJECT-19510164
[Presentation] システムにおける異常値などの検知について2022
- Author(s)
  譚康融
- Organizer
  日本オペレーションズ・リサーチ学会
- Data Source
  KAKENHI-PROJECT-18K04626
[Presentation] SDEにおけるChange　Pointの検出について2022
- Author(s)
  譚康融
- Organizer
  久留米大学経済学会
- Data Source
  KAKENHI-PROJECT-18K04626
[Presentation] Edge Snappingによるベクトル自己回帰モデルユニット間の結合推定とその応用2020
- Author(s)
  譚康融、時永祥三
- Organizer
  電子情報通信学会回路システム研究会
- Data Source
  KAKENHI-PROJECT-18K04626
[Presentation] 学内ネットワークのトラフィック解析2019
- Author(s)
  譚康融
- Organizer
  2019年秋季研究発表会
- Data Source
  KAKENHI-PROJECT-18K04626
[Presentation] Ｅxponential boundary stabilization for nonlinear wave equations with localized damping and nonlinear boundary condition2015
- Author(s)
  Takeshi Taniguchi
- Organizer
  International Conference on Differential & Difference equations and Applications 2015
- Place of Presentation
  Military Academy, Amadora, Portugal
- Year and Date
  2015-05-18
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-24540198
[Presentation] 切断分布をともなう回帰分析における Kernel-based 手法の適用2010
- Author(s)
  譚康融, 時永祥三
- Organizer
  電子情報通信学会非線形問題研究会 (NLP)
- Place of Presentation
  上智大学
- Data Source
  KAKENHI-PROJECT-19310099
[Presentation] Analysis of Rare Events Using Importance Sampling based on the Distributions Optimized by the Genetic Methods2010
- Author(s)
  Kangrong Tan, Shozo Tokinaga
- Organizer
  IEEE 2010 International Conference on Management Science and Information Engineering
- Place of Presentation
  Zhenzhou, China
- Year and Date
  2010-12-18
- Data Source
  KAKENHI-PROJECT-19510164
[Presentation] トモグラフィ手怯による確率密度関数の分解推定を用いた株価収益率の要因分析2010
- Author(s)
  譚康融
- Organizer
  電子情報通信学会、情報処理学会
- Place of Presentation
  長崎県勤労福祉会館
- Year and Date
  2010-09-02
- Data Source
  KAKENHI-PROJECT-19510164
[Presentation] 切断分布をともなう回帰分析におけるKernel-based手法の適用2010
- Author(s)
  譚康融, 時永祥三
- Organizer
  電子情報通信学会非線形問題研究会
- Place of Presentation
  上智大学
- Data Source
  KAKENHI-PROJECT-19310099
[Presentation] トモグラフィ手法による確率密度関数の分解推定を用いた株価収益率の要因分析2010
- Author(s)
  譚康融、時永祥三
- Organizer
  電子情報通信学会、情報処理学会
- Place of Presentation
  長崎県勤労福祉会館
- Year and Date
  2010-09-02
- Data Source
  KAKENHI-PROJECT-19510164
[Presentation] 非線形関数近似と状態推定手法を用いた時系列からのエージェント行動推定と変動抑制2010
- Author(s)
  時永祥三, 譚康融
- Organizer
  日本情報経営学会全国大会
- Place of Presentation
  熊本学園大学
- Year and Date
  2010-11-20
- Data Source
  KAKENHI-PROJECT-19310099
[Presentation] 遺伝的プログラミングによる方程式近似に基づく粒子フィルタを用いた債券格付遷移の推定とその応用2009
- Author(s)
  譚康融、時永祥三
- Organizer
  情報処理学会
- Place of Presentation
  電気通信大学
- Year and Date
  2009-12-17
- Data Source
  KAKENHI-PROJECT-19510164
[Presentation] State Estimation by using Particle Filters based on Equation Approximations with the Genetic Programming and its Applications to Suppression of Fluctuations of Time Series2009
- Author(s)
  譚康融
- Organizer
  電子情報学会非線形現象研究会
- Place of Presentation
  ヨンデンプランザ
- Year and Date
  2009-08-03
- Data Source
  KAKENHI-PROJECT-19510164
[Presentation] State Estimation by using Particle Filters based on Equation Approximations with the Genetic Programming and its Applications to Suppression of Fluctuations of Time Series2009
- Author(s)
  Kangrong Tan
- Organizer
  電子情報学会非線形現象研究会
- Data Source
  KAKENHI-PROJECT-19510164
[Presentation] 遺伝的プログラミングによる方程式近似に基づく粒子フィルタを用いた状態推定とその時系列変動抑制への応用2009
- Author(s)
  譚康融, 時永祥三
- Organizer
  電子情報通信学会非線形問題研究会
- Place of Presentation
  徳島大学
- Data Source
  KAKENHI-PROJECT-19310099
[Presentation] MCMC法による収益率の混合分布の推定およびその応用2009
- Author(s)
  譚康融, 時永祥三
- Organizer
  日本オペレーションズリサーチ学会2009年春季研究寒表会
- Place of Presentation
  筑波大
- Data Source
  KAKENHI-PROJECT-19310099
[Presentation] MCMC法による収益率の混合分布の推定およびその応用2009
- Author(s)
  譚康融, 時永祥三
- Organizer
  日本オペレーションズリーサ学会年春季研究発表会
- Place of Presentation
  筑波大
- Data Source
  KAKENHI-PROJECT-19310099
[Presentation] 遺伝的プログラミングによる方程式近似に基づく粒子フィルタを用いた債券格付遷移の推定とその応用2009
- Author(s)
  譚康融, 時永祥三
- Organizer
  情報処理学会MPS
- Place of Presentation
  電気通信大学
- Data Source
  KAKENHI-PROJECT-19310099
[Presentation] 遺伝的プログラミングによる方程式近似に基づく粒子フィルタを用いた債券格付遷移の推定とその応用2009
- Author(s)
  譚康融
- Organizer
  情報処理学会
- Data Source
  KAKENHI-PROJECT-19510164
[Presentation] Identification of stochastic process based on Genetic Programming2009
- Author(s)
  譚康融, 時永祥三
- Organizer
  電子情報通信学会人工知能と知識処理
- Place of Presentation
  仙台市
- Data Source
  KAKENHI-PROJECT-19310099
[Presentation] 株価変動・リスク計測における確率微分方程式・ジャンプ過程の応用2008
- Author(s)
  譚康融
- Organizer
  蘇州大学で行われた研究会での講演
- Place of Presentation
  蘇州大学
- Year and Date
  2008-05-22
- Data Source
  KAKENHI-PROJECT-19510164
[Presentation] 顛磁過程を含む変数で記述される評価関数の髄化に基づく勧翻2008
- Author(s)
  譚康融, 時永祥三
- Organizer
  電子情報通信学会非線形問題研究会
- Place of Presentation
  神戸大学
- Year and Date
  2008-03-28
- Data Source
  KAKENHI-PROJECT-19510164
[Presentation] ジャンプ過程を含む変数で記述される評価関数の多様な評価基準に基づく最適化手法とそのシステム制御への応用2008
- Author(s)
  譚康融、中西一、時永祥三
- Organizer
  電子情報通信学会信号処理研究会
- Place of Presentation
  山口大学
- Year and Date
  2008-03-07
- Data Source
  KAKENHI-PROJECT-19510164
[Presentation] 株価変動・リスク計測における確率微分方程式・ジャンプ過程の応用2008
- Author(s)
  譚康融
- Organizer
  蘇州大学研究会講演
- Place of Presentation
  蘇州大学
- Year and Date
  2008-05-22
- Data Source
  KAKENHI-PROJECT-19510164
[Presentation] MCMC法による株価収益率分布の混合モデルの推定およびその応用2008
- Author(s)
  譚康融
- Organizer
  OR学会九州支部研究会での講演
- Place of Presentation
  福岡大学
- Year and Date
  2008-12-06
- Data Source
  KAKENHI-PROJECT-19510164
[Presentation] 遺伝的手法による関数近似を用いた時系列におけるジャンプ過程の推定とその応用2008
- Author(s)
  譚康融、時永祥三
- Organizer
  電子情報通信学会非線形問題研究会
- Place of Presentation
  武蔵工業大学
- Year and Date
  2008-03-14
- Data Source
  KAKENHI-PROJECT-19510164
[Presentation] ジャンプ過程を含む変数で記述される評価関数の最適化に基づく参入・撤退問題の解析2008
- Author(s)
  譚康融、時永祥三
- Organizer
  電子情報通信学会非線形問題研究会
- Place of Presentation
  神戸大学
- Year and Date
  2008-03-28
- Data Source
  KAKENHI-PROJECT-19510164
[Presentation] Genetic Algorithm and Genetic Programming and their Applications2007
- Author(s)
  譚康融
- Organizer
  Colloquium at Department of Mathematics and Statistics
- Place of Presentation
  Queens University, Cananda
- Year and Date
  2007-09-24
- Data Source
  KAKENHI-PROJECT-19510164
[Presentation] 遺伝的アルゴリズムによる粒子フィルターのノイズ分布の推定2007
- Author(s)
  時永祥三、譚康融
- Organizer
  電子情報通信学会非線形問題研究会
- Place of Presentation
  武蔵工業大学
- Year and Date
  2007-10-19
- Data Source
  KAKENHI-PROJECT-19510164
[Presentation] 混合分布による収益率分布への近似法とその応用2007
- Author(s)
  譚康融
- Organizer
  応用経済学会
- Place of Presentation
  長崎大学
- Year and Date
  2007-06-09
- Data Source
  KAKENHI-PROJECT-19510164

1. TANIGUCHI Takeshi (00102096)

# of Collaborated Projects: 3 results

# of Collaborated Products: 28 results
2. TOKINAGA Shozo (30124134)

# of Collaborated Projects: 1 results

# of Collaborated Products: 15 results
3. IWAMOTO Seiichi (90037284)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. NAKAI Wataru (20145808)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. TAKAHASHI Norikazu (60284551)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. MORIYASU Hiroshi (10304924)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
7. IKEDA Yoshikazu (10334880)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
8. TAKAGI Noboru (00363317)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
9. HARADA Kouhei (30091359)

# of Collaborated Projects: 1 results

# of Collaborated Products: 3 results
10. Xie Bin (50510038)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
11. Nagase Noriaki (30228019)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

Tan Kouyuu 譚 康融

Tan kouyu 譚 康融

TAN Kangrong 譚 康融

Research Projects

Research Products

Co-Researchers

Detection of State Changes and Structural Changes in Nonlinear Stochastic Systems and Their Risk ManagementPrincipal Investigator

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A studies on existence, asymptotic behavior of solutions and invariant measure to stochastic wave equations

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Modeling of Diffusion Processes and Self-organization based on the Complex Systems and their Applications to Systematic Risk Control

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Complex System Based Mathematical Analysis of Non-normal Distribution Family and Stochastic Differential Equation and Their Applications to Risk ManagementPrincipal Investigator

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[Book] Rによる経済・経営データ解析入門2023

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[Book] Theoretical Advances and Applications in Operations Research, Modeling Non-normal Phenomena2011

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[Book] Theoretical Advances and Applications in Operations Research2011

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[Book] Stochastic Analysis and Applications2010

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[Book] Theoretical Advances and Applications in Operations Research2010

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[Book] Theoretical Advances and Applications in Operations Research2010

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[Journal Article] Evaluating the Effectiveness of Parallel Computing by Using CPU with Multicores2024

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[Journal Article] Markov Regime Switching Analysis for COVID-19 Outbreak Situations and their Dynamic Linkages of German Market2023

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[Journal Article] Markov Regime Switching Analysis for COVID-19 Outbreak Situations and their Dynamic Linkages of German Market2023

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[Journal Article] Entry and Exit Decision Under Uncertainty Where Prices Include Jump Diffusion Processes2023

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[Journal Article] Estimation of Occurrence of Jumps in Time Series Models Including Jump Diffusion Processes and Their Applications to Optimal Portfolio Formations2022

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Tan Kouyuu 譚康融

Tan kouyu 譚康融

TAN Kangrong 譚康融