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Liu Nien-Lin  劉 念麟

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… Alternative Names

劉 念麟  リュウ ネンリン

LIU NIEN-LIN  劉 念麟

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Researcher Number 90610923
Affiliation (Current) 2025: 東京理科大学, 経営学部ビジネスエコノミクス学科, 助教
Affiliation (based on the past Project Information) *help 2019 – 2023: 東京理科大学, 経営学部ビジネスエコノミクス学科, 助教
2017: 立命館大学, 総合科学技術研究機構, 研究員
2015 – 2016: 立命館大学, BKC社系研究機構, プロジェクト研究員
2014: 立命館大学, BKC社系研究機構, 研究員
2013: 立命館大学, 総合科学技術研究機構, 研究員
Review Section/Research Field
Principal Investigator
0107:Economics, business administration, and related fields / Money/ Finance
Except Principal Investigator
Money/ Finance
Keywords
Principal Investigator
国際情報交換 / 金利の期間構造 / 確率過程 / リスク管理 / Fourier級数法 / Fourier series method / 主成分分析 / フーリエ法 / 統計的方法 / 高頻度データの分析 … More
Except Principal Investigator
… More エキゾチックデリバティブ / 金利の期間構造 / 国際情報交換 / 国際研究者交流 / 構造型アプローチ / 熱核法 / 応用数学 / 金融論 / 確率論 / 拡散過程の対称化 / 連鎖倒産モデル / ラフボラティリティモデル / 連続時間マクロファイナンス / フラクショナルボラティリティ / 静的ヘッジ / タイミングリスク / フーリエ法 / 数理ファイナンス Less
  • Research Projects

    (3 results)
  • Research Products

    (11 results)
  • Co-Researchers

    (9 People)
  •  金利期間構造の統計分析に基づく金利リスクのヘッジ手法の研究Principal Investigator

    • Principal Investigator
      劉 念麟
    • Project Period (FY)
      2019 – 2024
    • Research Category
      Grant-in-Aid for Research Activity Start-up
    • Review Section
      0107:Economics, business administration, and related fields
    • Research Institution
      Tokyo University of Science
  •  Heat Kernel Approach in Financial Engineering of New Generation

    • Principal Investigator
      Akahori Jiro
    • Project Period (FY)
      2013 – 2017
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Money/ Finance
    • Research Institution
      Ritsumeikan University
  •  The comparison with multi-factors interest rate modelPrincipal Investigator

    • Principal Investigator
      LIU NIEN-LIN
    • Project Period (FY)
      2013 – 2016
    • Research Category
      Grant-in-Aid for Young Scientists (B)
    • Research Field
      Money/ Finance
    • Research Institution
      Ritsumeikan University

All 2024 2019 2017 2016 Other

All Presentation

  • [Presentation] Spot covariance estimation with synchronous high-frequency financial data2024

    • Author(s)
      Nien-Lin Liu
    • Organizer
      NCCU Mathematics seminar
    • Invited
    • Data Source
      KAKENHI-PROJECT-19K23203
  • [Presentation] Spot covariance estimation with synchronous high-frequency financial data2024

    • Author(s)
      Nien-Lin Liu
    • Organizer
      Tamkang Mathematics seminar
    • Invited
    • Data Source
      KAKENHI-PROJECT-19K23203
  • [Presentation] A comparative study of principal component analysis on term structure of interest rates2019

    • Author(s)
      Nien-Lin Liu
    • Organizer
      The 7th Mini-Workshop on Mathematical Finance at SMWU
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-19K23203
  • [Presentation] A comparative study of principal component analysis on term structure of interest rates2019

    • Author(s)
      Nien-Lin Liu
    • Organizer
      The SKKU-ZJU International Conference on Economics and Finance
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-19K23203
  • [Presentation] Malliavin-Mancino Type Estimators based on Discrete Measures2017

    • Author(s)
      劉 念麟
    • Organizer
      2016年度冬季JAFEE大会
    • Place of Presentation
      武蔵大学(東京都・練馬区)
    • Year and Date
      2017-02-18
    • Data Source
      KAKENHI-PROJECT-25780213
  • [Presentation] Fourier-Malliavin estimators based on discrete measures2017

    • Author(s)
      Nien-Lin Liu
    • Organizer
      IFAM seminar
    • Place of Presentation
      University of Liverpool(UK)
    • Year and Date
      2017-03-16
    • Invited
    • Data Source
      KAKENHI-PROJECT-25780213
  • [Presentation] Fourier-Malliavin estimators based on discrete measures2017

    • Author(s)
      Nien-Lin Liu
    • Organizer
      DISEI seminar
    • Place of Presentation
      University of Florence(ITALY)
    • Year and Date
      2017-03-06
    • Invited
    • Data Source
      KAKENHI-PROJECT-25780213
  • [Presentation] Dynamic Principal Component Analysis by the Malliivin-Mancino Method; Remarks on Practical Implementations2016

    • Author(s)
      劉 念麟
    • Organizer
      2016年度夏季JAFEE大会
    • Place of Presentation
      成城大学(東京都・世田谷区)
    • Year and Date
      2016-08-08
    • Data Source
      KAKENHI-PROJECT-25780213
  • [Presentation] フーリエ法に基づくスポットボラティリティ行列過程の非負定値な推定量の構成について

    • Author(s)
      劉 念麟
    • Organizer
      第39回ジャフィー大会
    • Place of Presentation
      明治大学駿河キャンパス(東京都)
    • Data Source
      KAKENHI-PROJECT-25780213
  • [Presentation] フーリエ法に基づくスポットボラティリティ行列過程の非負定値な推定量の構成について

    • Author(s)
      劉 念麟
    • Organizer
      日本応用数理学会2013年度年会
    • Place of Presentation
      アクロス福岡(福岡県)
    • Data Source
      KAKENHI-PROJECT-25780213
  • [Presentation] The Fourier estimation method with non-negative definite estimators

    • Author(s)
      劉 念麟
    • Organizer
      The 1st workshop on quantum information theory and related topics
    • Place of Presentation
      Da Nang, VIETNAM
    • Invited
    • Data Source
      KAKENHI-PROJECT-25780213
  • 1.  Akahori Jiro (50309100)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 2.  堀 敬一 (50273561)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 3.  Kohatsu・Higa A (80420412)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 4.  足立 高徳 (60733722)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 5.  今村 悠里 (40633194)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 6.  WANG Tai-Ho
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 7.  AMABA Takafumi
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 8.  MANCINO Maria Elvira
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 9.  MAKHLOUF Azmi
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results

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