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細野 泰彦  ホソノ ヤスヒコ

ORCIDConnect your ORCID iD *help
Researcher Number 40157029
Other IDs
Affiliation (based on the past Project Information) *help 2020 – 2023: 東京都市大学, 情報工学部, 准教授
2018 – 2019: 東京都市大学, 知識工学部, 准教授
Review Section/Research Field
Except Principal Investigator
Basic Section 12040:Applied mathematics and statistics-related
Keywords
Except Principal Investigator
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 / ボラティリティ推定 … More / 超準解析 / 日経225平均株価指数 / 確率微分方程式 / 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 / 複合ポアソン過程 / Levy過程 / ボラティリティ Less
  • Research Projects

    (1 results)
  • Co-Researchers

    (6 People)
  •  A new type of volatility estimator defined by jump diffusion model

    • 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
  • 1.  Kanagawa Shuya (50185899)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 2.  滑川 光裕 (60289931)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 3.  前園 宜彦 (30173701)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 4.  税所 康正 (70195973)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 5.  上江洲 弘明 (60350401)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 6.  新海 公昭 (10612137)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results

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