OTA YASUSHI 大田靖

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Ota Yasushi 大田靖

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Researcher Number	50536555
Affiliation (Current)	2025: 桃山学院大学, 経営学部, 教授
Affiliation (based on the past Project Information) *help	2022 – 2024: 桃山学院大学, 経営学部, 教授 2021: 桃山学院大学, 経営学部, 准教授 2018 – 2020: 岡山理科大学, 経営学部, 准教授
Review Section/Research Field	Principal Investigator Basic Section 12040:Applied mathematics and statistics-related Except Principal Investigator Medium-sized Section 3:History, archaeology, museology, and related fields
Keywords	Principal Investigator 係数同定逆問題 / 偏微分方程式 / 数理モデル / ファイナンス / 逆問題 / Bayesian approach / Finance Markets / Nonparametric approaches / Bayesian Approach / Trend coefficint … More / Financial Markets / Estimating parameters / Trend coefficient / Option Pricing / Financila Markets / Inverse Problems … More Except Principal Investigator バイオフィリア / 時空間シミュレーション / GIS / 社会モデル / 生態モデル / 文化財情報 / 考古学 / パレオデモグラフィー / 数理社会モデル / マルチエージェントシミュレーション / 先史・古代社会 / 資料バイアス / ネオ-パレオデモグラフィー Less

Creative scientific research of neo-paleodemography in the Japanese archipelago
- Principal Investigator
  
  津村宏臣
- Project Period (FY)
  2022 – 2025
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Review Section
  
  Medium-sized Section 3:History, archaeology, museology, and related fields
- Research Institution
  Doshisha University
Comprehensive study on problems in the financial market using methods of the inverse problemPrincipal Investigator
- Principal Investigator
  
  Ota Yasushi
- 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
  Momoyama Gakuin University
  Okayama University of Science

All 2023 2022 2021 2020 2019 2018

All Journal Article Presentation

[Journal Article] Parameters identification for an inverse problem arising from a binary option using a Bayesian inference approach2023
- Author(s)
  Ota Yasushi、Jiang Yu、Maki Daiki
- Journal Title
  
  Results in Applied Mathematics
  
  Volume: 17 Pages: 100353-100353
- DOI
  10.1016/j.rinam.2022.100353
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K03439
[Journal Article] Inverse parabolic problem with the Heaviside function arising in finance2022
- Author(s)
  Kaji S.、Ota Y.
- Journal Title
  
  Applicable Analysis
  
  Volume: online Issue: 13 Pages: 1-21
- DOI
  10.1080/00036811.2022.2091549
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K03439
[Journal Article] Robust tests for ARCH in the presence of a misspecified conditional mean: A comparison of nonparametric approaches2021
- Author(s)
  Maki Daiki、Ota Yasushi
- Journal Title
  
  Cogent Economics & Finance
  
  Volume: 9 Issue: 1 Pages: 1862445-1862445
- DOI
  10.1080/23322039.2020.1862445
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K03439
[Journal Article] Impacts of asymmetry on forecasting realized volatility in Japanese stock markets2021
- Author(s)
  Daiki Maki and Yasushi Ota
- Journal Title
  
  Economic Modelling
  
  Volume: 101 Pages: 1-9
- DOI
  10.1016/j.econmod.2021.105533
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K03439
[Journal Article] イノベータ理論と時間遅れの方程式を用いて2021
- Author(s)
  大田靖、水谷直樹
- Journal Title
  
  Transactions of the Operations Research Society of Japan
  
  Volume: 64 Issue: 0 Pages: 22-45
- DOI
  10.15807/torsj.64.22
- NAID
  130008076758
- ISSN
  1349-8940, 2188-8280
- Language
  Japanese
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K03439
[Journal Article] Testing for Time-Varying Properties Under Misspecified Conditional Mean and Variance2020
- Author(s)
  Maki Daiki、Ota Yasushi
- Journal Title
  
  Computational Economics
  
  Volume: - Issue: 4 Pages: 1167-1182
- DOI
  10.1007/s10614-020-10014-4
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K03439
[Journal Article] Estimating Parameters in Mathematical Model for Societal Booms through Bayesian Inference Approach2020
- Author(s)
  Ota Yasushi、Mizutani Naoki
- Journal Title
  
  Mathematical and Computational Applications
  
  Volume: 25 Issue: 3 Pages: 42-42
- DOI
  10.3390/mca25030042
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K03439, KAKENHI-PROJECT-17K04029
[Journal Article] Bayesian inference approach to inverse problems in a financial mathematical model2019
- Author(s)
  Yasushi Ota, Yu Jiang, Gen Nakamura and Masaaki Uesaka
- Journal Title
  
  International Journal of Computer Mathematics
  
  Volume: - Issue: 10 Pages: 1967-1981
- DOI
  10.1080/00207160.2019.1671978
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K03439
[Journal Article] Application of microlocal analysis to an inverse problem arising from financial markets2018
- Author(s)
  Shin-ichi Doi and Yasushi Ota
- Journal Title
  
  Inverse Problems
  
  Volume: Vol.34 Issue: 11 Pages: 115010-115010
- DOI
  10.1088/1361-6420/aade25
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K03439
[Presentation] Simultaneous estimation of the unknown parameters in a parabolic partial differential equation using the Bayesian inference approach2019
- Author(s)
  Yasushi Ota
- Organizer
  Applied Inverse Problems Conference(AIP2019)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K03439
[Presentation] Parameters identification for the inverse option problems using Markov Chain Monte Carlo methods2019
- Author(s)
  Yasushi Ota
- Organizer
  13th Int. Conf. on Computational and Financial Econometrics(CFE 2019)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K03439
[Presentation] Computing the local volatility and the real trend in financial markets by using Bayesian inference and numerical analysis2018
- Author(s)
  Yasushi Ota
- Organizer
  The 9th International Conference on Inverse Problems and Related Topics(ICIP2018)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K03439
[Presentation] Reconstruction of volatility and trend coefficient in financial markets by using Bayesian inference and numerical analysis2018
- Author(s)
  Yasushi Ota
- Organizer
  The 9th International Conference on Inverse Problems: Modeling and Simulation(IPMS2018)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K03439

1. 鍛治俊輔 (10467524)

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results
2. 津田博史 (90450163)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
3. 大江貴司 (90258210)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. 津村宏臣 (40376934)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. 石岡学 (00624529)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. 山口雄治 (00632796)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
7. 原尚幸 (40312988)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
8. 松木武彦 (50238995)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
9. 坂平文博 (70578129)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

OTA YASUSHI 大田 靖

Ota Yasushi 大田 靖

Research Projects

Research Products

Co-Researchers

Creative scientific research of neo-paleodemography in the Japanese archipelago

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Comprehensive study on problems in the financial market using methods of the inverse problemPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

[Journal Article] Parameters identification for an inverse problem arising from a binary option using a Bayesian inference approach2023

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Inverse parabolic problem with the Heaviside function arising in finance2022

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Robust tests for ARCH in the presence of a misspecified conditional mean: A comparison of nonparametric approaches2021

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Impacts of asymmetry on forecasting realized volatility in Japanese stock markets2021

Author(s)

Journal Title

DOI

Data Source

[Journal Article] イノベータ理論と時間遅れの方程式を用いて2021

Author(s)

Journal Title

DOI

NAID

ISSN

Language

Data Source

[Journal Article] Testing for Time-Varying Properties Under Misspecified Conditional Mean and Variance2020

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Estimating Parameters in Mathematical Model for Societal Booms through Bayesian Inference Approach2020

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Bayesian inference approach to inverse problems in a financial mathematical model2019

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Application of microlocal analysis to an inverse problem arising from financial markets2018

Author(s)

Journal Title

DOI

Data Source

[Presentation] Simultaneous estimation of the unknown parameters in a parabolic partial differential equation using the Bayesian inference approach2019

Author(s)

Organizer

Data Source

[Presentation] Parameters identification for the inverse option problems using Markov Chain Monte Carlo methods2019

Author(s)

Organizer

Data Source

[Presentation] Computing the local volatility and the real trend in financial markets by using Bayesian inference and numerical analysis2018

Author(s)

Organizer

Data Source

[Presentation] Reconstruction of volatility and trend coefficient in financial markets by using Bayesian inference and numerical analysis2018

Author(s)

Organizer

OTA YASUSHI 大田靖

Ota Yasushi 大田靖