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SHIRAISHI Hiroshi  白石 博

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Researcher Number 90454024
Other IDs
Affiliation (Current) 2022: 慶應義塾大学, 理工学部(矢上), 准教授
Affiliation (based on the past Project Information) *help 2016 – 2021: 慶應義塾大学, 理工学部(矢上), 准教授
2014 – 2015: 慶應義塾大学, 理工学部, 准教授
2009 – 2013: Jikei University School of Medicine, 医学部, 講師
2010: 慈恵医科大学, 数学教育, 講師
2008: Waseda University, 理工学術院, 助教
Review Section/Research Field
Principal Investigator
Economic statistics / Mathematical informatics / Basic Section 60030:Statistical science-related
Except Principal Investigator
General mathematics (including Probability theory/Statistical mathematics) / Foundations of mathematics/Applied mathematics
Keywords
Principal Investigator
統計数学 / 時系列解析 / 統計的推定 / 計量経済学 / 経済統計学 / 統計的推測 / モデル選択 / 数理ファイナンス / 多変量解析 / データマイニング … More / 最適ポートフォリオ / 漸近理論 / 高次元データ / 縮小推定量 / ランダム行列 / ファクターモデル / 主成分分析 / 国際研究者交流 / イギリス / PCA / 国際情報交換 / 多国籍 / 保険数理 / Levy過程 / 最適配当境界 / リサンプリング / M推定量 / 破産理論 / 経験過程 / 危険理論 / Wiener-Poisson過程 / V統計量 / U統計量 / Hawkes過程 / INAR過程 / 複合ポアソン過程 / 配当戦略 / ランダムフォレスト / 非線形自己回帰モデル / 分位点回帰 / ネイマン直交化 / 統計的推論 / 直交化機械学習 … More
Except Principal Investigator
金融工学 / 統計推測 / 金融時系列 / 漸近最適性 / 非母数統計解析 / 多変量解析 / 非対称分布 / 統計解析 / 確率解析 / 統計的漸近理論 / 計量ファイナンス / 経験尤度解析 / 順位統計量 / 非母数解析 / 大偏差原理 / 計算機統計学 / 医学統計 / 時系列解析 / 分位点回帰 / 定常過程 / 予測・補間 / 高次元時系列解析 / 非正則検定理論 / 縮小推定 / 金融データ解析 / 縮小推定量 / 高次元時系列 / 円周分布 / 統計数学 / 予測 / 補間 / 判別 / ポートフォリオ / Whittle 推定 / 統計科学 Less
  • Research Projects

    (6 results)
  • Research Products

    (102 results)
  • Co-Researchers

    (42 People)
  •  ネイマン直交性を用いた機械学習と統計的推論を併用した推定理論の時系列解析への応用Principal Investigator

    • Principal Investigator
      白石 博
    • Project Period (FY)
      2021 – 2025
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Review Section
      Basic Section 60030:Statistical science-related
    • Research Institution
      Keio University
  •  Statistical Estimation of Optimal Dividend Barrier for Insurance PortfoliosPrincipal Investigator

    • Principal Investigator
      Shiraishi Hiroshi
    • Project Period (FY)
      2016 – 2021
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Mathematical informatics
    • Research Institution
      Keio University
  •  Theory for quantile regression inference of time series and its applications

    • Principal Investigator
      Taniguchi Masanobu
    • Project Period (FY)
      2015 – 2018
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      Foundations of mathematics/Applied mathematics
    • Research Institution
      Waseda University
  •  Portfolio optimization problem for high dimensional dataPrincipal Investigator

    • Principal Investigator
      Shiraishi Hiroshi
    • Project Period (FY)
      2012 – 2016
    • Research Category
      Grant-in-Aid for Young Scientists (B)
    • Research Field
      Economic statistics
    • Research Institution
      Keio University
      Jikei University School of Medicine
  •  Statistical Estimation of Optimal Portfolios for Dependent Returns of AssetsPrincipal Investigator

    • Principal Investigator
      SHIRAISHI Hiroshi
    • Project Period (FY)
      2008 – 2011
    • Research Category
      Grant-in-Aid for Young Scientists (B)
    • Research Field
      Economic statistics
    • Research Institution
      Jikei University School of Medicine
      Waseda University
  •  Theory and Applications for Mathematical Methods in Statistical Science

    • Principal Investigator
      TANIGUCHI Masanobu
    • Project Period (FY)
      2007 – 2010
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Waseda University

All 2022 2021 2020 2019 2018 2017 2016 2015 2014 2012 2011 2010 2009 2008 2007 Other

All Journal Article Presentation Book

  • [Book] 時系列データ解析2022

    • Author(s)
      白石博
    • Total Pages
      248
    • Publisher
      森北出版
    • ISBN
      4627082517
    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Book] 時系列データ解析2022

    • Author(s)
      白石博
    • Total Pages
      248
    • Publisher
      森北出版
    • ISBN
      4627082517
    • Data Source
      KAKENHI-PROJECT-21K11793
  • [Book] Statistical portfolio estimation2018

    • Author(s)
      Taniguchi Masanobu, Shiraishi Hiroshi, Hirukawa Junichi, Solvang Hiroko Kato, Yamashita Takashi
    • Total Pages
      388
    • Publisher
      CRC Press
    • ISBN
      9781466505605
    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Book] Statistical Portfolio Estimation2018

    • Author(s)
      Taniguchi, M., Shiraishi, H., Hirukawa,J., Kato, H.S. and Yamashita, T
    • Total Pages
      377
    • Publisher
      Chapman & Hall/CRC, New York,
    • ISBN
      9781466505605
    • Data Source
      KAKENHI-PROJECT-15H02061
  • [Book] Statistical Portfolio Estimation"2017

    • Author(s)
      Taniguchi, M., Shiraishi, H., Hirukawa,J., Kato, H.S. and Yamashita, T.
    • Total Pages
      400
    • Publisher
      Chapman & Hall
    • Data Source
      KAKENHI-PROJECT-15H02061
  • [Book] Statistical Portfolio Estimation2017

    • Author(s)
      Taniguchi, M., Shiraishi, H., Hirukawa, J., Kato, H.S. and Yamashita, T.
    • Total Pages
      500
    • Publisher
      Chapman & Hall
    • Data Source
      KAKENHI-PROJECT-15H02061
  • [Journal Article] Hawkes過程における2つの推定手法の比較と実データ解析への応用2021

    • Author(s)
      茅根脩司、白石博
    • Journal Title

      数理統計(統計数理研究所)

      Volume: 69(2) Pages: 181-208

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-21K11793
  • [Journal Article] Hawkes過程における2つの推定手法の比較と実データ解析への応用2021

    • Author(s)
      茅根脩司、白石博
    • Journal Title

      数理統計(統計数理研究所)

      Volume: 69(2) Pages: 181-208

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Journal Article] Association between prehospital transfer distance and surgical mortality in emergency thoracic aortic surgery2020

    • Author(s)
      Yu Izumisawa, Hideki Endo, Nao Ichihara, Arata Takahashi, Kan Nawata, Hiroshi Shiraishi, Hiroaki Miyata, Noboru Motomura
    • Journal Title

      The Journal of Thoracic and Cardiovascular Surgery

      Volume: -

    • DOI

      10.1016/j.jtcvs.2020.03.043

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Journal Article] Hawkes 過程を利用したシステミックリスク定量化2020

    • Author(s)
      泉澤 佑,白石 博
    • Journal Title

      JARIP Bulletin

      Volume: 4(1) Pages: 31-51

    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Journal Article] Hawkes グラフを用いた多変量計数データのイベントの伝播構造の推移の可視化とその生命保険事業への応用の可能性の検討2020

    • Author(s)
      白石 博
    • Journal Title

      生命保険論集 (生命保険文化センター)

      Volume: 213 Pages: 125-170

    • NAID

      130008149641

    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Journal Article] Local asymptotic normality and efficient estimation for multivariate GINAR(p) models2019

    • Author(s)
      Hiroshi Shiraishi
    • Journal Title

      Cogent Mathematics & Statistics

      Volume: 6

    • DOI

      10.1080/25742558.2019.1695437

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Journal Article] Higher-order asymptotic theory of shrinkage estimation for general statistical models2018

    • Author(s)
      Shiraishi Hiroshi、Taniguchi Masanobu、Yamashita Takashi
    • Journal Title

      J.Multivariate Anal.

      Volume: 166 Pages: 198-211

    • DOI

      10.1016/j.jmva.2018.03.006

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-16K00036, KAKENHI-PROJECT-18H05290
  • [Journal Article] Higher-order asymptotic theory of shrinkage estimation for general statistical models.2018

    • Author(s)
      Shiraishi, H., Taniguchi, M. and Yamashita, T.
    • Journal Title

      J.Multivariate Anal.

      Volume: to appear

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-15H02061
  • [Journal Article] VARモデルを用いた死亡率予測手法の提案と予測精度の比較2018

    • Author(s)
      系 行健、白石 博
    • Journal Title

      日本保険・年金リスク学会誌:ジャリップジャーナル

      Volume: 10 Pages: 1-19

    • NAID

      40021737586

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Journal Article] Nonparametric Estimation for Optimal Dividend Varrier2018

    • Author(s)
      大石 惇喜、白石 博
    • Journal Title

      Journal of the Japan Statistical Society

      Volume: 48 Issue: 1 Pages: 1-28

    • DOI

      10.11329/jjssj.48.1

    • NAID

      130007623072

    • ISSN
      0389-5602, 2189-1478
    • Language
      Japanese
    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Journal Article] Semiparametric estimation in the optimal dividend barrier for the classical risk model2018

    • Author(s)
      Shiraishi Hiroshi、Lu Zudi
    • Journal Title

      Scandinavian Actuarial Journal

      Volume: 2018 Pages: 845-862

    • DOI

      10.1080/03461238.2018.1463557

    • Peer Reviewed / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Journal Article] 高次元における有効フロンティアの統計的推定2017

    • Author(s)
      岡 紘之、白石 博
    • Journal Title

      早稲田大学理工研報告.特集号

      Volume: 印刷中

    • Data Source
      KAKENHI-PROJECT-24730193
  • [Journal Article] 高次元における有効フロンティアの統計的推定2017

    • Author(s)
      、岡 紘之,白石 博
    • Journal Title

      早稲田大学理工研報告特集号

      Volume: 14

    • Acknowledgement Compliant
    • Data Source
      KAKENHI-PROJECT-15H02061
  • [Journal Article] 保険会社における最適配当境界のパラメトリック推定2017

    • Author(s)
      八木 彰子,白石 博
    • Journal Title

      早稲田大学理工研報告.特集号

      Volume: 印刷中 Pages: 3-14

    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Journal Article] 保険会社における最適配当境界のパラメトリック推定2017

    • Author(s)
      八木 彰子,白石 博
    • Journal Title

      早稲田大学理工研報告特集号

      Volume: 14 Pages: 3-14

    • Acknowledgement Compliant
    • Data Source
      KAKENHI-PROJECT-15H02061
  • [Journal Article] Review of statistical actuarial risk modelling2016

    • Author(s)
      Hiroshi Shiraishi
    • Journal Title

      Cogent Mathematics

      Volume: 3

    • DOI

      10.1080/23311835.2015.1123945

    • Peer Reviewed / Open Access / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-24730193
  • [Journal Article] GPIFのポートフォリオ解析について2015

    • Author(s)
      白石 博
    • Journal Title

      早稲田大学理工研報告.特集号

      Volume: 印刷中

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24730193
  • [Journal Article] Statistical Estimation of Portfolios for Dependent Financial Returns2012

    • Author(s)
      Masanobu Taniguchi, Cathy W. S. Chen, Junichi Hirukawa, Hiroshi Shiraishi, Kenichiro Tamaki, and David Veredas
    • Journal Title

      Advances in Decision Sciences

      Volume: Article ID 681490

    • DOI

      10.1155/2012/681490

    • Data Source
      KAKENHI-PROJECT-24730193
  • [Journal Article] Resampling procedure in estimation of optimal portfolios for time-varying ARCH processes2012

    • Author(s)
      Shiraishi Hiroshi
    • Journal Title

      Scientiae Mathematicae Japonicae

      Volume: 75 Pages: 105-117

    • NAID

      130007670105

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24730193
  • [Journal Article] Optimal portfolios with end-of-period target2012

    • Author(s)
      Hiroshi Shiraishi
    • Journal Title

      Advances in Decision Sciences: Special Issue on "Statistical Estimation of Portfolios for Dependent Financial Returns"

      Volume: Volume 2012 Pages: 1-13

    • DOI

      10.1155/2012/703465

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20730147, KAKENHI-PROJECT-21241040, KAKENHI-PROJECT-22700291, KAKENHI-PROJECT-22700296, KAKENHI-PROJECT-24730193
  • [Journal Article] A Simulation Approach to Statistical Estimation of Multiperiod Optimal Portfolios2012

    • Author(s)
      Shiraishi Hiroshi
    • Journal Title

      Advances in Decision Sciences

      Volume: Article ID 341476

    • DOI

      10.1155/2012/341476

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24730193
  • [Journal Article] Statistical testing for asymptotic no-arbitrage in financial markets2010

    • Author(s)
      Hatai, I., Shiraishi, H., Taniguchi, M.
    • Journal Title

      J.Statistics : Advances in Theory & Applications

      Volume: 3-1 Pages: 27-42

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Journal Article] Statistical testing for asymptotic no-arbitrage in financial markets.2010

    • Author(s)
      Hatai I, Shiraishi H, Taniguchi M
    • Journal Title

      Journal of Statistics : Advances in Theory and Applications

      Volume: 3 Pages: 27-42

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20730147
  • [Journal Article] Resampling procedure to construct estimation error efficient portfolios for stationary returns of assets2010

    • Author(s)
      Hiroshi Shiraishi
    • Journal Title

      Journal of the Japan Statistical Society

      Volume: 40 Pages: 189-206

    • NAID

      10028089163

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20730147
  • [Journal Article] Statistical testing for asymptotic no-arbitrage in financial markets2010

    • Author(s)
      Hatai I., Shiraishi H., Taniguchi M.
    • Journal Title

      J.Statistics : Advances in Theory & Applications Vol.3-1

      Pages: 27-42

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Journal Article] Resampling Procedure to Construct Estimation Error Efficient Portfolios for Stationary Returns of Assets2010

    • Author(s)
      Hiroshi, Shiraishi
    • Journal Title

      Journal of The Japan Statistical Society 40

      Pages: 189-206

    • NAID

      10028089163

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20730147
  • [Journal Article] Cluster analysis for stable processes2010

    • Author(s)
      Watanabe T., Shiraishi H. Taniguchi M.
    • Journal Title

      Communications in Statistics Vol.39

      Pages: 1630-1642

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Journal Article] Cluster analysis for stable processes2010

    • Author(s)
      Watanabe T, Shiraishi H, Taniguchi M
    • Journal Title

      Communications in Statistics.Theory and Methods

      Volume: 39 Pages: 1630-1642

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20730147
  • [Journal Article] Cluster analysis for stable processes2010

    • Author(s)
      Watanabe, T., Shiraishi, H, Taniguchi, M.
    • Journal Title

      Communications in Statistics

      Volume: 39 Pages: 1630-1642

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Journal Article] Statistical estimation of optimal portfolios depending on higher order cumulants2009

    • Author(s)
      Hiroshi Shiraishi and Masanobu Taniguchi
    • Journal Title

      Annales del' I. S. U. P.

      Volume: 53 Pages: 3-18

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20730147
  • [Journal Article] Preliminary test estimation for regression models with long-memory disturbance2009

    • Author(s)
      Taniguchi, M., Ogata, H., Shiraishi, H.
    • Journal Title

      Zacks Festschrift in Comm.Statist. 38

      Pages: 1-12

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Journal Article] Statistical estimation of optimal portfolios depending on higher order cumulants2009

    • Author(s)
      Shiraishi, H., Taniguchi, M.
    • Journal Title

      Annales de I' I.S.U.P.

      Pages: 3-18

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Journal Article] Cluster analysis for stable processes2009

    • Author(s)
      Watanabe, T., Shiraishi, H., Taniguchi, M.
    • Journal Title

      Communications in Statistics 39

      Pages: 1-14

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Journal Article] Statistical estimation of portfolios depending on higher order cumulants2009

    • Author(s)
      Shiraishi H., Taniguchi M.
    • Journal Title

      Annales de I'I.S.U.P.

      Pages: 3-18

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Journal Article] Cluster analysis for stable processes2009

    • Author(s)
      Watanabe, T., Shiraishi, H., TaniguChi, M.
    • Journal Title

      Communication in Statistics (To appear)

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Journal Article] Preliminary test estimation for regression models with long-memory disturbance2009

    • Author(s)
      Taniguchi M., Ogata H., Shiraishi H.
    • Journal Title

      Zacks Festschrift in Comm.Statist. Vol.38

      Pages: 1-12

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Journal Article] Statistical Estimation of Optimal Portfolios Depending on Higher Order Cumulants2009

    • Author(s)
      Hiroshi, Shiraishi, Masanobu, Taniguchi
    • Journal Title

      Annales De L'Institute de Statistique de L'Universite de Paris. 53

      Pages: 3-18

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20730147
  • [Journal Article] Statistical estimation of optimal portfolios for non-Gaussian dependent returns of assets2008

    • Author(s)
      Hiroshi Shiraishi and Masanobu Taniguchi
    • Journal Title

      Journal of Forecasting

      Volume: 27 Pages: 193-215

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20730147
  • [Journal Article] Statistical estimation of optimal portfolios for non-Gaussian dependent returns of assets2008

    • Author(s)
      Shiraishi.H. and Taniguchi, M
    • Journal Title

      Journal of Forecasting 27

      Pages: 193215-193215

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20730147
  • [Journal Article] Statistical estimation of optimal portfolios for non-Gaussian dependent returns of assets2008

    • Author(s)
      Shiraishi, H., Taniguchi, M.
    • Journal Title

      J. Forecasting 27

      Pages: 193-215

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Journal Article] Statistical estimation of optimal portfolios for non-Gaussian dependent returns of assets2008

    • Author(s)
      Shiraishi, H.and Taniguchi, M.
    • Journal Title

      J. of Forecasting (in press)

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Journal Article] Statistical Estimation of Optimal Portfolios for Non-Gaussian Dependent Returns of Assets2008

    • Author(s)
      Hiroshi, Shiraishi, Masanobu, Taniguchi
    • Journal Title

      Journal of Forecasting. 27

      Pages: 193-215

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20730147
  • [Journal Article] Improved estimation for the autocovariances of a Gaussian stationary process2007

    • Author(s)
      Taniguchi, M., Shiraishi, H.and Ogata, H.
    • Journal Title

      Statistics 41

      Pages: 269-277

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Journal Article] Statistical estimation of optimal portfolios for locally stationary returns of assets2007

    • Author(s)
      Shiraishi, H.and Taniguchi, M.
    • Journal Title

      International Journal of Theoretical & Applied Finance 10

      Pages: 129-154

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Journal Article] A Simulation Approach to Statistical Estimation of Multiperiod Optimal Portfolios

    • Author(s)
      Hiroshi Shiraishi
    • Journal Title

      To appear in Advances in Decision Sciences

    • Data Source
      KAKENHI-PROJECT-20730147
  • [Journal Article] RESAMPLING PROCEDURE IN ESTIMATION OF OPTIMAL PORTFOLIOS FOR TIME-VARYING ARCH PROCESSES

    • Author(s)
      Hiroshi Shiraishi
    • Journal Title

      To appear in Scientiae Mathematicae Japonicae

    • NAID

      130007670105

    • Data Source
      KAKENHI-PROJECT-20730147
  • [Presentation] Time Series Quantile Regression by using Random Forests2022

    • Author(s)
      Hiroshi Shiraishi, Ryotaro Shibuki, Tomoshige Nakamura
    • Organizer
      Waseda International Symposium : Topological Data Science, Causality, Analysis of Variance & Time Series
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Presentation] Time Series Quantile Regression by using Random Forests2022

    • Author(s)
      Hiroshi Shiraishi, Ryotaro Shibuki, Tomoshige Nakamura
    • Organizer
      Waseda International Symposium : Topological Data Science, Causality, Analysis of Variance & Time Series
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-21K11793
  • [Presentation] ランダムフォレストを用いた時系列分位点回帰2021

    • Author(s)
      澁木涼太郎、白石博、中村知繁
    • Organizer
      2021年度統計関連学会連合大会
    • Data Source
      KAKENHI-PROJECT-21K11793
  • [Presentation] Semiparametric estimation of optimal dividend barrier for Levy processes2021

    • Author(s)
      Hiroshi Shiraishi, Yasutaka Shimizu
    • Organizer
      4th International Conference on Econometrics and Statistics (EcoSta2021)
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-21K11793
  • [Presentation] ランダムフォレストを用いた時系列分位点回帰2021

    • Author(s)
      澁木涼太郎、白石博、中村知繁
    • Organizer
      2021年度統計関連学会連合大会
    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Presentation] ランダムフォレストを用いた時系列分位点回帰2021

    • Author(s)
      白石博、澁木涼太郎、中村知繁
    • Organizer
      科研費シンポジウム「多様な分野における統計科学に関する理論と方法論の革新的展開」
    • Data Source
      KAKENHI-PROJECT-21K11793
  • [Presentation] ランダムフォレストを用いた時系列分位点回帰2021

    • Author(s)
      白石博、澁木涼太郎、中村知繁
    • Organizer
      科研費シンポジウム「多様な分野における統計科学に関する理論と方法論の革新的展開」
    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Presentation] Semiparametric estimation of optimal dividend barrier for Levy processes2021

    • Author(s)
      Hiroshi Shiraishi, Yasutaka Shimizu
    • Organizer
      4th International Conference on Econometrics and Statistics (EcoSta2021)
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Presentation] 拡散摂動モデルの下での最適配当境界のセミパラメトリック推定2020

    • Author(s)
      白石 博,清水 泰隆
    • Organizer
      2020年度統計関連学会連合大会
    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Presentation] Hawkesグラフを用いたイベントの伝播構造の可視化とその生命保険事業への応用の可能性の検討2020

    • Author(s)
      白石 博
    • Organizer
      保険学セミナー
    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Presentation] 条件付き確率場を用いた口形遷移情報からの読唇手法の提案と評価2019

    • Author(s)
      酒井 悠斗, 白石 博
    • Organizer
      2019年度 統計関連学会連合大会
    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Presentation] Local Asymptotic Normality and Efficient Estimation for Multivariate GINAR(p) Models2019

    • Author(s)
      Hiroshi Shiraishi
    • Organizer
      2019 NBER-NSF Time Series Conference
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Presentation] 離散観測データを用いた最適配当境界のノンパラメトリック推定について2019

    • Author(s)
      宇野 大我, 白石 博
    • Organizer
      2019年度 統計関連学会連合大会
    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Presentation] Time-varying graphs by locally stationary Hawkes processes2019

    • Author(s)
      Hiroshi Shiraishi, Taiga Uno, Yu Izumisawa, Junichi Hirukawa
    • Organizer
      Ecosta 2019
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Presentation] Multivariate Hawkes Processを用いた仮想通貨の値動きのモデリング2019

    • Author(s)
      茅根 脩司, 白石 博
    • Organizer
      2019年度 統計関連学会連合大会
    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Presentation] Local Asymptotic Normality and Efficient Estimation for Multivariate INAR(p) Models2019

    • Author(s)
      Hiroshi Shiraishi
    • Organizer
      Kinosaki Seminar Data Science&Causality
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Presentation] Systemic Risk Assessment by Hawkes Processes2018

    • Author(s)
      Yu Izumisawa, Takaaki Koike, Hiroshi Shiraishi
    • Organizer
      2018 Kagawa International Symposium
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Presentation] 局所定常Hawkes過程のグラフによる可視化2018

    • Author(s)
      白石博,宇野大我,泉澤佑,蛭川潤一
    • Organizer
      大規模統計モデリングと計算統計V
    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Presentation] Time-varying Graphs By Locally Stationary Hawkes processes2018

    • Author(s)
      Hiroshi Shiraishi
    • Organizer
      HKUSR-Keio University Joint Workshop on Mathematics and Applications
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Presentation] INAR(p)過程における変化点検出2018

    • Author(s)
      泉澤佑,白石博
    • Organizer
      2018年度 統計関連学会連合大会
    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Presentation] 局所定常Hawkes過程のグラフによる可視化2018

    • Author(s)
      白石博,宇野大我,泉澤佑,蛭川潤一
    • Organizer
      2018年度 統計関連学会連合大会
    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Presentation] 長期記憶性を持った高次元ポートフォリオの分散に対する収束性の比較2017

    • Author(s)
      阿部 文貴,白石 博
    • Organizer
      科研費シンポジウム「多様な分野における統計科学の総合的研究」
    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Presentation] Semiparametric estimation for optimal dividend barrier with insurance portfolio2017

    • Author(s)
      Hiroshi Shiraishi, Zudi Lu
    • Organizer
      1st International Conference on Econometrics and Statistics (EcoSta 2017)
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Presentation] 長期記憶性を持ったポートフォリオの分散に対する収束レートの比較2017

    • Author(s)
      阿部 文貴,白石 博
    • Organizer
      2017年度 統計関連学会連合大会
    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Presentation] Hawkes 過程によるシステミックリスク評価2017

    • Author(s)
      泉澤 佑,白石 博
    • Organizer
      科研費シンポジウム「多様な分野における統計科学の総合的研究」
    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Presentation] マーク付き多次元Hawkes過程によるシステミックリスク評価2017

    • Author(s)
      泉澤 佑,白石 博
    • Organizer
      2017年度 統計関連学会連合大会
    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Presentation] Semiparametric Estimation for Optimal Dividend Barrier with Insurance Portfolio2017

    • Author(s)
      白石 博, Zudi Lu
    • Organizer
      2017年度 統計関連学会連合大会
    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Presentation] Nonparametric estimation for optimal dividend barrier with insurance portfolio2016

    • Author(s)
      Hiroshi Shiraishi
    • Organizer
      10th International Conference on Computational and Financial Econometrics (CFE2016)
    • Place of Presentation
      Seville(Spain)
    • Year and Date
      2016-12-09
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-16K00036
  • [Presentation] Nonparametric estimation for optimal dividend barrier with insurance portfolio2016

    • Author(s)
      Hiroshi Shiraishi
    • Organizer
      10th International Conference on Computational and Financial Econometrics (CFE2016)
    • Place of Presentation
      University of Seville (Spain)
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15H02061
  • [Presentation] 高次元の下での有効フロンティアの統計的推定2015

    • Author(s)
      岡紘之、白石博
    • Organizer
      2015 年度科学研究費シンポジウム(大規模複雑データの理論と方法論:最前線の動向)
    • Place of Presentation
      筑波大学(茨城県・つくば市)
    • Year and Date
      2015-11-17
    • Data Source
      KAKENHI-PROJECT-24730193
  • [Presentation] Universal Portfolios with Optimal Categorized Side Information2014

    • Author(s)
      Hiroshi Shiraishi
    • Organizer
      Workshop on Statistics for High-dimensional and Dependent Data
    • Place of Presentation
      R440,Astronomy & Mathematics Building, NTU (台北)
    • Data Source
      KAKENHI-PROJECT-24730193
  • [Presentation] Review of Statistical Portfolio Theory2014

    • Author(s)
      Hiroshi Shiraishi
    • Organizer
      Waseda International Symposium on "Stable Process, Semimartingale, Finance & Pension Mathematics"
    • Place of Presentation
      早稲田大学西早稲田キャンパス
    • Data Source
      KAKENHI-PROJECT-24730193
  • [Presentation] Universal Portfolios with Optimal Categorized Side Information2014

    • Author(s)
      Hiroshi Shiraishi
    • Organizer
      Nishi-Izu Seminar
    • Place of Presentation
      Fujiya Hotel
    • Data Source
      KAKENHI-PROJECT-24730193
  • [Presentation] Universal Portfolios with Optimal Categorized Side Information2014

    • Author(s)
      Hiroshi Shiraishi
    • Organizer
      Kamakura Seminar
    • Place of Presentation
      KKR Kamakura Wkamiya Hotel
    • Data Source
      KAKENHI-PROJECT-24730193
  • [Presentation] いろいろなポートフォリオ推定理論について2012

    • Author(s)
      白石 博
    • Organizer
      早大理工学研究所プロジェクト「金融数理および年金数理研究」セミナー
    • Place of Presentation
      早稲田大学
    • Data Source
      KAKENHI-PROJECT-24730193
  • [Presentation] Shrinkage Estimation of Optimal Portfolio2012

    • Author(s)
      白石 博
    • Organizer
      2012年度科学研究費シンポジウム(統計科学における深化と横断的展開)
    • Place of Presentation
      島根県松江市 松江テルサ
    • Data Source
      KAKENHI-PROJECT-24730193
  • [Presentation] Shrinkage estimation of optimal portfolio2012

    • Author(s)
      Hiroshi Shiraishi
    • Organizer
      Waseda Statistical Symposium on Time Series and Related Topics
    • Place of Presentation
      早稲田大学
    • Data Source
      KAKENHI-PROJECT-24730193
  • [Presentation] Optimal statistical estimation of portfolios for non-Gaussian dependent returns.2011

    • Author(s)
      Shiraishi H, Taniguchi M
    • Organizer
      Theory and Applications for Time Series Analysis
    • Place of Presentation
      Waseda University
    • Data Source
      KAKENHI-PROJECT-20730147
  • [Presentation] Asymptotics of estimation procedures for optimal portfolio2010

    • Author(s)
      天野友之、白石博、 谷口正信
    • Organizer
      日本数学会
    • Place of Presentation
      名古屋大学
    • Year and Date
      2010-09-25
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Presentation] Bootstrap Estimation of Optimal Portfolios2010

    • Author(s)
      白石博
    • Organizer
      A seminar presented by "The Chinese University of Hong KongDepartment of Statistics"
    • Place of Presentation
      Chinese Univ.Hong Kong
    • Year and Date
      2010-03-02
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Presentation] Asymptotics of procedures for optimal portfolio2010

    • Author(s)
      天野友之、白石博、谷口正信
    • Organizer
      日本数学会
    • Place of Presentation
      名古屋大学
    • Year and Date
      2010-09-25
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Presentation] Second-Order Properties of Bootstrap Methods for Dependent Data2009

    • Author(s)
      白石博
    • Organizer
      科研基盤A「統計科学における数理的手法の理論と応用」「統計的推測・確率解析とその周辺の話題の理論と応用」
    • Place of Presentation
      カレッジプラザ(秋田大学)
    • Year and Date
      2009-12-12
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Presentation] Resampling procedure to construct value at risk efficient portfolios for ARMA-GARCH returns of assets.2009

    • Author(s)
      Hiroshi, Shiraishi
    • Organizer
      日本数学会2009年度年会
    • Place of Presentation
      東京大学
    • Year and Date
      2009-03-28
    • Data Source
      KAKENHI-PROJECT-20730147
  • [Presentation] Resampling Procedure to Construct Value at Risk Efficient Portfolios for ARMA-GARCH Returns of Assets2009

    • Author(s)
      白石博
    • Organizer
      日本数学会
    • Place of Presentation
      東京大学
    • Year and Date
      2009-03-28
    • Data Source
      KAKENHI-PROJECT-20730147
  • [Presentation] Resampling procedure to construct Value at Risk efficient portfolio for ARMA-GARCH returns of assets2009

    • Author(s)
      白石博
    • Organizer
      日本数学会
    • Place of Presentation
      東京
    • Year and Date
      2009-03-28
    • Data Source
      KAKENHI-PROJECT-20730147
  • [Presentation] Resampling Procedure in estimation of Optimal Portfolios forTime-Varying ARCH Processes2009

    • Author(s)
      白石博
    • Organizer
      科研基盤A「統計科学における数理的手法の理論と応用」「局所漸近正規性に基づく統計推測およびその応用」
    • Place of Presentation
      鹿児島大学理学部
    • Year and Date
      2009-12-04
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Presentation] Statistical Estimation of Optimal Portfolios for Dependent Returns of Assets2008

    • Author(s)
      白石博
    • Organizer
      日本数学会
    • Place of Presentation
      東京工業大学(特別講演)
    • Year and Date
      2008-09-26
    • Data Source
      KAKENHI-PROJECT-20730147
  • [Presentation] Statistical estimation of optimal portfolios for Dependent Returns of Assets2008

    • Author(s)
      白石博
    • Organizer
      日本数学会
    • Place of Presentation
      東京
    • Year and Date
      2008-09-24
    • Data Source
      KAKENHI-PROJECT-20730147
  • [Presentation] Statistical testing for asymptotic no-arbitrage in financial markets2008

    • Author(s)
      畑井一平、白石博、谷口正信
    • Organizer
      日本数学会
    • Place of Presentation
      近畿大学
    • Year and Date
      2008-03-25
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Presentation] Statistical Estimation of Optimal Portfolios for Dependent Returns of Assets.2008

    • Author(s)
      Hiroshi, Shiraishi
    • Organizer
      日本数学会2008年度秋期総合分科会
    • Place of Presentation
      東京工業大学
    • Year and Date
      2008-09-24
    • Data Source
      KAKENHI-PROJECT-20730147
  • 1.  TANIGUCHI Masanobu (00116625)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 22 results
  • 2.  YAO Feng (90284348)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 3.  AKAHIRA Masafumi (70017424)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 4.  TAKEMURA Akimichi (10171670)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 5.  KONISHI Sadanori (40090550)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 6.  YOSHIDA Nakahiro (90210707)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 7.  OCHI Yoshimichi (60185618)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 8.  WAKAKI Hirofumi (90210856)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 9.  KAKIZAWA Yoshihide (30281778)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 10.  JIMBO Masakazu (50103049)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 11.  MAESONO Nobuhiko (30173701)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 12.  ANO Yutaka (20201436)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 13.  HIRUKAWA Junichi (10386617)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 14.  SHIMIZU Kunio (60110946)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 15.  KONDO Masao (70117505)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 16.  UNO Chikara (20282155)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 17.  MIYATA Yoichi (10514250)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 18.  TAKADA Yoshikazu (70114098)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 19.  NOMAKUCHI Kentaro (60124806)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 20.  KURIKI Shinji (00167389)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 21.  KATO Takeshi (40267399)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 22.  TAKAHASHI Daisuke (50188025)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 23.  MAEKAWA Koichi (20033748)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 24.  SUZUKI Takeru (60047347)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 25.  NISHII Ryuei (40127684)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 26.  SASABUCHI Yoichi (20128028)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 27.  AKI Shigeo (90132696)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 28.  KURIKI Satoshi (90195545)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 29.  AOSHIMA Makoto (90246679)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 30.  TAMAKI Kenichiro (80409664)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 31.  SHIRAHATA Shingo (10037294)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 32.  SHIOHAMA Takayuki (40361844)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 33.  加藤 賢悟 (50549780)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 3 results
  • 34.  清水 泰隆 (70423085)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 35.  西山 陽一 (90270412)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 36.  阿部 俊弘 (70580570)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 37.  中村 知繁 (30888673)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 2 results
  • 38.  Hallin Marc
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 39.  Monti Anna Clara
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 40.  OGATA Hiroaki
    # of Collaborated Projects: 0 results
    # of Collaborated Products: 1 results
  • 41.  AMANO Tomoyuki
    # of Collaborated Projects: 0 results
    # of Collaborated Products: 1 results
  • 42.  山下 智志
    # of Collaborated Projects: 0 results
    # of Collaborated Products: 1 results

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