SHIRAISHI Hiroshi 白石博

… Alternative Names

白石博シライシヒロシ

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Researcher Number	90454024
Other IDs
Affiliation (Current)	2025: 慶應義塾大学, 理工学部(矢上), 教授
Affiliation (based on the past Project Information) *help	2023: 慶應義塾大学, 理工学部(矢上), 教授 2016 – 2022: 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 / Basic Section 60030:Statistical science-related / Mathematical informatics Except Principal Investigator Foundations of mathematics/Applied mathematics / General mathematics (including Probability theory/Statistical mathematics)
Keywords	Principal Investigator Hawkes過程 / 漸近理論 / 統計的推定 / 時系列解析 / 統計数学 / 直交化機械学習 / 統計的推論 / ネイマン直交化 / 非線形自己回帰モデル / Hawkes graph … More / 非線形回帰モデル / 分位点回帰 / ノンパラメトリック推定 / ランダムフォレスト / 配当戦略 / 複合ポアソン過程 / INAR過程 / U統計量 / V統計量 / Wiener-Poisson過程 / 危険理論 / 経験過程 / 破産理論 / M推定量 / リサンプリング / 最適配当境界 / Levy過程 / 保険数理 / 多国籍 / 国際情報交換 / PCA / イギリス / 国際研究者交流 / 主成分分析 / ファクターモデル / ランダム行列 / 縮小推定量 / 高次元データ / 最適ポートフォリオ / データマイニング / 多変量解析 / 数理ファイナンス / モデル選択 / 統計的推測 / 経済統計学 / 計量経済学 … More Except Principal Investigator 金融工学 / 統計科学 / Whittle 推定 / ポートフォリオ / 判別 / 補間 / 予測 / 統計数学 / 円周分布 / 高次元時系列 / 縮小推定量 / 金融データ解析 / 縮小推定 / 非正則検定理論 / 高次元時系列解析 / 予測・補間 / 定常過程 / 分位点回帰 / 時系列解析 / 医学統計 / 計算機統計学 / 大偏差原理 / 非母数解析 / 順位統計量 / 経験尤度解析 / 計量ファイナンス / 統計的漸近理論 / 確率解析 / 統計解析 / 非対称分布 / 多変量解析 / 非母数統計解析 / 漸近最適性 / 金融時系列 / 統計推測 Less

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

[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] Time Series Quantile Regression Using Random Forests2024
- Author(s)
  Hiroshi Shiraishi, Tomoshige Nakamura, Ryotato Shibuki
- Journal Title
  
  Journal of Time Series Analysis
  
  Volume: - Issue: 4 Pages: 639-659
- DOI
  10.1111/jtsa.12731
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-21K11793
[Journal Article] Semiparametric Estimation of Optimal Dividend Barrier for Spectrally Negative Levy Process2023
- Author(s)
  Yasutaka Shimizu, Hiroshi Shiraishi
- Journal Title
  
  Research Papers in Statistical Inference for Time Series and Related Models; Essays in Honor of Masanobu Taniguchi
  
  Volume: - Pages: 497-517
- 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-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: - Issue: 1 Pages: 28-35.e1
- 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 Issue: 1 Pages: 1695437-1695437
- DOI
  10.1080/25742558.2019.1695437
- Peer Reviewed / Open Access
- 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, Japanese Issue
  
  Volume: 48 Issue: 1 Pages: 1-28
- DOI
  10.11329/jjssj.48.1
- NAID
  130007623072
- ISSN
  0389-5602, 2189-1478
- Year and Date
  2018-09-26
- Language
  Japanese
- 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
  
  journal of Multivariate Analysis
  
  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] 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 Issue: 9 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 Issue: 1 Pages: 1123945-1123945
- 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 Pages: 1-3
- 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
  
  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 Pages: 1-13
- 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] Poisson Network Autoregression モデルに対するHawkesグラフの推定2023
- Author(s)
  木内希、白石博
- Organizer
  2023年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-21K11793
[Presentation] Asymptotic property for generalized random forests2023
- Author(s)
  Hiroshi Shiraishi, Tomoshige Nakamura, Ryuta Suzuki
- Organizer
  6th International Conference on Econometrics and Statistics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21K11793
[Presentation] Estimation of Effective Reproduction Number for Epidemics Using the Chain-Ladder Method2023
- Author(s)
  林宣安、松中優樹、白石博
- Organizer
  2023年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-21K11793
[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] Generalized random forests for dependent data2022
- Author(s)
  Hiroshi Shiraishi, Tomoshige Nakamura
- Organizer
  5th International Conference on Econometrics and Statistics (EcoSta2022)) (Ryukoku University(Web))
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21K11793
[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: 21 results
2. YAO Feng (90284348)

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3. AKAHIRA Masafumi (70017424)

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4. TAKEMURA Akimichi (10171670)

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5. KONISHI Sadanori (40090550)

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6. YOSHIDA Nakahiro (90210707)

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7. OCHI Yoshimichi (60185618)

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8. WAKAKI Hirofumi (90210856)

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9. KAKIZAWA Yoshihide (30281778)

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10. JIMBO Masakazu (50103049)

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11. MAESONO Nobuhiko (30173701)

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12. ANO Yutaka (20201436)

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13. HIRUKAWA Junichi (10386617)

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14. SHIMIZU Kunio (60110946)

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16. UNO Chikara (20282155)

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17. MIYATA Yoichi (10514250)

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18. TAKADA Yoshikazu (70114098)

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19. NOMAKUCHI Kentaro (60124806)

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20. KURIKI Shinji (00167389)

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21. KATO Takeshi (40267399)

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22. TAKAHASHI Daisuke (50188025)

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23. MAEKAWA Koichi (20033748)

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25. NISHII Ryuei (40127684)

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26. SASABUCHI Yoichi (20128028)

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27. AKI Shigeo (90132696)

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28. KURIKI Satoshi (90195545)

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29. AOSHIMA Makoto (90246679)

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30. TAMAKI Kenichiro (80409664)

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31. SHIRAHATA Shingo (10037294)

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32. SHIOHAMA Takayuki (40361844)

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37. 中村知繁 (30888673)

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38. Hallin Marc

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39. Monti Anna Clara

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SHIRAISHI Hiroshi 白石 博

白石 博 シライシ ヒロシ

Research Projects

Research Products

Co-Researchers

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

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Review Section

Research Institution

Statistical Estimation of Optimal Dividend Barrier for Insurance PortfoliosPrincipal Investigator

Principal Investigator

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Research Institution

Theory for quantile regression inference of time series and its applications

Principal Investigator

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Portfolio optimization problem for high dimensional dataPrincipal Investigator

Principal Investigator

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Statistical Estimation of Optimal Portfolios for Dependent Returns of AssetsPrincipal Investigator

Principal Investigator

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Theory and Applications for Mathematical Methods in Statistical Science

Principal Investigator

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Research Institution

[Book] 時系列データ解析2022

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[Book] 時系列データ解析2022

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[Book] Statistical portfolio estimation2018

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[Book] Statistical Portfolio Estimation2018

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[Book] Statistical Portfolio Estimation"2017

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[Book] Statistical Portfolio Estimation2017

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[Journal Article] Time Series Quantile Regression Using Random Forests2024

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SHIRAISHI Hiroshi 白石博

白石博シライシヒロシ