Aoyama Gakuin University · Graduate School of Business Administration / Faculty of Business Administration · 教授

Research keywordsportfolio selection・Bayesian estimation・financial market risk・shrinkage estimators・fake review detection

Research fields応用数学、統計数学・数学基礎・Intelligent informatics・金融、ファイナンス

This is a public-data preview. Personalized fit, contact angles, and saved workflows require sign-in.

• An Empirical Study on Fake Review Detection by Latent Dirichlet Allocation Research Institute for Mathematical Sciences Kokyuroku (Kyoto University) 2124,17-27頁 (共著) 2019/082019
• An Application of a Minimax Bayes Rule and Shrinkage Estimators to the Portfolio Selection Problem under the Bayesian Approach Statistical Papers 46 (4),523-540頁 (単著) 2005/102005
• An Improvement of the Parameter Certainty Equivalence Method in Portfolio Selection Asia-Pacific Financial Markets 8 (1),35-43頁 (単著) 2001/032001
• A Generalized Binomial Distribution Determined by a two-state Markov Chain and a Distribution by the Bayesian Approach Statistical Papers 38 (1),27-42頁 (共著) 1997/031997

• リスクマネジメント、及びファイナンスに関する統計的手法、意思決定問題

• Official profile