Meiji University · Faculty of Political Science and Economics · 教授

Research keywordsmultivariate nonnormal distributions・downside risk・stock return dependence・Japanese and US equities・blind source separation・Pearson distribution ICA・frequency-domain ICA

Research fields経済統計学(Economical Statistics)・統計学・Statistical science・統計科学(Statistics)・財政学・金融論("Public Finance, and Money and Banking")・金融工学

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

• 多変量非正規分布のパラメータ時系列モデルによる金融市場変動モデルの研究2012 · 明治大学「政経論叢」 80 ( 5・6 ) 67-89 - 583 2012年3月
• Using Nonnormal Distributions to Analyze the Relationship Between Stock Returns in Japan and the US2011 · Asia-Pacific Financial Markets 18 ( 4 ) 429 - 443 2011年11月
• Are There Differences between Launched Drugs, Clinical Candidates, and Commercially Available Compounds?2010 · JOURNAL OF CHEMICAL INFORMATION AND MODELING 50 ( 5 ) 815 - 821 2010年5月
• Frequency-Domain Pearson Distribution Approach for Independent Component Analysis (FD-Pearson-ICA) in Blind Source Separation2009 · IEEE TRANSACTIONS ON AUDIO SPEECH AND LANGUAGE PROCESSING 17 ( 4 ) 639 - 649 2009年5月

• 経済時系列分析に関する研究資金種別： 競争的資金

• Official profile