Shiraishi, Hiroshi
Faculty of Science and Technology Dept. Mathematics Professor
Graduate School of Science and Technology School of Mathematical and Physical Sciences Curriculum of Mathematics and Mathematical Sciences Professor
Research Overview
My current research interest is to establish fundamental statistical theory in a variety of financial time series data and its application. Especially, I am interested in visualization for the dependency of ivents in finantial market, and statistical estimation problem and its asymptotic property for ruin probabilities or optimal dividend barriers in field of actuarial science.
Specialty
Mathematical Statistics, Time Series Analysis, Point Process, Computational Finance, Random Forests
Thesis Guide Qualification
Thesis Guide Qualification in the Graduate School of Science and Technology
Master/Doctor