Shiraishi, Hiroshi
シライシ ヒロシ
Shiraishi, Hiroshi
Faculty of Science and Technology Department of Mathematics/ProfessorBasic Information
Specialty
Mathematical Statistics, Time Series Analysis, Point Process, Computational Finance, Random Forests
Related Links
Researcher Number
90454024
Paper Review Qualification
Thesis Guide Qualification in the Graduate School of Science and Technology : Master/Doctor
Biography
Research experience
Keio University Department of Mathematics Professor
Keio University Department of Mathematics Associate Professor
Jikei University School of Medicine Laboratory of Mathematics Lecturer
Research
Reseach 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.
Research Interests
- Statistical Estimation
- Asymptotic Theory
- Point Process
- actuarial science
- portfolio
Research areas
Statistical science
Money and finance
Economic statistics
Research theme
Modeling of Time Series Data using Random Forests
Statistical Estimation for discrete observed discritized locally stationary Hawkes process
Statistical Estimation of Optimal Dividend Barrier in Insurance Mathematics