Presentations
Shiraishi, Hiroshi
1-20 items (total 25)
Statistical Estimation of Optimal Portfolios for Dependent Returns of Assets
- Speaker
- Shiraishi Hiroshi, Taniguchi Masanobu
- Conference Title
- [Conference Category Domestic presentation] Dates 2004.09 - 2004.09
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- International Co-authorship
- No
- Conference Category
- Oral presentation (general)
Statistical Estimation of Optimal Portfolios for Non-Gaussian Dependent Returns of Assets
- Speaker
- Shiraishi Hiroshi, Taniguchi Masanobu
- Conference Title
- [Conference Category Domestic presentation] Dates 2005.03 - 2005.03
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- International Co-authorship
- No
- Conference Category
- Oral presentation (general)
Statistical Estimation of Optimal Portfolios for Locally Stationary Returns of Assets
- Speaker
- Shiraishi Hiroshi, Taniguchi Masanobu
- Conference Title
- [Conference Category Domestic presentation] Dates 2006.03 - 2006.03
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- International Co-authorship
- No
- Conference Category
- Oral presentation (general)
Statistical Estimation of Optimal Portfolios in terms of Higher Order Spectra
- Speaker
- Shiraishi Hiroshi, Taniguchi Masanobu
- Conference Title
- [Conference Category Domestic presentation] Dates 2006.09 - 2006.09
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- International Co-authorship
- No
- Conference Category
- Oral presentation (general)
Statistical Estimation of Optimal Portfolios Depending on Higher Order Moments
- Speaker
- Shiraishi Hiroshi, Taniguchi Masanobu
- Conference Title
- [Conference Category Domestic presentation] Dates 2007.03 - 2007.03
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- International Co-authorship
- No
- Conference Category
- Oral presentation (general)
Statistical Estimation of Optimal Portfolios depending on Higher Order Cumulants
- Speaker
- Shiraishi Hiroshi, Taniguchi Masanobu
- Conference Title
- [Conference Category International presentation] Conference Title 56th World Statistics Congress of International Statistical Institute Dates 2007.08 - 2007.08
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- International Co-authorship
- No
- Conference Category
- Oral presentation (general)
The Sampling Error in Estimates of Optimal Portfolios for VAR(p) Returns of Assets
- Speaker
- Shiraishi Hiroshi
- Conference Title
- [Conference Category Domestic presentation] Dates 2007.09 - 2007.09
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- International Co-authorship
- No
- Conference Category
- Oral presentation (general)
Statistical Estimation of Optimal Portfolios for Dependent Returns of Assets
- Speaker
- Shiraishi Hiroshi
- Conference Title
- [Conference Category Domestic presentation] Dates 2008.09 - 2008.09
- Invitation Status
- With
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- International Co-authorship
- No
- Conference Category
- Oral presentation (invited, special)
Resampling Procedure to construct Value at Risk Efficient Portfolios for ARMA-GARCH Returns of Assets
- Speaker
- Shiraishi Hiroshi
- Conference Title
- [Conference Category Domestic presentation] Dates 2009.03 - 2009.03
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- International Co-authorship
- No
- Conference Category
- Oral presentation (general)
Statistical Estimation for Optimal Dividend Barrier
- Speaker
- Shiraishi Hiroshi, Koizumi Kenta
- Conference Title
- [Conference Category Domestic presentation] Dates 2014.09.14 - 2014.09.14
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- International Co-authorship
- No
- Conference Category
- Oral presentation (general)
statistical estimation for optimal dividend barrier with insurance portfolio
- Speaker
- Shiraishi Hiroshi, Zudi Lu
- Conference Title
- [Conference Category International presentation] Conference Title 9th International Conference on Computational and Financial Econometrics (CFE2015)（Venue University of London） Organizer CFE Network, Queen Mary University of London, Birkbeck University of London and Imperial College London Dates 2015.12.13 - 2015.12.13
- Organizer
- CFE Network, Queen Mary University of London, Birkbeck University of London and Imperial College London
- Invitation Status
- With
- Presentation Format
- International presentation
- Language of Publication
- English
- International Co-authorship
- Yes
- Conference Category
- Oral presentation (general)
Nonparametric estimation for optimal dividend barrier with insurance portfolio
- Speaker
- Shiraishi Hiroshi, Zudi Lu
- Conference Title
- [Conference Category International presentation] Conference Title 10th International Conference on Computational and Financial Econometrics (CFE2016)（Venue University of Seville, Spain） Organizer CFE Network, Queen Mary University of London, Birkbeck University of London and Imperial College London Dates 2016.12.09 - 2016.12.09
- Organizer
- CFE Network, Queen Mary University of London, Birkbeck University of London and Imperial College London
- Invitation Status
- With
- Presentation Format
- International presentation
- Language of Publication
- English
- International Co-authorship
- Yes
- Conference Category
- Oral presentation (general)
第５世代のアクチュアリー～スタティスティカル・アクチュアリーという新たなキャリア～
- Speaker
- 藤澤 陽介，寺島 尚秀，坂本 康昭，白石 博
- Conference Title
- [Conference Category Domestic presentation] Dates 2017.03.11 - 2017.03.11
- Invitation Status
- With
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- International Co-authorship
- No
- Conference Category
- Symposium, workshop panel (nominated)
Semiparametric estimation for optimal dividend barrier with insurance portfolio
- Speaker
- Shiraishi H
- Conference Title
- [Conference Category International presentation] Conference Title 1st International Conference on Econometrics and Statistics (EcoSta2017)（Venue The Hong Kong University of Science and Technology, Hong Kong） Dates 2017.06.16 - 2017.06.16
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- Japanese
- International Co-authorship
- No
- Conference Category
- Oral presentation (general)
Semiparametric Estimation for Optimal Dividend Barrier with Insurance Portfolio
- Speaker
- Shiraishi H
- Conference Title
- [Conference Category Domestic presentation] Conference Title 2017 Japanese Joint Statistical Meeting（Venue Nanzan University） Dates 2017.09.05 - 2017.09.05
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
局所定常Hawkes過程のグラフによる可視化
- Speaker
- 白石博，宇野大我，泉澤佑，蛭川潤一
- Conference Title
- [Conference Category Domestic presentation] Dates 2018.09.05 - 2018.09.05
- Invitation Status
- With
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- International Co-authorship
- No
- Conference Category
- Symposium, workshop panel (nominated)
局所定常Hawkes過程のグラフによる可視化
- Speaker
- 白石博，宇野大我，泉澤佑，蛭川潤一
- Conference Title
- [Conference Category Domestic presentation] Dates 2018.09.10 - 2018.09.10
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- International Co-authorship
- No
- Conference Category
- Oral presentation (general)
Time-varying Graphs By Locally Stationary Hawkes processes
- Speaker
- Hiroshi Shiraishi, Taiga Uno, Yu Izumisawa, Junichi Hirukawa
- Conference Title
- [Conference Category International presentation] Conference Title HKUSR-Keio University Joint Workshop on Mathematics and Applications（Venue HKUST Jockey Club Institute for Advanced Study (IAS) – IAS Room 2042） Dates 2018.11.23 - 2018.11.23
- Invitation Status
- With
- Presentation Format
- International presentation
- Language of Publication
- English
- International Co-authorship
- No
- Conference Category
- Symposium, workshop panel (nominated)
Local Asymptotic Normality and Efficient Estimation for Multivariate INAR(p) Models
- Speaker
- Hiroshi Shiraishi
- Conference Title
- [Conference Category International presentation] Conference Title Kinosaki Seminar Data Science&Causality（Venue Blue Ridge Hotel） Organizer Masanobu Taniguchi (Waseda University) Dates 2019.03.01 - 2019.03.01
- Organizer
- Masanobu Taniguchi (Waseda University)
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- International Co-authorship
- No
- Conference Category
- Symposium, workshop panel (public)
Semiparametric estimation of optimal dividend barrier for Levy processes
- Speaker
- Hiroshi Shiraishi, Yasutaka Shimizu
- Conference Title
- [Conference Category International presentation] Conference Title 4th International Conference on Econometrics and Statistics (EcoSta2021)（Venue Hong Kong University of Science and Technology(Web)） Organizer EcoSta Dates 2021.06.25 - 2021.06.25
- Organizer
- EcoSta
- Invitation Status
- With
- Presentation Format
- International presentation
- Language of Publication
- English
- International Co-authorship
- No
- Conference Category
- Oral presentation (general)