Concurrent Post

Faculty of Science and Engineering Graduate School of Fundamental Science and Engineering

Faculty of Commerce Graduate School of Accountancy
Details of a Researcher
Updated on 2023/02/01
Faculty of Science and Engineering Graduate School of Fundamental Science and Engineering
Faculty of Commerce Graduate School of Accountancy
Waseda Research Institute for Science and Engineering Concurrent Researcher
The University of Tokyo Graduate School of Mathematical Sciences
The University of Tokyo Faculty of Science Department of Mathematics
2007.10 The University of Tokyo Ph.D. (in Mathematical Science) by dissertation
Full Professor, Department of Applied Mathematics, Waseda University
Associate Professor, Department of Applied Mathematics, Waseda University
Associate Professor, Graduate School of Engineering Science, Osaka University
Assistant Professor, Graduate School of Engineering Science, Osaka University
Research Associate, Graduate School of Engineering Science, Osaka University
Daiichi Life Insurance co.
日本保険・年金リスク学会
日本統計学会
日本数学会
Statistical science
Basic mathematics
Applied mathematics and statistics
Money and finance
Economic statistics
mathematical statistics
asymptotic inference
stochastic processes
金融・保険数理
The YUIMA project: A computational framework for simulation and inference of stochastic differential equations
Alexandre Brouste, Masaaki Fukasawa, Hideitsu Hino, Stefano M. Iacus, Kengo Kamatani, Yuta Koike, Hiroki Masuda, Ryosuke Nomura, Teppei Ogihara, Yasutaka Shimuzu, Masayuki Uchida, Nakahiro Yoshida
Journal of Statistical Software 57 ( 4 ) 1  51 2014
飛躍型確率過程に対する離散観測による閾値推定法
2009
Thereshold estimation for jumptype stochastic processes from discrete observations
2009
A PRACTICAL INFERENCE FOR DISCRETELY OBSERVED JUMPDIFFUSIONS FROM FINITE SAMPLES
Yasutaka Shimizu, Division of Mathematical Science Graduate School of Engineering Science Osaka University
Journal of the Japan Statistical Society 38 ( 3 ) 391  413 2008
Some remarks on estimation of diffusion coefficients for jumpdiffusions from finite samples
Bulletin of Informatics and Cybernetics 2008
Consistency of penalized risk of boosting methods in binary classification
New Trends in Psychometrics 8796 2008
Density Type Estimation of Levy Densities for Discretely Observed DiffusionProcesses with Jumps
Journal of Japan Statistical Society 36, no.1, 3762 2006
Asymptotic Statistics in Insurance Risk Theory
Yasutaka Shimizu( Part： Sole author)
Springer 2022.01
統計学への確率論, その先へ （第２版）
清水, 泰隆
内田老鶴圃 2021.07 ISBN: 9784753601257
市場整合的ソルベンシー評価 : 金融リスクとアクチュアリアル・モデリング
Wüthrich, Mario V, Merz, Michael, 田中, 周二, 清水, 泰隆
共立出版 2020.08 ISBN: 9784320096493
統計学への確率論,その先へ : ゼロからの測度論的理解と漸近理論への架け橋
清水, 泰隆
内田老鶴圃 2019.04 ISBN: 9784753601257
保険数理と統計的方法
清水, 泰隆
共立出版 2018.10 ISBN: 9784320113510
Asymptotic inference for stochastic differential equations with jumps from discrete observations and some practical approaches = 飛躍型確率微分方程式に対する離散的観測に基づく漸近推測理論, 及びその実際的方法
清水, 泰隆
東京大学数理科学研究科 2009
小川研究奨励賞
2007.09 日本統計学会
コンペティション優秀報告賞
2004.09 日本統計学会
ジャンプを含む確率過程の複雑な観測データに対する統計解析と新しい学習理論への応用
日本学術振興会 科学研究費助成事業 基盤研究(B)
Project Year :
荻原 哲平, 清水 泰隆, 深澤 正彰, 上原 悠槙
一般化確率変数の期待値型汎関数に対する推測誤差への漸近分布論的アプローチ
日本学術振興会 科学研究費助成事業 基盤研究(C)
Project Year :
清水 泰隆
確率微分方程式モデルに基づく数理・データ科学とシミュレーション科学の融合的研究
日本学術振興会 科学研究費助成事業 基盤研究(A)
Project Year :
内田 雅之, 清水 泰隆, 林 高樹, 小池 祐太
New developments of statistical methods for risk management in finance and insurance
Japan Society for the Promotion of Science GrantsinAid for Scientific Research GrantinAid for Scientific Research (B)
Project Year :
Theory for quantile regression inference of time series and its applications
Japan Society for the Promotion of Science GrantsinAid for Scientific Research GrantinAid for Scientific Research (A)
Project Year :
Taniguchi Masanobu, Hallin Marc, Monti Anna Clara
Research on statistical solvency estimates from ruin theory
Japan Society for the Promotion of Science GrantsinAid for Scientific Research GrantinAid for Scientific Research (C)
Project Year :
Shimizu Yasutaka
Ultra high frequency data and leadlag
Japan Society for the Promotion of Science GrantsinAid for Scientific Research GrantinAid for Challenging Exploratory Research
Project Year :
Yoshida Nakahiro, MASUDA Hiroki, UCHIDA Masayuki, SHIMIZU Yasutaka, KAMATANI Kengo, HAYASHI Takaki
New Developments in Statistics of Economic Risk and Financial Risk
Japan Society for the Promotion of Science GrantsinAid for Scientific Research GrantinAid for Scientific Research (A)
Project Year :
naoto kunitomo, KUSUOKA Sigeo, ICHIBA Tomoyuki
Theoretical statistics for stochastic processes and limit theorems
Japan Society for the Promotion of Science GrantsinAid for Scientific Research GrantinAid for Scientific Research (B)
Project Year :
Yoshida Nakahiro, MASUDA Hiroki, MURATA Noboru, UCHIDA Masayuki, SHIMIZU Yasutaka, FUKASAWA Masaaki, KAMATANI Kengo
Theoretical statistics for stochastic processes and limit theorems
Project Year :
Stochastic Analysis and Statistical Inference for Insurance Ruin Risks
Japan Society for the Promotion of Science GrantsinAid for Scientific Research GrantinAid for Young Scientists (B)
Project Year :
SHIMIZU Yasutaka
Theory and implementation of inference for semimartingales from discrete observations.
Japan Society for the Promotion of Science GrantsinAid for Scientific Research GrantinAid for Young Scientists (B)
Project Year :
SHIMIZU Yasutaka
統計サマーセミナー2009
統計数理研究所 共同研究集会
Project Year :
清水泰隆
Comprehensive study on statistical causal inference
Japan Society for the Promotion of Science GrantsinAid for Scientific Research GrantinAid for Scientific Research (B)
Project Year :
KANO Yutaka, YANAGIMOTO Takemi, YAMAMOTO Eiji, SATO Toshiya, KUMAGAI Etsuo, YAMAGUCHI Kazunori, WATANABE Michiko, MIYAKAWA Masami, KUROKI Manabu, SHIGEMASU Kazuo, UENO Maomi, MOTOMURA Yoichi, TODAYAMA Kazuhisa, ICHINOSE Masaki, DEGUCHI Yasuo, ADACHI Kohei, KARASAWA Kaori, HAEBARA Tomokazu, INUI Toshio, SEIYAMA Kazuo, SHIMIZU Yasutaka, MIYAMOTO Yusuke, ICHIKAWA Masanori, YANAGIHARA Hirokazu, NAITO Kanta
Development of practical inference for stochastic processes with jumps
Japan Society for the Promotion of Science GrantsinAid for Scientific Research GrantinAid for Young Scientists (B)
Project Year :
SHIMIZU Yasutaka
保険数理における破産関連リスクの確率解析と統計科学の融合的研究
2014 Runhuan Feng
Introduction to Probability and Statistics A
School of Fundamental Science and Engineering
2022 spring semester
Seminar in Applied Mathematics B [S Grade]
School of Fundamental Science and Engineering
2022 fall semester
Seminar in Mathematics A [S Grade]
School of Fundamental Science and Engineering
2022 spring semester
Introduction to Probability and Statistics A
School of Fundamental Science and Engineering
2022 spring semester
Seminar in Applied Mathematics A [S Grade]
School of Fundamental Science and Engineering
2022 spring semester
Survey of Applied Mathematics [S Grade]
School of Fundamental Science and Engineering
2022 full year
Research Project Spring [S Grade]
School of Fundamental Science and Engineering
2022 spring semester
Seminar on Stochastic and Statistical Analysis D
Graduate School of Fundamental Science and Engineering
2022 fall semester
Seminar on Stochastic and Statistical Analysis C
Graduate School of Fundamental Science and Engineering
2022 spring semester
Seminar on Stochastic and Statistical Analysis B
Graduate School of Fundamental Science and Engineering
2022 fall semester
Seminar on Stochastic and Statistical Analysis A
Graduate School of Fundamental Science and Engineering
2022 spring semester
Graduate School of Fundamental Science and Engineering
2022 fall semester
Research on Stochastic and Statistical Analysis
Graduate School of Fundamental Science and Engineering
2022 full year
Master's Thesis (Department of Pure and Applied Mathematics)
Graduate School of Fundamental Science and Engineering
2022 full year
Seminar on Stochastic and Statistical Analysis D
Graduate School of Fundamental Science and Engineering
2022 fall semester
Seminar on Stochastic and Statistical Analysis C
Graduate School of Fundamental Science and Engineering
2022 spring semester
Seminar on Stochastic and Statistical Analysis B
Graduate School of Fundamental Science and Engineering
2022 fall semester
Seminar on Stochastic and Statistical Analysis A
Graduate School of Fundamental Science and Engineering
2022 spring semester
Research on Stochastic and Statistical Analysis
Graduate School of Fundamental Science and Engineering
2022 full year
Master's Thesis (Department of Pure and Applied Mathematics)
Graduate School of Fundamental Science and Engineering
2022 full year
Research on Stochastic and Statistical Analysis
Graduate School of Fundamental Science and Engineering
2022 full year
日本アクチュアリー会 評議員
日本アクチュアリー会 客員
Japanese Journal of Statistics and Data Science 編集委員
Journal of the Japanese Association of Risk, Insurance and Pensions Editor
日本年金保険リスク学会誌 編集委員
Japan Journal of Industrial and Applied Mathematics Associate Editor
日本数学会 社会連携協議会 幹事
日本数学会 統計数学分科会運営委員
日本統計学会 監事
Citation count denotes the number of citations in papers published for a particular year.