SHIOHAMA Takayuki

J-GLOBAL         Last updated: Mar 29, 2019 at 03:10
 
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Name
SHIOHAMA Takayuki
E-mail
shiohamams.kagu.tus.ac.jp
Affiliation
Tokyo University of Science
Degree
Ph.D. in Science(Osaka University)

Research Interests

 
 

Research Areas

 
 

Academic & Professional Experience

 
2003
 - 
2006
Lecturer, Institute of Economic Research, Hitotsubashi University
 

Published Papers

 
Abe, T., Ogata, H., Shiohama, T., and Taniai, H.
Statistical Inference for Stochastic Processes   20(3) 275-290   Dec 2017   [Refereed]
Supervised-topic-model-based hybrid filtering for recommender systems
Kawai, M., Shiohama,T., and Sato, H.
Proceedings of the 2nd International Conference on Big Data, Cloud Computing, Data Science & Engineering   272-277   Jul 2017   [Refereed]
Iida, M., Miyata, Y., and Shiohama, T.
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION      Mar 2017   [Refereed]
Akihiro Kawada, Takayuki Shiohama
American Journal of Mathematical and Management Sciences   35(2) 143-158   Feb 2016   [Refereed]
Masakazu Miura, Kenichiro Tamaki, Takayuki Shiohama
Asia-Pacific Financial Markets   20 311-344   Apr 2013   [Refereed]

Misc

 
Asymptotic expansion of one-factor Merton models with non-Gaussian and serially correlated innovations.
Shiohama, T.
JSM Proceedings, Business and Economic Statistics Section   2604-2615   Dec 2016
Expected Shortfall Estimation via Importance Sampling GARCH Predictive Distribution
Kanako Nakajima and Takayuki Shiohama
16th ASMDA 2015 Conference and Demographics 2015 Proceedings   755-764   Mar 2016
Financial News Classification Based on Topographic Independent Component Analysis: Optimization on the Stiefel Manifold
Akiko Kitao, Takayuki Shiohama, and Hiroyuki Sato
16th ASMDA 2015 Conference and Demographics 2015 Proceedings   403-415   Mar 2016
Multi-Factor Discretely Observed Vasicek Term Structure Models with non-Gaussian Innovations and Its Applications to the Japanese Government Bond Markets
Takayuki Shiohama
JSM Proceedings, Business and Economic Statistics Section   2853-2861   Aug 2014
Higher Order Asymptotic Coupon bond Option Valuation for Interest Rates with non-Gaussian Dependent Innovations (to appear)
T. Shibukawa, K. Takami, and T. Shiohama
RIMS Kokyuroku   1758 109-129   Aug 2011

Books etc

 
“Relationship Between Monetary Policy And inflation Expectations: Comparison Among Japan, The United States,And The United Kingdom”, in Monetary Policy: Roles, Forecasting and Effects
Y. Nakazono, T. Shiohama, and K. Tamaki (Part:Joint Work)
Nova Science Publishers, New York.   Feb 2012   ISBN:978-1619421813
"Asymptotic Expansion for Interest Rates with non-Gaussian Dependent Innovations" In "Interest Rates: Term Structure Models, Monetary Policy, and Prediction"
T. Shiohama, and K. Tamaki, (Part:Joint Work)
Nova Science Publishers, New York.   Oct 2011   ISBN:978-1-61324-720-4

Conference Activities & Talks

 
The mixture transition distribution modeling for higher order circular Markov processes
Ogata, H., and Shiohama, T.
Waseda International Symposium on "Recent Developments in Time Series Anaylsis, Quantile Regression, High Dimensional Data, and Causality   26 Feb 2018   
Bayesian inference for mode preserving distributions on the circle
Shiohama. T., Abe, T., and Miyata
10th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2017)   16 Dec 2017   
On estimating finite mixtures of sine-skewed wrapped Cauchy distributions
Miyata, Y. Shiohama, T., and Abe, T.
10th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics)   16 Dec 2017   
On transformation of scale distributions on the circle
Abe, T. Shiohama, T., and Miyata, Y
10th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics)   16 Dec 2017   
On estimating finite mixtures of skew-rotationally-symmetric distributions
Miyata, Y., Shiohama, T., and Abe, T.
科研費シンポジウム 多様 な分野における統計科学の総合的研究   16 Nov 2017   

Research Grants & Projects

 
Statistics, Time Series Analysis, Econometrics
Project Year: 2003   
Statistical inference problems and its applications to Economic and Finantical time series data.