[Nakahiro Yoshida] Mathematical statistics and stochastic analysis for modeling and analysis of complex random systems


Research Director

Nakahiro Yoshida

Nakahiro Yoshida

Graduate School of Mathematical Sciences, The University of Tokyo
Professor
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Outline

This project aims at developing mathematical statistics and probability theory to provide methodologies for modeling and analysis of complex random systems. Statistical methods enable analysis of ultra high frequency financial data. Integration of the latest theoretical statistics and stochastic analysis constructs YUIMA III, an advanced R software for statistical analysis and simulation for stochastic processes. Methods incorporating SNS data are applied to prediction of social phenomena.

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