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小池祐太研究室
Showing the original Japanese · View translation
金融の高頻度データを、確率過程の統計学で読み解く研究室。
AboutAbout the lab
高頻度データから共分散を推定する。
小池祐太研究室は、
こうした
具体的には、
最近は、
Key terms
- 確率過程
- 時間とともに
偶然に 左右されて 変わる 量を、 数学的に 表した もの - 共分散
- 2つの
量が 一緒に 増えたり 減ったりする 度合いを 表す値 - リード・ラグ効果
- ある
値の 動きが、 別の 値の 動きに 時間差を おいて 現れる 現象
ResearchResearch themes
高頻度で
MembersFaculty
- Associate Professor小池 祐太Publications ↗
VoicesStudent voices
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Report an errorAbout the images
The top and research theme images are illustrative and were not taken at the lab. They are cropped from Wikimedia Commons images. Cropped CC BY-SA images are provided under the same CC BY-SA license as the original (version shown on each line).
- Top image: “Tickers ( )” Francisco Gonzalez / CC BY 2.0 (cropped)
- 高頻度
データの 統計学: “Qtstalker candlestick chart” user:yndesai / CC0 (cropped) - Related lab (増田弘毅研究室): “NIG-process” Thomas Steiner and Martin Keller-Ressel / CC BY-SA 2.5 (cropped)
- Related lab (内田雅之研究室): “Ornstein-uhlenbeck simulation” Loxley / CC BY-SA 4.0 (cropped)
- Related lab (会田茂樹研究室): “BMonSphere” Thomas Steiner / CC BY-SA 2.5 (cropped)
- Related lab (岡田いず海研究室): “2D Random Walk Trace” Purpy Pupple / CC BY-SA 3.0 (cropped)
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