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黒瀬研究室
Showing the original Japanese · View translation
経済や金融のデータを、ベイズ統計で分析する研究室。
AboutAbout the lab
経済・金融のデータを統計でモデル化する。
黒瀬研究室は、
ベイズ統計学の
また、
Key terms
- ベイズ統計学
- データを
得る 前の 見込みを、 データを 見て 更新しながら推測する 統計学の 方法 - 状態
空間モデル - 直接観測できない
状態を 仮定し、 観測データとの 関係で 時間変化を 表すモデル - 確率的ボラティリティモデル
- 価格
変動の 大きさが 時間とともに ランダムに 変わると 考える モデル
ResearchResearch themes
黒瀬研究室は、
*Illustrative image経済・金融の状態空間モデル分析
経済や
*Illustrative image価格レンジを使った変動の推定
収益率と
*Illustrative image特定の分布からの乱数発生法
切断された
MembersFaculty
- Assistant Professor黒瀬 雄大
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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: “No Known Restrictions Trading Floor, New York Stock Exchange (Highsmith LOC) ( )” Carol M. Highsmith / Public domain (cropped)
- 経済・金融の
状態 空間モデル分析: “Exchange rates sign” Dvortygirl / CC BY-SA 4.0 (cropped) - 価格レンジを
使った 変動の 推定: “Philippine-stock-market-board” Katrina.Tuliao / CC BY 2.0 (cropped) - 特定の
分布からの 乱数発生法: “Galton board” Svjo / CC BY-SA 3.0 (cropped) - Related lab (応用計量経済学・統計学
（小西 葉子） ): “Data Analysis ( )” IAEA Imagebank / CC BY 2.0 (cropped) - Related lab (サービス工学・実験経済学・計量経済学
（髙橋 裕紀） ): “Customer Service counter, Pimpama Railway Station, Old Pacific Highway, Gold Coast P1130327” John Robert McPherson / CC0 (cropped) - Related lab (応用計量経済学・環境経済学
（作道 真理） ): “Singapore Recycling-bins-01” CEphoto, Uwe Aranas / CC BY-SA 3.0 (cropped) - Related lab (統計学・計量経済学・計量ファイナンス
（三崎 広海） ): “Stock Exchange Yangon” Myrmux / CC BY-SA 4.0 (cropped)
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