Division of Mathematical Science for Social Systems, Department of Systems Innovation, Graduate School of Engineering Science

The development of science and technology which cope with rationalization and internationalization of financial assets management could be done through research of financial engineering and mathematical finance.

To analyze random and complex fluctuation according to time development and consider optimization under such random phenomena, we need the latest results of advanced mathematics concerning the theory of stochastic differential equations or statistical inference. Moreover, when we apply the theoretical results to actual technology for capital assets management, techniques of numerical analysis on a large scale at high speed are indispensable.
On the other hand, due to the recent rapid technological advances in computer engineering, large scale networked systems and embedded systems with high quality functions have been developed. To analyze, design, and control such systems, extensions of the systems theory and optimization theory are required.
Moreover, computational intelligence techniques are important for developing flexible intelligent systems. In an area of mathematical science for social systems, we achieve the education of competent persons who contribute to the development of such technology by means of advanced mathematical methods and also research development.

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Research Groups (Affiliated to the Mathematical Science Course), Division of Mathematical Science for Social Systems

Area of Mathematical and Statistical Finance

Statistical Inference Group

■ Professor: Masayuki Uchida ■ Lecturer: Kosuke Morikawa

Statistical Inference Group's Website
Mathematical Modeling in Finance Group

■ Professor: Jun Sekine ■ Assistant Professor: Kosuke Yamato

Mathematical Modeling in Finance Group's Webite
Stochastic Analysis Group

■ Professor: Masaaki Fukasawa
■ Associate Professor: Masato Hoshino

Stochastic Analysis Group's Website
Stochastic Processes Group

■ Professor: Yuko Yano

Stochastic Processes Group's Website