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CREST Japan Science and Technology Agency

Modeling Methods allied with Modern Mathematics Research Supervisor: Takashi Tsuboi

Mathematical statistics and stochastic analysis for modeling and analysis of complex random systems
Research Director: Nakahiro Yoshida Graduate School of Mathematical Sciences, The University of Tokyo

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 an 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 (THE YUIMA PROJECT page is here). Methods incorporating SNS data are applied to the prediction of social phenomena.

Forthcoming Events

Yuima Tutorial in Gdańsk and the fourth Yuima Conference
March 19-24, 2020
Gdańsk University of Technology

大規模統計モデリングと計算統計 VI
2020年3月9日(月)午前 ~ 3月11日(水)午後
会場: 東京大学駒場キャンパス 数理科学研究科棟 002号室
〒153-8914 東京都目黒区駒場 3-8-1