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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 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 prediction of social phenomena.