MORIMOTO Takayuki
Degree 【 display / non-display 】
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Degree name:博士(経済学)
Classified degree field:Humanities & Social Sciences / Economic statistics
Conferring institution:Hiroshima University
Acquisition way:Coursework
Date of acquisition:2005.03
Career 【 display / non-display 】
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Affiliation:Kwansei Gakuin University
Department:School of Science and Technology Department of of Mathematical Sciences
Title:Professor
Date:2018.04 -
Research Areas 【 display / non-display 】
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Research field:Natural Science / Basic mathematics
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Research field:Humanities & Social Sciences / Economic statistics
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Research field:Natural Science / Applied mathematics and statistics
Papers 【 display / non-display 】
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Language: Japanese
Title: A Hybrid ARIMA-GA-SVR Model for Stock Price Forecasting
Journal name: JSAI Technical Report, Type 2 SIG vol.2022 (FIN-029) (p.81 - 86)
Date of publication: 2022.10
Author(s): ZHUO Yue, MORIMOTO TakayukiDOI: 10.11517/jsaisigtwo.2022.fin-029_81
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Language: English
Title: Economic Policy Uncertainty and Financial Market Volatility: Evidence from Japan
Journal name: In Proceedings of ISI-WSC 2019 (The 62nd International Statistical Institute World Statistics Congress 2019), Kuala Lumpur, Malaysia (p.263 - 269)
Date of publication: 2019.08
Author(s): Takayuki MORIMOTOType of publication: Research paper (international conference proceedings)
Co-author classification: Single Author
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Language: English
Title: Jump Diffusion Model: An Application to the Japanese Stock Market
Journal name: In Zerger, A. and Argent, R.M. (eds) MODSIM 2005 International Congress on Modelling and Simulation (p.893 - 899)
Date of publication: 2005.12
Author(s): Koichi Maekawa, Sangyeol Lee, Takayuki Morimoto, Ken-ichi KawaiType of publication: Research paper (international conference proceedings)
Co-author classification: Multiple Authorship
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Language: English
Title: Jump Diffusion Models for Japanese Stock Market
Journal name: In: Kachitvichyanukul, V. et al. (eds) SIMMOD 05 International Conference on Simulation and Modeling 2005. Simulation and Modeling: Integrating Sciences and Technology for Effective Resource Management (p.547 - 555)
Date of publication: 2005.01
Author(s): Koichi Maekawa, Sangyeol Lee, Takayuki Morimoto, Ken-ichi KawaiType of publication: Research paper (international conference proceedings)
Co-author classification: Multiple Authorship
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Language: English
Title: Option Pricing with High Frequency Data under the Minimal Martingale Measure
Journal name: Discussion Paper Series, No. 2005-01, Faculty of Economics, Hiroshima University
Date of publication: 2005.01
Author(s): Takayuki MorimotoType of publication: Research paper (bulletin of university, research institution)
Co-author classification: Single Author
Research Projects 【 display / non-display 】
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Research category:Grant-in-Aid for Scientific Research(C)
Project year:2021.04 - 2025.03
Title:感染症拡大による経済不確実性の上昇が市場リスクに与える影響の包括的研究
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Research category:Grant-in-Aid for Scientific Research(C)
Project year:2018.04 - 2021.03
Title:経験類似度に基づくボラティリティの推定と予測に関する研究
Presentations 【 display / non-display 】
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Language:English
Conference name:2004 Far Eastern Meeting of the Econometric Society
International/Domestic presentation:International presentation
Holding date:2004.06
Title:Estimating and forecasting instantaneous volatility through a duration model: An assessment based on VaR
Presentation type:Oral presentation (general)
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Language:English
Conference name:International Conference on Simulation and Modeling 2005
International/Domestic presentation:International presentation
Holding date:2005.01
Title:Jump Diffusion Models for Japanese Stock Market
Presentation type:Oral presentation (general)
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Language:English
Conference name:Computational Science Symposium 2005 -Computational Science on Interaction-
International/Domestic presentation:International presentation
Holding date:2005.10
Title:An Empirical Comparison of GARCH Models Based on Intraday Value at Risk
Presentation type:Oral presentation (general)
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Language:English
Conference name:Advances in Financial Forecasting - 2nd International Symposium at the 2005 International Conference of Computational Methods in Sciences and Engineering
International/Domestic presentation:International presentation
Holding date:2005.10
Title:An Empirical Comparison of GARCH Models Based on Intraday Value at Risk
Presentation type:Oral presentation (general)
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Language:English
Conference name:MODSIM 2005 International Congress on Modelling and Simulation. Modelling and Simulation Society of Australia and New Zealand
International/Domestic presentation:International presentation
Holding date:2005.12
Title:JUMP DIFFUSION MODEL: AN APPLICATION TO THE JAPANESE STOCK MARKET
Presentation type:Oral presentation (general)