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Found 3 from your keywords: author="KITAGAWA, Genshiro"
cover
Indexation and Causation of Financial Markets
Comment Share
KITAGAWA, GenshiroTANOKURA , Yoko

​This book presents a new statistical method of constructing a price index of a financial asset where the price distributions are skewed and heavy-tailed and investigates the effectiveness of the method. In order to fully reflect the movements of prices or returns on a financial asset, the index should reflect their distributions. However, they are often heavy-tailed and possibly skewed, and …

Edition
-
ISBN/ISSN
978-4-431-55275-8
Collation
X, 103
Series Title
-
Call Number
621
cover
Time Series Modeling for Analysis and Control Advanced Autopilot and Monitor…
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OHTSU, KoheiPENG, HuiKITAGAWA, Genshiro

This book presents multivariate time series methods for the analysis and optimal control of feedback systems. Although ships’ autopilot systems are considered through the entire book, the methods set forth in this book can be applied to many other complicated, large, or noisy feedback control systems for which it is difficult to derive a model of the entire system based on theory in that subj…

Edition
-
ISBN/ISSN
978-4-431-55303-8
Collation
-
Series Title
-
Call Number
-
cover
Time Series Modeling for Analysis and Control
Comment Share
OHTSU, KoheiPENG, HuiKITAGAWA, Genshiro

This book presents multivariate time series methods for the analysis and optimal control of feedback systems. Although ships’ autopilot systems are considered through the entire book, the methods set forth in this book can be applied to many other complicated, large, or noisy feedback control systems for which it is difficult to derive a model of the entire system based on theory in that subj…

Edition
-
ISBN/ISSN
978-4-431-55303-8
Collation
63 b/w illustrations, 14 illustrations in colour
Series Title
-
Call Number
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