| Project/Area Number |
14380125
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| Research Category |
Grant-in-Aid for Scientific Research (B)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Statistical science
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| Research Institution | Meiji Gakuin University |
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Principal Investigator |
TAKEUCHI Kei Meiji Gakuin University, International Studies, Professor, 国際学部, 教授 (20012114)
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| Co-Investigator(Kenkyū-buntansha) |
AKAHIRA Masafumi University of Tsukuba, Mathematics, Professor, 数学系, 教授 (70017424)
HIROTSU Chihiro Meisei University, Physical Sciences and Engineering, Professor, 理工学部, 教授 (60016730)
TAKEMURA Akimichi University of Tokyo, Graduate School of Information Science and Technology, Professor, 大学院・情報理工学系研究科, 教授 (10171670)
KURIKI Satoshi The Institute of Statistical Mathematics, Department of Mathematical Analysis and Statistical Inference, Associate Professor, 統計基礎研究系, 助教授 (90195545)
KOMAKI Fumiyasu University of Tokyo, Graduate School of Information Science and Technology, Associate Professor, 大学院・情報理工学系研究科, 助教授 (70242039)
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| Project Period (FY) |
2002 – 2004
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| Project Status |
Completed (Fiscal Year 2004)
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| Budget Amount *help |
¥7,600,000 (Direct Cost: ¥7,600,000)
Fiscal Year 2004: ¥2,700,000 (Direct Cost: ¥2,700,000)
Fiscal Year 2003: ¥2,500,000 (Direct Cost: ¥2,500,000)
Fiscal Year 2002: ¥2,400,000 (Direct Cost: ¥2,400,000)
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| Keywords | Large deviation / Asymptotic distribution / Singular models / Interval prediction / Mathematics of gambling / Financial engineering / Sequential interval prediction / Discrete experiments / 賭けゲームと確率 / 有利な賭け / 二変量大偏差近似 / 離散実験データモデル / 不等式制約の下での漸近分布 / 賭けのゲームの数理 / Black-Scholes 9公式 / Schafer-Vovkの理論 / 多変量Mill's Ratio / 混合分析モデル / 量子推測理論 / 多次元偏差近似 / Coneの上の分布 / 予測の効率 / 分散分析法 / 一様分布における逐次推定問題 / 非正則な場合の推測問題 |
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| Research Abstract |
During the three years' period, there has been developments, which induced new our studies into a few other directions than were initially planned.
One was the publication of Shafer and Vovk's book "It's only a game-theory of probability and finance in which were much interested, and we invited the authors and had seminars and discussion sessions. And Takeuchi derived some new theory from their approach and is preparing a series of papers on them.
Another was the publication of the series "Frontiers in Statistics"(Iwanami) to which all the members contributed perspective papers on the recent development so far the topic in the title-multidemensional large deviation etc.
Takeuchi and Akahira obtained some theoretical and numerical results and wrote some notes, but application to practical problems is yet to be investigated.
Other members also proceeded in their respective special studies, and had discussion meetings. Some new results have been obtained.
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