本文へスキップ

 

論文

高石の論文検索

arXiv での論文検索

INSPIREでの論文検索


論文リスト

最近の主な論文

T.Takaishi, Y.Liu and T.T.Chen
An application of the hybrid Monte Carlo algorithm for realized stochastic volatility model
Proceedings of Science

Tetsuya Takaishi and Toshiaki Watanabe
Analysis of Realized Volatility for Nikkei Stock Average on the Tokyo Stock Exchange
Journal of Physics: Conference Series (掲載決定)

Tetsuya Takaishi
Bayesian Inference of Realized Stochastic Volatility Model and Bias of Realized Volatility
International Journal of Engineering Science and Innovative Technology (掲載決定)

2015

Tetsuya Takaishi
Some properties of multiple time series Ising model in financial market simulations
2015 IEEE International conference on Cyber Technology in Automation, Control, and Intelligent Systems (CYBER)
DOI: 10.1109/CYBER.2015.7287918

Tetsuya Takaishi
GPU Computing in Bayesian Inference of Realized Stochastic Volatility Model
Journal of Physics: Conference Series 574 (2015) 012143
DOI: 10.1088/1742-6596/574/1/012143

Tetsuya Takaishi
Multiple Time Series Ising Model for Financial Market Simulations
Journal of Physics: Conference Series 574 (2015) 012149
DOI: 10.1088/1742-6596/574/1/012149


2014
Z.Zheng, Z.Qiao, T.Takaishi, H.E.Stanley, B.Li
Realized Volatility and Absolute Return Volatility:A Comparison Indicating Market Risk
PLOS ONE, Volume 9 (2014) e102940[10pages]
DOI:10.1371/journal.pone.0102940

Tetsuya Takaishi
Bayesian estimation of realized stochastic volatility model by Hybrid Monte Carlo algorithm
Journal of Physics: Conference Series 490 (2014) 012092
DOI:10.1088/1742-6596/490/1/012092

T.T.Chen, T.Takaishi
Box-Cox transformation of firm size data in statistical analysis
Journal of Physics: Conference Series 490 (2014) 012182
DOI:10.1088/1742-6596/490/1/012182

Tetsuya Takaishi
Realized Volatility Analysis in A Spin Model of Financial Market
JPS Conference Proceedings 1 (2014) 019007[4pages]
DOI:10.7566/JPSCP.1.019007

2013
Tetsuya Takaishi
Markov Chain Monte Carlo versus Importance Sampling in Bayesian Inference of the GARCH model
Procedia Computer Science 22 (2013) pp.1056-1065
DOI: 10.1016/j.procs.2013.09.191


Tetsuya Takaishi
Analysis of Spin Financial Market by GARCH Model
Journal of Physics: Conference Series 454 (2013) 012041
DOI:10.1088/1742-6596/454/1/012041

T.T Chen, T. Takaishi
Empirical Study of the GARCH model with Rational Errors
Journal of Physics: Conference Series 454 (2013) 012040
DOI: 10.1088/1742-6596/454/1/012040

Tetsuy Takaishi
Empirical Analysis of Stochastic Volatility Model by Hybrid Monte Carlo Algorithm
Journal of Physics: Conference Series 423 (2013) 012021
DOI:10.1088/1742-6596/423/1/012021

2012
T. Takaishi, T. T. Chen, Z. Zheng
Analysis of Realized Volatility in Two Trading Sessions of the Japanese Stock Market
Prog. Theor. Phys. Supplement (2012) 194 43-54
DOI: 10.1143/PTPS.194.43

Z. Zheng, T.Takaishi, N.Sakuri ,X. Zhang and K. Yamasaki
Statistical Regularities of Seismic Noise
Progress of Theoretical Physics Supplements 194 pp.193-201
DOI: 10.1143/PTPS.194.193

Tetsuya Takaishi
Finite-Sample Effects on the Standardized Returns of the Tokyo Stock Exchange
Procedia - Social and Behavioral Sciences 65 (2012) pp.968-973
DOI: 10.1016/j.sbspro.2012.11.228

T.Takaishi, T.T.Chen
Bayesian Inference of the GARCH model with Rational Errors
International Proceedings of Economics Development and Research Vol.29 (2012) pp. 303-307
PDF

2011
木戸丈剛,楊欣,田中美栄子,高石哲弥
ランダム行列理論を用いた主成分抽出法による日本と米国の株式市場における主要セクタの変遷
情報処理学会論文誌 数理モデル化と応用(TOM)(2011) Vol.4 No.4 pp.104-110

2010
Tetsuya Takaishi
Analysis of Realized Volatility in Superstatistics
Evolutionary and Institutional Economic Review 7(1) (2010) pp. 89-99
DOI:10.14441/eier.7.89

Tetusya Takaishi
Bayesian inference with an adaptive proposal density for GARCH models
Journal of Physics: Conference Series 221 (2010) 012011
DOI: 10.1088/1742-6596/221/1/012011

2009
Tetsuya Takaishi
Bayesian Inference of Stochastic Volatility Model by Hybrid Monte Carlo,
Journal of Circuits, Systems, and Computers 18 (2009) 1381-1396
DOI:10.1142/S0218126609005733

T.Takaishi, Ph. de Forcrand,A.Nakamura
Equation of State at Finite Density from Imaginary Chemical Potential
Proceedings of Science  LAT2009, 198
PDF

Tetsuya Takaishi
Markov Chain Monte Carlo on Asymmetric GARCH Model Using the Adaptive Construction Scheme
Lecture Notes in Computer Science Volume 5754 (2009) pp.1112−1121
DOI: 10.1007/978-3-642-04070-2_117

Tetsuya Takaishi
Bayesian Estimation of GARCH Model with an Adaptive Proposal Density
New Advances in Intelligent Decision Technologies, Studies in Computational Intelligence Vol. 199, pp.635−643
DOI: 10.1007/978-3-642-00909-9_61

Tetsuya Takaishi
Lecture Notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering. Complex Sciences, Vol. 5 pp.1424−1434
DOI: 10.1007/978-3-642-02469-6_22

Tetsuya Takaishi
Bayesian Inference on QGARCH Model Using the Adaptive Construction Scheme
Proceedings of the 8th IEE/ACIS International Conference on Computer and Information Science pp.525-529
DOI: 10.1109/ICIS.2009.173

2008
G.Akemann, A.Nakamura,Y.Sasai, T.Takaishi
Eigenvalue distributions of the Dirac operator at finite isospin chemical potential
Proceedings of Science LAT2008, 181
PDF

A.Nakamura, M.Hamada, S.Motoki, T.Saito, T.Takaishi
Finite density QCD with Wilson fermions
Proceedings of Science  LAT2008, 190
PDF

Tetsuya Takaishi
Financial Time Series Analysis of SV Model by Hybrid Monte Carlo
Lecture Notes in Computer Science Volume 5226 pp.929−936
DOI: 10.1007/978-3-540-87442-3_114

2007
T.Takaishi, A.Nakamura
Simulations of one-flavor QCD at finite temperature by RHMC
Proceedings of Science LAT2007, 229
PDF

2006
Tetsuya Takaishi, Ph. de Forcran
Testing and tuning symplectic integrators for Hybrid Monte Carlo algorithm in lattice QCD
Physical Review E73 (2006) 36706(8 pages)
DOI: 10.1103/PhysRevE.73.036706

Tetsuya Takaishi
Bayesian estimation of GARCH model by hybrid Monte Carlo
Proceedings of the 9th Joint Conference on Information Sciences 2006 214

2005
I.Pushkina, Ph. de Forcrand, M. Garcia Perez, S. Kim, H. Matsufuru, A.Nakamura, I.-O. Stamatescu, T.Takaishi, T. Umeda
Properties of hadron screening masses at small baryonic density
Physics Letters B 609 (2005) pp. 265-270
DOI: 10.1016/j.physletb.2005.01.006

Tetsuya Takaishi
Simulations of financial markets in a Potts-like model
International Journal of Modern Physics C Vol. 16 (2005) pp.1311-1317
DOI: 10.1142/S0129183105007923

S.Kim, P.de Forcrand, S.Kratochvila, T.Takaishi
The 3-state Potts model as a heavy quark finite density laboratory
Proceedings of Science, PoS LAT2005, 166
PDF

2004
P.de Forcrand, M.Garcia Perez, H.Matsufuru, A.Nakamura, I.Pushkina, I.O.Stamatescu, T.Takaishi, T.Umeda
Contribution of disconnected diagrams to the hyperfine splitting of charmonium
Journal of High Energy Physics 08 (2004) 004 (14 pages)
DOI: 10.1088/1126-6708/2004/08/004

Tetsuya Takaishi
Density of States Method at Finite Isospin Density
Modern Physics Letters A 19 (2004) pp.909〜920
DOI: 10.1142/S0217732304013805

Tetsuya Takaishi
Hadronic property at finite density
Progress of Theoretical Physics Suppl. 153 (2004) pp.277−286
DOI: 10.1143/PTPS.153.277

A.Nakamura, T.Takaishi
Simulation of Wilson fermion at finite isospin density
Nuclear Physics B (Proc.Suppl.) 129 (2004) pp.629−631
DOI: 10.1016/S0920-5632(03)02664-1

Y.Sasai, A.Nakamura, T.Takaishi
Phase Fluctuation of Fermion Determinant in Lattice QCD at Finite Density
Nuclear Physics B (Proc.Suppl.)129 (2004) pp.539−541
DOI: 10.1016/S0920-5632(03)02634-3



information

高石研究室

〒731-0192
広島市安佐南区祇園5−37−1