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Takayuki Shiohama
Observed names:
SHIOHAMA, Takayuki,
Shiohama, Takayuki,
Takayuki SHIOHAMA,
塩濱, 敬之,
塩濱敬之,
敬之 塩浜
show all 6
Institution:
Nanzan University
Observed institutions:
Hitotsubashi University,
Nanzan University,
Tokyo University of Science,
Institute of Economic Research, Hitotsubashi University,
The University of Osaka
ORCID:
0000-0003-4808-6854
Observed ORCID:
0000-0003-4808-6854
OpenAlex ID:
A5035214643
Works
46
Awards
4
Topic model-based recommender systems and their applications to cold-start problems
2022
·
Mimu Kawai
, Hiroyuki Sato
, et al.
·
Expert Systems with Applications
·
31
PDF
Constructing inverse factor volatility portfolios: A risk-based asset allocation for factor investing
2019
·
Hidehiko Shimizu
, Takayuki Shiohama
·
International Review of Financial Analysis
·
18
Multifactor Portfolio Construction by Factor Risk Parity Strategies: An Empirical Comparison of Global Stock Markets
2019
·
Hidehiko Shimizu
, Takayuki Shiohama
·
Asia-Pacific Financial Markets
·
10
Estimation of finite mixture models of skew-symmetric circular distributions
2019
·
Yoichi Miyata
, Takayuki Shiohama
, et al.
·
Metrika
·
9
Land price polarization and dispersion in Tokyo: a spatial model approach
2022
·
Yuta Kanno
, Takayuki Shiohama
·
Asia-Pacific Journal of Regional Science
·
8
PDF
Circular autocorrelation of stationary circular Markov processes
2016
·
Toshihiro Abe
, Hiroaki Ogata
, et al.
·
Statistical Inference for Stochastic Processes
·
8
Model and Variable Selection Procedures for Semiparametric Time Series Regression
2009
·
Risa Kato
, Takayuki Shiohama
·
Journal of Probability and Statistics
·
8
PDF
Identifiability of Asymmetric Circular and Cylindrical Distributions
2022
·
Yoichi Miyata
, Takayuki Shiohama
, et al.
·
Sankhya A
·
6
PDF
Higher order asymptotic bond price valuation for interest rates with non-Gaussian dependent innovations
2009
·
Tetsuhiro Honda
, Kenichiro Tamaki
, et al.
·
Finance research letters
·
6
Sequential estimation for time series regression models
2003
·
Takayuki Shiohama
, Masanobu Taniguchi
·
Journal of Statistical Planning and Inference
·
5
A Mixture Transition Distribution Modeling for Higher‐Order Circular Markov Processes
2024
·
Hiroaki Ogata
, Takayuki Shiohama
·
Journal of Time Series Analysis
·
4
Bootstrap estimation and model selection for multivariate normal mixtures using parallel computing with graphics processing units
2017
·
Masanari Iida
, Yoichi Miyata
, et al.
·
Communications in Statistics - Simulation and Computation
·
4
Sequential Estimation for a Functional of the Spectral Density of a Gaussian Stationary Process
2001
·
Takayuki Shiohama
, Masanobu Taniguchi
·
Annals of the Institute of Statistical Mathematics
·
4
On Some Flexible Models for Circular, Toroidal, and Cylindrical Data
2022
·
Toshihiro Abe
, Tomoaki Imoto
, et al.
·
Forum for interdisciplinary mathematics
·
2
Supervised-Topic-Model-Based Hybrid Filtering for Recommender Systems
2017
·
Mimu Kawai
, Takayuki Shiohama
, et al.
·
International Conference on Applied Computing and Information Technology / International Conference on Computational Science and Intelligence (ACIT-CSI)
·
2
Asymptotic Expansion for Term Structures of Defaultable Bonds with Non-Gaussian Dependent Innovations
2013
·
Masakazu Miura
, Kenichiro Tamaki
, et al.
·
Asia-Pacific Financial Markets
·
2
Asymptotic expansion for interest rates with non-gaussian dependent innovations
2013
·
Takayuki Shiohama
, Kenichiro Tamaki
·
2
Dynamic Portfolio Optimization Using Generalized Dynamic Conditional Heteroskedastic Factor Models
2010
·
Takayuki Shiohama
, Marc Hallin
, et al.
·
JOURNAL OF THE JAPAN STATISTICAL SOCIETY
·
2
PDF
Asymptotic estimation theory of change-point problems for time series regression models and its applications
2003
·
Takayuki Shiohama
, Masanobu Taniguchi
, et al.
·
Lecture notes-monograph series
·
2
Cylindrical Models Motivated through Extended Sine-Skewed Circular Distributions
2024
·
Yoichi Miyata
, Takayuki Shiohama
, et al.
·
Symmetry
·
1
PDF
An extension of sine-skewed circular distributions
2024
·
Miyata, Yoichi
, Shiohama, Takayuki
, et al.
·
arXiv (Cornell University)
·
1
PDF
Bayesian estimation for mode and anti-mode preserving circular distributions
2021
·
Toshihiro Abe
, Yoichi Miyata
, et al.
·
Econometrics and Statistics
·
1
Practically Feasible Recommender Systems for Cold Start Problems
2018
·
Mimu Kawai
, Takayuki Shiohama
, et al.
·
Asia-Pacific World Congress on Computer Science and Engineering (APWC on CSE)
·
1
Structural Credit Risks with Non-Gaussian and Serially Correlated Innovations
2016
·
Akihiro Kawada
, Takayuki Shiohama
·
American Journal of Mathematical and Management Sciences
·
1
Statistically Efficient Construction of α-Risk-Minimizing Portfolio
2012
·
Hiroyuki Taniai
, Takayuki Shiohama
·
Advances in Decision Sciences
·
1
PDF
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Works count:
46
Citation count:
141
H-index:
7
I10-index:
3
Year
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