Change History
The time for the IS03 session has been changed to 2/23 PM2 (16:10-17:50). The room for this session will be RYB1.
The order of presentations in the IS05 has been changed. (1st and 4th talks have been swapped).
The abstracts of Presentations, Zoom is displayed when you are logged into portal page (only if you have already paid).

[CS07] Time Series / Stochastic Process2/24 11:00-12:40(JST: UTC+9)
Room: RY105

Chair: Masayuki Uchida (Osaka University, Japan)

  • Statistical modeling of market capitalization with financial data and esg rating data
    Masayuki Jimichi, Chika Saka (Kwansei Gakuin University, Japan), Daisuke Miyamoto (University of Tokyo, Japan), Syuichi Nagata (Kwansei Gakuin University, Japan)
  • l_{1} common trend filtering: an extension
    Ruoyi Bao, Hiroshi Yamada, Kazuhiko Hayakawa (Hiroshima University, Japan)
  • Bayesian modelling integer-valued transfer function models
    Aljo Clair P. Pingal, Cathy W.S. Chen (Feng Chia University, Taiwan)
  • Adaptive change detection for ergodic diffusion processes based on high frequency data
    Yozo Tonaki (Osaka University, Japan), Yusuke Kaino (Kobe University, Japan), Masayuki Uchida (Osaka University, Japan)

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