2014基礎工学部要覧_英文
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30Division of MathematicalScience for Social SystemsArea of Mathematical andStatistical FinanceWe perform education and research on mathematical modelling of natural and social phenomena or nonlin-ear ones arising from nancial economics and their analysis.Research Group of Statistical Inference■Prof.:Masayuki UCHIDA■Assoc. Prof.:Yasutaka SHIMIZU In order to explicate the phenomena of economics and natural sciences, we study and educate the sta-tistical inference and data analysis for stochastic dierential equations and time series models by using the likelihood analysis and the information loss from the viewpoint of both theory and practice.Research Group of Mathematical Modeling in Finance■Prof. : Jun SEKINE■Assoc.Prof.:Hidehiro KAISE■Assis.Prof.:Takashi KATOResearches and Education on stochastic models related with mathematical nance and stochastic con-trol are main activities. Some keywords of our research activities are as follows: long-term optimal investment portfolio insurance, equilibrium processes, market liquidity, dynamic programming equations.Research Group of Stochastic Analysis■Prof.:Masanori HINO■Assis.Prof.:Yusuke WATANABEThe research topics of this group include the theory and application of stochastic analysis that originated in natural and social phenomena, in particular, sto-chastic analysis on spaces with anomalous structures such as fractal sets and stochastic control problems appearing in mathematical nance.Area of Theoretical Systems ScienceThe Area of Theoretical Systems Science comprised of the following two research groups is concerned with research and education of systems theory and operations research, which oer key technology for analysis, design, and control of complicated systems interacting with human beings.Research Group of Complex Systems■Prof.:Toshimitsu USHIO■Assoc.Prof.:Takafumi KANAZAWAWe carry out research on systems theory for com-plex systems and its applications. Our main research is concerned with analysis and control of hybrid/ discrete event systems and nonlinear systems, formal design of user interfaces, control and scheduling for cyber-physical systems, control of selsh routing, and applications of evolutionary game theory in social systems.Research Group of Systems Optimization and Decision Making■Prof.:Masahiro INUIGUCHI■Assoc.Prof.:Tatsushi NISHI■Assis.Prof.:Masayo TSURUMI We carry out research on mathematical models and computational methods for systems optimization and decision making. Especially, we investigate the fun-damental theories of decision making, games, math-ematical programming, algorithms, scheduling theory, discrete optimization and soft computing (fuzzy systems, rough sets). Furthermore, we apply them to systems analysis, optimization, social sys-tems, management of uncertainly and so on.The development of science and technology which cope with rationalization and internationalization of nancial assets management could be done through research of nancial engineering and mathematical nance. To analyze random and complex uctuation according to time development and consider optimization under such random phenomena, we need the latest results of advanced mathematics concerning the theory of stochastic dierential equations or statistical inference. Moreover, when we apply the theoretical results to actual technology for capital assets management, techniques of numerical analysis on a large scale at high speed are indispensable. On the other hand, due to the recent rapid technological advances in computer engineering, large scale networked systems and embedded systems with high quality functions have been developed. To analyze, design, and control such systems, extensions of the systems theory and optimization theory are required. Moreover, computational intelligence techniques are important for developing exible intelligent systems. In an area of mathematical science for social systems, we achieve the education of competent persons who contribute to the development of such technology by means of advanced mathematical methods and also research development.30Division of MathematicalScience for Social SystemsArea of Mathematical andStatistical FinanceWe perform education and research on mathematical modelling of natural and social phenomena or nonlin-ear ones arising from nancial economics and their analysis.Research Group of Statistical Inference■Prof.:Masayuki UCHIDA■Assoc. Prof.:Yasutaka SHIMIZU In order to explicate the phenomena of economics and natural sciences, we study and educate the sta-tistical inference and data analysis for stochastic dierential equations and time series models by using the likelihood analysis and the information loss from the viewpoint of both theory and practice.Research Group of Mathematical Modeling in Finance■Prof. : Jun SEKINE■Assoc.Prof.:Hidehiro KAISE■Assis.Prof.:Takashi KATOResearches and Education on stochastic models related with mathematical nance and stochastic con-trol are main activities. Some keywords of our research activities are as follows: long-term optimal investment portfolio insurance, equilibrium processes, market liquidity, dynamic programming equations.Research Group of Stochastic Analysis■Prof.:Masanori HINO■Assis.Prof.:Yusuke WATANABEThe research topics of this group include the theory and application of stochastic analysis that originated in natural and social phenomena, in particular, sto-chastic analysis on spaces with anomalous structures such as fractal sets and stochastic control problems appearing in mathematical nance.Area of Theoretical Systems ScienceThe Area of Theoretical Systems Science comprised of the following two research groups is concerned with research and education of systems theory and operations research, which oer key technology for analysis, design, and control of complicated systems interacting with human beings.Research Group of Complex Systems■Prof.:Toshimitsu USHIO■Assoc.Prof.:Takafumi KANAZAWAWe carry out research on systems theory for com-plex systems and its applications. Our main research is concerned with analysis and control of hybrid/ discrete event systems and nonlinear systems, formal design of user interfaces, control and scheduling for cyber-physical systems, control of selsh routing, and applications of evolutionary game theory in social systems.Research Group of Systems Optimization and Decision Making■Prof.:Masahiro INUIGUCHI■Assoc.Prof.:Tatsushi NISHI■Assis.Prof.:Masayo TSURUMI We carry out research on mathematical models and computational methods for systems optimization and decision making. Especially, we investigate the fun-damental theories of decision making, games, math-ematical programming, algorithms, scheduling theory, discrete optimization and soft computing (fuzzy systems, rough sets). Furthermore, we apply them to systems analysis, optimization, social sys-tems, management of uncertainly and so on.The development of science and technology which cope with rationalization and internationalization of nancial assets management could be done through research of nancial engineering and mathematical nance. To analyze random and complex uctuation according to time development and consider optimization under such random phenomena, we need the latest results of advanced mathematics concerning the theory of stochastic dierential equations or statistical inference. Moreover, when we apply the theoretical results to actual technology for capital assets management, techniques of numerical analysis on a large scale at high speed are indispensable. On the other hand, due to the recent rapid technological advances in computer engineering, large scale networked systems and embedded systems with high quality functions have been developed. To analyze, design, and control such systems, extensions of the systems theory and optimization theory are required. Moreover, computational intelligence techniques are important for developing exible intelligent systems. In an area of mathematical science for social systems, we achieve the education of competent persons who contribute to the development of such technology by means of advanced mathematical methods and also research development.

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