Department of Systems Innovation

Division of Mathematical Science for Social Systems

Sample paths of a stochastic differential equation and the maximum likelihood type estimatorRobust optimization under softness


The development of science and technology which cope with rationalization and internationalization of financial assets management could be done through research of financial engineering and mathematical finance. To analyze random and complex fluctuation according to time development and consider optimization under such random phenomena, we need the latest results of advanced mathematics concerning the theory of stochastic differential 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 flexible 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.

Division of Mathematical Science for Social Systems Area of Mathematical and Statistical Finance Research Group of Statistical Inference
Research Group of Mathematical Modeling in Finance
Research Group of Stochastic Analysis
Area of Theoretical Systems Science Research Group of Complex Systems
Research Group of Systems Optimization and Decision Making

Past Master's Theses

◎About this site
Go back to page top