JaLCDOI 10.18926/fest/11428
タイトル(別表記) Socially Responsible Investment to Japanese Companies
フルテキストURL 011_031_041.pdf
著者 池田 陽介| 笛田 薫|
抄録 Recently, Socially Responsible Investment, which is a policy of investment regarding with companies' social, environmental and moral value, attracts attention of investors. However, there are little data to explain the effectiveness of the SIR in Japan. In this paper we report the relation between environmental management and stock price of Japanese companies.
キーワード Socially Responsible Investment Environmental rating Eco fund
出版物タイトル 岡山大学環境理工学部研究報告
発行日 2006-03-15
11巻
1号
開始ページ 31
終了ページ 41
ISSN 1341-9099
言語 Japanese
論文のバージョン publisher
NAID 120002313974
JaLCDOI 10.18926/fest/12816
タイトル(別表記) Statistical modeling for analysis of malaria epidemic behavior at Ishigaki Island
フルテキストURL 13_007_015.pdf
著者 植木 優夫| 中川 祐希| 笛田 薫| 石川 洋文|
抄録 It is necessary to consider a stochastic variability in modeling malaria epidemic behavior since the malaria infection cycle essentially depends on stochastic elements. For this requirement, we need to construct an appropriate statistical model from available data in advance. In this report, we provide some statistical models for the analysis of malaria epidemic behavior at Ishigaki Island. These models can be used for recurrence of past malaria epidemic and prediction of future malaria epidemic at Ishigaki Island.
キーワード Anopheles minimus, generalized liner model Ishigaki Island malaria epidemic behavior prediction stochastic model
出版物タイトル 岡山大学環境理工学部研究報告
発行日 2008-03
13巻
1号
開始ページ 7
終了ページ 15
ISSN 1341-9099
言語 Japanese
論文のバージョン publisher
NAID 120002304876
JaLCDOI 10.18926/fest/52227
タイトル(別表記) Numerical Evaluation of the Approximation by an Influence Function
フルテキストURL fest_019_001_007.pdf
著者 包 紅梅| 笛田 薫|
抄録 For evaluating statistical models one of the most effective criteria is cross-validation. But it requires a large amount of computation. Various alternative schemes are considered to reduce its computation. Modified generalized information criterion is one of those alternative schemes. In this criterion an influence function is used to estimate the parameters of the models. By the numerical simulation we studied the effect of an influence function.  Surveying data of the lake depth are used as the sample data. We estimate the shape of lake bottom as spline surface. The estimated parameters and the estimated depths obtained by two criteria are compared and the effect of an information function is analysed.
キーワード influence function information criteria CV mGIC B-spline
出版物タイトル 岡山大学環境理工学部研究報告
発行日 2014-03
19巻
1号
開始ページ 1
終了ページ 7
ISSN 2187-6940
言語 English
論文のバージョン publisher
NAID 120005394642
JaLCDOI 10.18926/fest/11429
タイトル(別表記) Variable selection besed on global score estimation and its numerical investigation
フルテキストURL 012_029_040.pdf
著者 森 裕一| 笛田 薫| 飯塚 誠也|
抄録 A variable selection method using global score estimation is proposed, which is applicable as a selection criterion in any multivariate method without external variables such as principal component analysis. This method selects a reasonable subset of variables so that the global scores, e.g. principal component scores, which are computed based on the selected variables, approximate the original global scores as well as possible in the context of the least squares. Three computational steps are proposed to estimate the scores according to how to satisfy the restriction that the estimated global scores are mutually uncorrelated. Three different examples are analyzed to demonstrate the performance and usefulness of the proposed method numerically, in which three steps are evaluated and the results obtained using four cost-saving selection procedures are compared.
キーワード principal components least square orthogonalization cost-saving selection
出版物タイトル 岡山大学環境理工学部研究報告
発行日 2007-03-15
12巻
1号
開始ページ 29
終了ページ 40
ISSN 1341-9099
言語 Japanese
論文のバージョン publisher
NAID 120002313992
JaLCDOI 10.18926/fest/11427
タイトル(別表記) Kernel density estimation on the interval
フルテキストURL 011_027_030.pdf
著者 植木 優夫| 笛田 薫|
抄録 In the field of data analysis, including environmental data, it is important to know the shape of underlying density function. In this case, we often use histogram which provides an information about the board line of density's curve. However histogram can not be the best method when the true density function is continuous, as is often the cases. On the other hand, kernel density estimator is another popular one which gives a continuous function. In some practical cases, however, there is a case that some knowledges about the range of the data are previously given. For instance, data of percentage, such as mortality rate, only takes the values on [0,1]. This paper considers two different modifications in kernel density estimator for the data on known interval and compares them.
キーワード kernel density estimator adaptive bandwidth data on finite interval
出版物タイトル 岡山大学環境理工学部研究報告
発行日 2006-03-15
11巻
1号
開始ページ 27
終了ページ 30
ISSN 1341-9099
言語 Japanese
論文のバージョン publisher
NAID 120002313832
JaLCDOI 10.18926/fest/44790
タイトル(別表記) Validation of Dollar cost averaging investment method
フルテキストURL fest_016_001_005.pdf
著者 田路 正幸| 笛田 薫|
抄録 As a method of long term investment for private investor, the dollar cost averaging investment method is well known and seems to reduce the purchase cost because we purchase risk assets with same amount of monye every month, then we purchase many assets when the price of assets is low and few assets when the price is high. On the other hand, if the expectation of the return of the risk assets is positive, we have the maximum expectation of return when we purchase the risk assets with all of money to invest. To reduce the risk of investment, diversified investments are effective. However question whehter we use the dollar cost averaging investment method or investe money all at once to well-diversified risk assets remains. In this study, we validate the effecte of the ddollar cost averaging investment method by Monte Carlo simulation.
キーワード Dollar cost averaging investment Monte Carlo simulation Stock price index
出版物タイトル 岡山大学環境理工学部研究報告
発行日 2011-03-18
16巻
1号
開始ページ 1
終了ページ 5
ISSN 2185-3347
言語 Japanese
論文のバージョン publisher
NAID 120002949470