Shin Ichi Aihara

According to our database, Shin Ichi Aihara authored at least 9 papers between 1997 and 2014.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2014

Adaptive Filtering in Electricity Spot Price Models.

Shin Ichi Aihara, Arunabha Bagchi

Proceedings of the ICINCO 2014 - Proceedings of the 11th International Conference on Informatics in Control, Automation and Robotics, Volume 1, Vienna, Austria, 1, 2014

2013

Adaptive Filtering for Stochastic Volatility by using Exact Sampling.

Shin Ichi Aihara, Arunabha Bagchi, Saikat Saha

Proceedings of the ICINCO 2013 - Proceedings of the 10th International Conference on Informatics in Control, Automation and Robotics, Volume 1, Reykjavík, Iceland, 29, 2013

2012

Identification of bates stochastic volatility model by using non-central chi-square random generation method.

Shin Ichi Aihara, Arunabha Bagchi, Saikat Saha

Proceedings of the 2012 IEEE International Conference on Acoustics, 2012

Filtering and identification of stochastic diffusion systems with unknown boundary conditions.

Shin Ichi Aihara, Arunabha Bagchi

Proceedings of the 51th IEEE Conference on Decision and Control, 2012

2005

Parameter Estimation of Parabolic Type Factor Model and Empirical Study of US Treasury Bonds.

Shin Ichi Aihara, Arunabha Bagchi

Proceedings of the System Modeling and Optimization, 2005

Filtering and Identification of Interest Rate Model with Stochastic Volatility.

Shin Ichi Aihara, Arunabha Bagchi

Proceedings of the 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, 2005

2001

Robust nonlinear filtering of stochastic volatility in finance.

Shin Ichi Aihara, Arunabha Bagchi

Proceedings of the 6th European Control Conference, 2001

1999

On the Mortensen equation for maximum likelihood state estimation.

Shin Ichi Aihara, Arunabha Bagchi

IEEE Trans. Autom. Control., 1999

1997

On adaptive boundary control for stochastic parabolic systems with unknown potential coefficient.

Shin Ichi Aihara

IEEE Trans. Autom. Control., 1997