Takayuki Morimoto

Publication Activity (10 Years)

Years Active: 1997-2022
Publications (10 Years): 2

Top Topics

Covariance Matrices

High Dimensional

Principal Component Analysis

Robust Estimators

Top Venues

Commun. Stat. Simul. Comput.

Publications

Hideto Shigemoto, Takayuki Morimoto
Forecasting High-Dimensional Covariance Matrices Using High-Dimensional Principal Component Analysis. Axioms 11 (12) (2022)
Takayuki Morimoto, Shuichi Nagata
Robust estimation of a high-dimensional integrated covariance matrix. Commun. Stat. Simul. Comput. 46 (2) (2017)
Didit B. Nugroho, Takayuki Morimoto
Estimation of realized stochastic volatility models using Hamiltonian Monte Carlo-Based methods. Comput. Stat. 30 (2) (2015)
Koichi Maekawa, Sangyeol Lee, Takayuki Morimoto, Ken-ichi Kawai
Jump diffusion model with application to the Japanese stock market. Math. Comput. Simul. 78 (2-3) (2008)
Takayuki Morimoto, Takahiro Kondo, Katsuhiko Sugita, Daisuke Ishikawa, Masaya Ikemura, Yuzuru Fujiwara
The Intelligent Method of Information Retrieval Based on Self Organized Knowledge Resources. NTCIR (2001)
Takayuki Morimoto, Tetsuya Maeshiro, Yuzuru Fujiwara
Extraction of Semantic Relationships among Terms to Construct Organized Knowledge Resources. NTCIR (1999)
Takayuki Morimoto, Kazushi Saito, Hiroshi Nakamura, Taisuke Boku, Kisaburo Nakazawa
Advanced processor design using hardware description language AIDL. ASP-DAC (1997)