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1)Peng,H.,Ozaki,T.& Haggan-Ozaki,V(2003)"Modeling and Asset Allocation for financial markets
based on a discrete time microstructure model",European Journal of Physics.B,31,No.2,
285-293.
2)Ozaki,T.& Thomson,PJ.(2002)"A nonlinear Dynamic Model for Multiplicative Seasonal-trend
Decomposition",J.of Forecasting,21,107-124.
3)Kato,H.and Ozaki,T.(2002))"Adding data process-feedback to the nonlinear autoregressive
model",Signal Processing,82,1189-1204..
4)Peng H.,Ozaki T.,et al.(2002)A nonlinear exponential ARX model-based multivariable generalized
predictive control strategy for thermal power plants.IEEE Trans.on Control Systems
Technology,Vol.10,No.2,2002
5)Jimenez,J.C.& Ozaki,T.(2002)"Linear estimation of continuous-discrete state space models
with multiplicative noise",Systems and Control Letters.
6)Peng,H.,Ozaki,T.,Haggan-Ozaki & Toyoda,Y.(2002)"Modeling and Control of Nox Decomposition
Process with Operating Point Dependent Dynamics",Trans.IEE Japan,,Vol.122-C,No.11,
1940-1946.
7)Peng,H.,Ozaki,T.,Haggan-Ozaki,V.,and Toyoda,Y.(2002)"A parameter optimization method
for the radial basis function type models".IEEE Trans.on Neural Networks,14,No.2.
8)Peng,H.,Ozaki,T.,Haggan-Ozaki,V.,and Toyoda,Y.,(2002)"Structured parameter optimization
method for the radial basis function-based state-dependent autoregressive model",
International Journal of Systems Science,33,No.13,1087-1098.
ISMリサーチメモ(平成14年度分):
1)No.855:Ozaki,T.and Jimenez,J.C.An innovation approach for the estimation,selection and
prediction of discretely observed continuous-time stochastic volatility models.[10/21/2002]
2)No.852:Biscay,R.J.,Ozaki,T.and Diaz-Frances,E.Inferential mixing distributions and
applications.[9/25/2002]
3)No.851:Biscay,R.J.,Ozaki,T.and de la Cruz,HugoLocal Linearization methods with nonlinear
corrections for solving stochastic differential equations.[9/24/2002]
4)No.850:Biscay,R.J.,Ozaki,T.and de la Cruz,Hugo Local Linearization methods with nonlinear
corrections for solving ordinary differential equations.[9/20/2002]
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