KEIO RESEARCHERS INFORMATION SYSTEM

Papers, etc., Registered in KOARA 【 Display / hide 】

Papers, etc., Registered in KOARA 【 Display / hide 】

• Growth and discounting : riemann-stieltjes integral

  Ozaki, Hiroyuki

  Mita journal of economics (慶應義塾経済学会)  112 ( 4 ) 491(127) - 506 (142) 2020.01

  ISSN  00266760

• Comparative statics : nonlinear simultaneous equations and implicit function theorem

  Ozaki, Hiroyuki

  Mita journal of economics (慶應義塾経済学会)  112 ( 2 ) 165(69) - 180(84) 2019.07

  ISSN  00266760

• Toward a theory of dynamic programming for recursive objective functions in continuous time models : "Les Préludes"

  Ozaki, Hiroyuki

  Mita journal of economics (慶應義塾経済学会)  110 ( 4 ) 531(171) - 540(180) 2018.01

  ISSN  00266760

• Mathematical economics 2017 at Keio : preface

  Ozaki, Hiroyuki

  Mita journal of economics (慶應義塾経済学会)  110 ( 4 ) 413(53) - 416(56) 2018.01

  ISSN  00266760

• "Smoothness" in the world of finite dimension: Fréchet and Gâteaux differentials

  Ozaki, Hiroyuki

  Mita journal of economics (慶應義塾経済学会)  109 ( 4 ) 681(127) - 702(148) 2017.01

  ISSN  00266760

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Research Projects of Competitive Funds, etc. 【 Display / hide 】

Research Projects of Competitive Funds, etc. 【 Display / hide 】

• Theory and applications of Knightian uncertainty: making further advances

  2019.04

  -

  2022.03

  MEXT,JSPS, Grant-in-Aid for Scientific Research, Grant-in-Aid for Scientific Research (C), Principal investigator

• Asymmetric error minimization and its applications to economics

  2014.04

  -

  2017.03

  MEXT,JSPS, Grant-in-Aid for Scientific Research, Grant-in-Aid for Scientific Research (C), Principal investigator

  　View Summary

  The mathematical expectation of given random variable is know as the best approximate of it by a constant. Importantly, here, the error is measured by the mean-squared-error. Ozaki (2009) extends this conditioning scheme to a more general framework and succeeded in defining the conditioning scheme for a family of functionals that includes the expectation as a very special case. A key idea for this is to use more abstract measurement for errors rather than the mean-squared-error. In particular, he developed the conecept of an asymmetric error function that substantially extends the conecept of the mean-squared-error. This project applied an asymmetric error function to a more concrete economic situation, namely, Ellsberg's paradox, where the choice patterns of people observed were never able to be explained by means of the concept of usual probability. Ozaki showed that the paradox is resolved even under the traditional probability case if people adopt the asymmetric error functions.

Courses Taught 【 Display / hide 】

Courses Taught 【 Display / hide 】

• SEMINAR: MATHEMATICAL ECONOMICS

  2024

• RESEARCH SEMINAR D

  2024

• RESEARCH SEMINAR C

  2024

• RESEARCH SEMINAR B

  2024

• RESEARCH SEMINAR A

  2024

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