Research

学術論文誌

  • K. Sato, M. Yano (2012) “Comparative Dynamics in Stochastic Models with Respect to the L∞-L∞ Duality: A Differential Approach,” Macroeconomic Dynamics 16, pp. 127-138.
  • K. Sato, Y. Yamada, H. Fujioka (2009) “Mean Square Optimal Hedging with Non-Uniform Rebalancing Intervals,” SICE Journal of Control, Measurement, and System Integration, Vol. 2, No. 1.

書籍所収論文

  • M. Yano, K. Sato, Y. Furukawa (2011) “Observability of Chaotic Economic Dynamics in the Matsuyama Model,” Dimensions of Economic Theory and Policy Essays for Anjan Mukherji eds. by K. G. Dastidar, H. Mukhopadhyay, and U. B. Sinha, Chapter 6. New Delhi: Oxford University Press

ディスカッションペーパー

  • M. Yano, K. Sato, Y. Furukawa (2010) “Observability of Chaotic Economic Dynamics in the Matsuyama Model,” Kyoto Institute of Economic Research Discussion Paper Series, No. 699.

査読付き国際学会論文

  • M. Nagahara, K. I. Sato, Y. Yamamoto (2009) “ H^{2}/ H^\infty Approach to the Histogram Method for Density Estimation,” ICROS-SICE International Joint Conference.
  • K. Sato, Y. Yamada, H. Fujioka (2008) “Mean Square Optimal Hedging with Non-Uniform Rebalancing Intervals,” SICE Annual Conference.
  • M. Nagahara, K. Sato, Y. Yamamoto (2008) “ H^\infty Optimal Nonparametric Density Estimation from Quantized Samples,” The 40th ISCIE International Symposium on Stochastic Systems Theory and Its Applications (pp. 67–72 in the Proceedings).

学会発表

著者名が日本語表記のものは日本語による発表，英語表記のものは英語による発表です。

  • K. Sato and M. Yano(2012) “An iteratively expansive unimodal map is strong ergodic chaos“, AEI-Four Joint Workshop on Current Issues in Economic Theory, National University of Singapore.
  • 佐藤健治 (2011) “On the Chaotic Behavior of a Two-Sector Optimal Growth Model with Durable Capital,” 日本経済学会2011年春季大会, 熊本学園大学.
  • 佐藤健治，矢野誠 (2010) “A New Sufficient Condition for Ergodic Chaos with an Application to the Matsuyama－Solow Model of Cyclical Growth,” 日本経済学会2010年秋季大会, 関西学院大学.
  • K. Sato, M. Yano (2010) “A New Characterization for Ergodic Chaos with an Economic Application,” 10th SAET Conference, in Singapore
  • 矢野誠, 佐藤健治 (2009) “On a Stochastic Growth Model with H^\infty Dual Vectors: A Differential Analysis,” 日本経済学会2009年秋季大会, 専修大学.
  • 永原正章, 佐藤健治, 山本裕 (2009) “サンプル値制御理論による確率密度関数の推定,” 第9回 計測自動制御学会制御部門大会.
  • 佐藤健治，山田雄二，藤岡久也 (2007) “NMSOH 問題：不等間隔なリバランスによる二乗平均最適ヘッジ,” 2007年度JAFEE冬季大会.

学位論文

  • Kenji Sato (2012) “Stochastic and Pseudostochastic Economic Dynamics,” 博士論文, 京都大学. 指導教員： 矢野誠
  • Kenji Sato (2008) “Mean Square Optimal Hedging with Non-Uniform Rebalancing Intervals,” 修士論文, 京都大学. 指導教員： 藤岡久也