The followings are the list of my papers and presentations. My fields of research are mathematical economics and applications of the control theory. Detailed explanations are given here.
Journal Articles
- 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.
Book Chapters
- Forthcoming.
Discussion Paper
- 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.
Refereed Conference Paper
- M. Nagahara, K. I. Sato, Y. Yamamoto (2009) “$latex H^{2}$/$latex H^{\infty}$ 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) “$latex H^{\infty}$ 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).
Presentations
- K. Sato, M. Yano (2010) “A New Sufficient Condition for Ergodic Chaos with an Application to the Matsuyama–Solow Model of Cyclical Growth,” Japanese Economic Association 2010 Fall Meeting, in Hyogo, Japan. [The presentation was given in Japanese]
- K. Sato, M. Yano (2010) “A New Characterization for Ergodic Chaos with an Economic Application,” 10th SAET Conference, in Singapore
- M. Yano, K. Sato (2009) “On a Stochastic Growth Model with $latex L^{\infty}$ Dual Vectors: A Differential Analysis,” Japanese Economic Association 2009 Fall Meeting, in Chiba, Japan. [The presentation was given in Japanese]
Thesis
- Kenji Sato (2008) “Mean Square Optimal Hedging with Non-Uniform Rebalancing Intervals,” Master’s Thesis, Kyoto University.
