Nao Mimoto \gozips.uakron.edu\~nmimoto Teaching • Actuarial Science I and II • Time Series Analysis and Forecasting • 650: Stochastic Processes.

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Transcript Nao Mimoto \gozips.uakron.edu\~nmimoto Teaching • Actuarial Science I and II • Time Series Analysis and Forecasting • 650: Stochastic Processes.

Nao Mimoto
\gozips.uakron.edu\~nmimoto
Teaching
• Actuarial Science I and II
• Time Series Analysis and Forecasting
• 650: Stochastic Processes
Statistical Methodology
• Time Series Analysis (GARCH, Long Mem)
• Stochastic Processes (Markov Process, NH Poi Process)
• Goodness-of-fit test (Nonparametric, distribution-free, density
estimation)
Projects
• Analysis of Economic/Financial data using cutting-edge
time series model.
• Risk analysis/management using time-series or
distributional GOF test.
• Stochastic modeling of pitting corrosion in Aluminum plate
(with Applied Math, and Corrosion, DoD funded)
• Time Series Modeling of Cuyahoga river discharge (with Civil
Eng.)