5 papers
Scenario-based actuarial climate risk assessment via calibration of the DICE model to the shared socioeconomic pathways
Daisuke Murakami, Pavel V. Shevchenko, Tomoko Matsui +2
Accounting for climate-related risks is an emerging problem for life insurers around the world. In this paper, we demonstrate how scenario trajectories for global temperature can b…
Fast spatio-temporally varying coefficient modeling with reluctant interaction selection
Daisuke Murakami, Shinichiro Shirota, Seiji Kajita +1
Spatially and temporally varying coefficient (STVC) models are currently attracting attention as a flexible tool to explore the spatio-temporal patterns in regression coefficients.…
Solving stochastic climate-economy models: A deep least-squares Monte Carlo approach
Aleksandar Arandjelović, Pavel V. Shevchenko, Tomoko Matsui +2
Stochastic versions of recursive integrated climate-economy assessment models are essential for studying and quantifying policy decisions under uncertainty. However, as the number…
Sub-model aggregation for scalable eigenvector spatial filtering: Application to spatially varying coefficient modeling
Daisuke Murakami, Shonosuke Sugasawa, Hajime Seya +1
This study proposes a method for aggregating/synthesizing global and local sub-models for fast and flexible spatial regression modeling. Eigenvector spatial filtering (ESF) was use…
Data-Driven Framework for Uncovering Hidden Control Strategies in Evolutionary Analysis
Nourddine Azzaoui, Tomoko Matsui, Daisuke Murakami
We have devised a data-driven framework for uncovering hidden control strategies used by an evolutionary system described by an evolutionary probability distribution. This innovati…