Yoshinori KAWASAKI

J-GLOBAL         Last updated: Mar 15, 2017 at 02:55
 
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Name
Yoshinori KAWASAKI
URL
https://researchmap.jp/inglewoodjack65/?lang=english
Affiliation
The Institute of Statistical Mathematics
Section
Department of Statistical Modeling / Center for Engineering and Technical Support
Job title
Professor
Degree
M.A. (Economics)(The University of Tokyo), Ph. D. (Economics)(The University of Tokyo)
Other affiliation
The Graduate University for Advanced Studies

Research Areas

 
 

Academic & Professional Experience

 
Apr 2015
 - 
Today
Professor, Department of Statistical Modeling, The Institute of Statistical Mathematics
 
Dec 2005
 - 
Mar 2015
Associate Professor, Department of Statistical Modeling, The Institute of Statistical Mathematics
 
Apr 1992
 - 
Nov 2005
Assistant Professor, Department of Prediction and Control, The Institute of Statistical Mathematics
 

Education

 
Apr 1988
 - 
Mar 1992
Statistics Course, Graduate School of Economics, The University of Tokyo
 
Apr 1984
 - 
Mar 1988
Major in Economics, Department of Economics, The University of Tokyo
 

Published Papers

 
Notsu, Akifumi The Graduate University for Advanced Studies, Kawasaki, Yoshinori The Institute of Statistical Mathematics, Eguchi, Shinto The Institute of Statistical Mathematics
ISRN Probability and Statistics   2013 1-10   Dec 2013   [Refereed]
Ueki, Masao Yamagata University, Kawasaki, Yoshinori The Institute of Statistical Mathematics
Computational Statistics and Data Analysis   63 31-41   Jul 2013   [Refereed]
Nishiyama, Yoshihiko Kyoto University, Hitomi, Kohtaro Kyoto Institute of Technology, Kawasaki, Yoshinori The Institute of Statistical Mathematics, Jeong, Kiho Kyungpook National University
Journal of Econometrics   165(1) 112-127   Nov 2011   [Refereed]
Binary Prediction for Minimization of Financial Risk: Theory and Applications
Akashi, Kentaro Gakushuin University, Kawasaki, Yoshinori The Institute of Statistical Mathematics
Proceedings of The Institute of Statistical Mathematics   第59巻(第1号) 25-40   Jun 2011   [Refereed]
Ueki, Masao Yamagata University, Kawasaki, Yoshinori The Institute of Statistical Mathematics
Electronic Journal of Statistics   5 309-328   Apr 2011   [Refereed]

Misc

 
A Benchmark Problem and Macro-economic Time Series: A Case of Japanese GDP
Kunitomo, Naoto The University of Tokyo, Kawasaki, Yoshinori The Institute of Statistical Mathematics
The Journal of Economics   第77巻(第1号) 2-19   Apr 2011

Books etc

 
Handbook of Economic Time Series Analysis
Kariya, Maekawa, Yajima, Fukuchi, Kawasaki
Oct 2012   
Quantitative Risk Management: Concepts, Techniques and Tools (Japanese translation of a book by A. McNeil, R. Frey and P. Embrechts)
Tsukahara, Hideatsu Seijo University, Kobayashi, Shun Bank of Japan, Miura, Ryozo Hitotsubashi University, Kawasaki, Yoshinori The Institute of Statistical Mathematics, Yamauchi, Hiroaki Mitsubishi UFJ Trust Investment Technology Institute, Nakagawa, Hidetoshi Hitotsubashi University (Part:Joint Translation)
Jul 2008   ISBN:978-4-320-01863-1
Moving average, unobserved components model
Kawasaki, Yoshinori The Institute of Statistical Mathematics (Part:Contributor)
Jun 2007   

Conference Activities & Talks

 
Change in trading rules and its impact on the distributional properties of commodity futures
Kawasaki, Yoshinori The Institute of Statistical Mahematics, Aoki, Yoshimitsu Quick Corp.
8th International Conference on Computational and Financial Econometrics   7 Dec 2014   
Predictive modeling in socio-economic data using smooth-thresholding
Kawasaki, Yoshinori The Institute of Statistical Mathematics
International Conference on Statistical Analysis of Large Scale High Dimensional Socio-Economic Data   6 Nov 2014   
Detection of heterogeneous structures on the Gaussian copula model using projective power entropy
Kawasaki, Yoshinori The Institute of Statistical Mathematics, Notsu, Akifumi Oita University of Nursing and Health Sciences, Eguchi, Shinto The Institute of Statistical Mathematics
Joint Statistical Meeting 2014   4 Aug 2014   
Keeping competitive regression models on hand - Standardized update and its application
Kawasaki, Yoshinori The Institute of Statistical Mathematics, Ueki, Masao Tohoku University
IMS-ASC 2014   7 Jul 2014   
An analysis of changing intraday patterns by extension of trading hours in Japanese future markets
1 Jun 2014   

Research Grants & Projects

 
Smoothness Priors Analysis of Economic and Financial Time Series