Yoshinori KAWASAKI

J-GLOBAL         Last updated: May 9, 2019 at 15:19
 
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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

 
Volatility forecasting with empirical similarity: Japanese stock market case
Morimoto, Takayuki (Kwansei Gakuin University), Kawasaki, Yoshinori (Institute of Statistical Mathematics)
JSM Proceedings, Business and Economics Statistics Section   2483-2510   Dec 2017
Nakajim, Masahiko Graduate School of Science and Engineering, Chuo University, Sakaori, Fumitake Chuo University, Kawasaki, Yoshinori Institute of Statistical Mathematics
Prodeedings of Institute of Statistical Mathematics   65巻(2号) 323-339   Dec 2017   [Refereed]
Morimoto, Takayuki (Kwansei Gakuin University), Kawasaki, Yoshinori (Institute of Statistical Mathematics)
Asia-Pacific Financial Markets   24 149-167   Oct 2017   [Refereed]
Ueki, Masao Kurume University, Kawasaki, Yoshinori Institue of Statistical Mathematics, Tamiya, Gen Tohoku University
Genetic Epidemiology   41 481-497   Aug 2017   [Refereed]
Morimoto, Takayuki Kwansei Gakuin University, Kawasaki, Yoshinori Institute of Statistical Mathematics
Proceedings of the Institute of Statistical Mathematics   65巻(1号) 155-180   Jun 2017   [Refereed]

Books etc

 
Handbook of Economic Time Series Analysis
Kariya, Maekawa, Yajima, Fukuchi, Kawasaki (Part:Contributor)
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

 
Volatility forecasting with empirical similarity: Japanese stock market case
Morimoto, Takayuki Kwansei Gakuin University, Kawasaki, Yoshinori Institute of Statistical Mathematics
11th International Conference on Computational and Financial Econometrics 2017   18 Dec 2017   
Volatility forecasting with empirical similarity: Japanese stock market case
Kawasaki, Yoshinori Institute of Statistical Mathematics, Morimoto, Takayuki Kwansei Gakuin University
CEQURA Conference 2017 on Advances in Financial and Insurance Risk Management   25 Sep 2017   
Volatility forecasting with empirical similarity: Japanese stock market case
Kawasaki, Yoshinori Institute of Statistical Mathematics, Morimoto, Takayuki Kwansei Gakuin University
Joint Statistical Meeting 2017   2 Aug 2017   
Scale mixture of Skewed Kalman filter and its application
Kawasaki, Yoshinori Institute of Statistical Mathematics, Kurisu, Daisuke Graduate School of Economics, University of Tokyo
ISI 61st World Statistics Congress   21 Jul 2017   
Effective search for masked explanatory variables in linear regression
16 May 2017   

Research Grants & Projects

 
Smoothness Priors Analysis of Economic and Financial Time Series