Teppei OGIHARA

J-GLOBAL         Last updated: Oct 17, 2017 at 03:00
 
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Name
Teppei OGIHARA
Affiliation
The Institute of Statistical Mathematics
Section
Department of Mathematical Analysis and Statistical Inference
Job title
Assistant Professor
Degree
Ph.D. in Mathematical Sciences(University of Tokyo)
Other affiliation
Japan Science and Technology Agency

Research Areas

 
 

Academic & Professional Experience

 
Apr 2016
 - 
Today
Assistant Professor, Department of Mathematical Analysis and Statistical Inference, The Institute of Statistical Mathematics
 
Oct 2015
 - 
Today
PRESTO Researcher, Japan Science and Technology Agency
 
Jul 2014
 - 
Mar 2016
Assistant Professor, School of Statistical Thinking, The Institute of Statistical Mathematics
 
Jul 2012
 - 
Jun 2014
Assistant Professor, Center for the Study of Finance and Insurance, Osaka University
 
Apr 2009
 - 
Jun 2012
Researcher, Mitsubishi UFJ Trust investment Technology Institute Co., Ltd.
 

Education

 
Apr 2011
 - 
Jun 2012
Doctoral Course of Mathematical Sciences (Unfinished), Graduate School of Mathematical Sciences, University of Tokyo
 
Apr 2007
 - 
Mar 2009
Master of Mathematical Sciences, Graduate School of Mathematical Sciences, University of Tokyo
 
Apr 2005
 - 
Mar 2007
Bachelor of Science, Department of Mathematics, University of Tokyo
 

Published Papers

 
Quasi likelihood analysis of point processes for ultra high frequency data
Teppei Ogihara and Nakahiro Yoshida
arXiv:1512.01619      Dec 2015
The Euler method for continuous-time nonlinear filtering and stable convergence of conditional law
Teppei Ogihara and Hideyuki Tanaka
arXiv:1511.06520      Nov 2015
Ogihara, Teppei The Institute of Statistical Mathematics
Bernoulli   21(4) 2024-2072   Nov 2015   [Refereed]
Parametric Inference for Nonsynchronously Observed Diffusion Processes in the Presence of Market Microstructure Noise
Teppei OGIHARA
arXiv:1412.8173      Dec 2014
Quasi-likelihood analysis for nonsynchronously observed diffusion processes
Ogihara, Teppei The Institute of Statistical Mathematics, Yoshida, Nakahiro University of Tokyo
Stochastic Processes and their Applications   124 2954-3008   Sep 2014   [Refereed]
The YUIMA Project: a computational framework for simulation and inference of stochastic differential equations
Brouste, A., Fukasawa, M., Hino, H., Iacus, S., Kamatani, K., Koike, Y., Masuda, H., Nomura, R., Ogihara, T., Shimizu, Y., Uchida, M., Yoshida, N.
Journal of Statistical Software   57(4) 1-51   Apr 2014   [Refereed]
On asymptotic properties of Bayes type estimators with general loss functions
Teppei OGIHARA
arXiv:1312.7795      Dec 2013
Quasi-Likelihood Analysis for Diffusion Processes and Diffusion Processes with Jumps
Teppei OGIHARA
University of Tokyo      Jul 2013
Ogihara, Teppei Mitsubishi UFJ Trust Investment Technology Institute Co., Ltd., Yoshida, Nakahiro University of Tokyo
Statistical Inference for stochastic processes   14 189-229   Oct 2011   [Refereed]

Conference Activities & Talks

 
Parametric inference for diffusion processes with high-frequency data
Teppei Ogihara
Workshop – Portfolio dynamics and limit order books, Paris   12 Dec 2016   
Parameter estimation for diffusion processes with noisy, nonsynchronous observations
Teppei Ogihara
TMU Workshop on Financial Mathematics and Statistics 2016, Tokyo   29 Nov 2016   
Parameter estimation for diffusion processes with high-frequency observations
Teppei Ogihara
Workshop “Stochastic Analysis and Statistics 4”, Tokyo   31 Oct 2016   
LAMN property and optimal estimation for diffusion with nonsynchronous observations
Workshop “Stochastic Analysis and Statistics 2”, Tokyo   6 Aug 2016   
Parametric inference for diffusion processes with high-frequency financial data
The 4th Institute of Mathematical Statistics Asia Pacific Rim Meeting, Hong Kong   30 Jun 2016   
LAMN property and optimal estimation for diffusion with non synchronous observations
Teppei Ogihara
Workshop "Stochastic Analysis and Statistics 1", Tokyo   26 Apr 2016   
Parameter estimation for diffusion processes with noisy, nonsynchronous observations
Ogihara, Teppei The Institute of Statistical Mathematics
Asymptotic Statistics and Computations 2016   15 Feb 2016   
Parameter estimation for diffusion processes with high-frequency data
Ogihara, Teppei The Institute of Statistical Mathematics
ISI-ISM-ISSAS Joint Conference 2016   1 Feb 2016   
Maximum-likelihood-type estimation for diffusion processes with noisy, nonsynchronous observations
Ogihara, Teppei The Institute of Statistical Mathematics
CMStatistics 2015   13 Dec 2015   
Parameter Estimation for Diffusion Processes with Noisy, Nonsynchronous Observations
Ogihara, Teppei The Institute of Statistical Mathematics
Berlin Meeting on Statistical Analysis of Stochastic Processes   6 Nov 2015   
Parametric Inference for Diffusion Processes with Noisy, Nonsynchronous Observations
Ogihara, Teppei The Institute of Statistical Mathematics
Dynstoch Meeting 2015   29 May 2015   
Maximum likelihood type estimation for parametric diffusion processes with high-frequency data
Ogihara, Teppei The Institute of Statistical Mathematics
ISI-ISM-ISSAS Joint Conference 2015   4 Apr 2015   
Quasi likelihood analysis and LAMN properties for diffusion processes with nonsynchronous observations
Ogihara, Teppei The Institute of Statistical Mathematics
Statistics for Stochastic Processes and Analysis of High Frequency Data IV   23 Mar 2015   
Parametric Inference for Diffusion Processes with Noisy, Nonsynchronous Observations
Ogihara, Teppei The Institute of Statistical Mathematics
Statistique Asymptotique des Processus Stochastiques X   18 Mar 2015   
Parametric Inference for Diffusion Processes with High-Frequency Financial Data
Ogihara, Teppei The Institute of Statistical Mathematics
International Statistical Symposium   6 Dec 2014   
Parameter estimation for diffusion processes with high-frequency observations
Ogihara, Teppei The Institute of Statistical Mathematics
31 Oct 2016   
Parameter estimation for diffusion processes with noisy, nonsynchronous observations
Ogihara, Teppei The Institute of Statistical Mathematics
TMU Workshop on Financial Mathematics and Statistics 2016   29 Nov 2016   
Parametric inference for diffusion processes with high-frequency data
Ogihara, Teppei The Institute of Statistical Mathematics
Workshop – Portfolio dynamics and limit order books   12 Dec 2016   

Research Grants & Projects

 
Machine Learning Theories on functional spaces and there applications to high-frequency financial data analysis
Japan Science and Technology Agency: Strategic Basic Research Programs (PRESTO-type)
Project Year: Oct 2015 - Mar 2019    Investigator(s): Teppei Ogihara
Statistical Inference for stochastic processes and application to high-frequency financial data
Japan Society for the Promotion of Science: Grant-in-Aid for Young Scientists(B)
Project Year: Apr 2015 - Mar 2018    Investigator(s): Teppei OGIHARA