2019 - 2022 Financial time series forecast using information extracted from text data
2018 - 2022 Short Term Variability of Emotion and Asset Price: With Special Attention to the Distribution of SerotoninTransporter Gene
2020 - 2021 政策的支援による中小企業の生産性向上効果に関するミクロデータ分析
2018 - 2021 New developments of statistical methods for risk management in finance and insurance
2019 - 2020 市場制度変更が金融取引に及ぼす影響の高頻度データに基づく分析
2016 - 2019 Multivariate time series modeling with sparse regularization and its applications
2015 - 2019 Proposals for economic and official statistics in the perspective of theoretical statistics and applications
2015 - 2018 A study of statistical methods in quantitative risk management, focusing on copulas and risk measures
2013 - 2017 New Developments in Statistics of Economic Risk and Financial Risk
2013 - 2016 Implementation of decision support systems based on statistical classification/regression models with sparse regularization
2011 - 2016 Computer-Intensive Statistical Methods and their Applications in Econometrics
2011 - 2015 Theoretical Foundations and Applications of Economic and Official Statistics
2010 - 2015 The Infrastructure Development of Statistical Analysis for Evidence-based Policy Making, and Verifying Validity
2010 - 2013 Research on Effects of Financial Environment Changes on Firm Size Distributions
2009 - 2012 New Developments in Financial Econometrics and Financial Markets in Japan
2009 - 2012 Statistical modeling based on multiple time series with various time resolution
2008 - 2011 Construction of the foundations of statistical earthquake prediction research
2005 - 2009 Research on information fusion methods for multiple genomic data sources with heterogeneity based on hierarchical statistical modeling
2005 - 2008 Research on implementations of computer-intensive selection methods for regularized statistical models
2005 - 2007 The Potential and Development of Third Generation e-Learning in Statistical Science
2003 - 2006 On solution and research into a statistical problem in the water quality monitoring and modeling
2002 - 2006 超高次元時系列における予測および情報抽出の方法
2002 - 2005 Research on an integration methodology for combining many competing models with a dynamical mixing and/or switching
2002 - 2005 Research on multivariate time series models with dimension reduction
2001 - 2005 Development of Time Series Analysis Software Based on State-Space Modeling
2000 - 2004 A Research on Microstructure of Foreign Exchange Market with High Frequency Data
2000 - 2004 Development of Knowledge Discovery Systems by using the Hierarchical Bayesian Time Series Models
2000 - 2002 Research on the Methodology of Information Extraction and Knowledge Discovery Based on Statistical Time Seeries Modeling
1999 - 2002 Research on the stability and robustness of seasonal adjustment procedure
1997 - 1999 Research of Parameter Estimation of the State Space Model and its Applications
1996 - 1999 Research on Systemization of Time Series Analysis Software
1996 - 1999 Research on Seasonal Adjustment of Economic Time Series
1996 - 1997 自己組織型時系列フィルタの研究
1994 - 1996 Research on Nemerical Methods in Time Series Analysis
1992 - 1995 Statistical Methods for the Seasonal Adjustment
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Papers (30):
Masayuki Jimichi, Yoshinori Kawasaki, Daisuke Miyamoto, Chika Saka, Shuichi Nagata. Statistical Modeling of Financial Data with Skew-Symmetric Error Distributions. Symmetry. 2023. 15. 9. 1772-1772
H. Kaibuchi, Y. Kawasaki, G. Stupfler. GARCH-UGH: a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series. Quantitative Finance. 2022. 22. 7. 1277-1294
Nakajim, Masahiko Graduate, School of Science, Engineering, Chuo University, Sakaori, Fumitake Chuo, University, Kawasaki, Yoshinori Institute of, Statistical Mathematics. Recent development of integer-valued autoregressive models. Prodeedings of Institute of Statistical Mathematics. 2017. 65巻. 2号. 323-339
2013/06 - 2015/05 The Japan Statistical Society Associate Editor of The Journal of Japan Statistical Society Series J
2008/04 - 2010/03 The Japan Statistical Society Councillor
2006/09 - 2009/09 The Japan Statistical Society Associate Editor of The Journal of Japan Statistical Society
2006/09 - 2008/09 The Japan Statistical Society General Affairs Director and Treasurer
2006/07 - 2008/06 The Japan Statistical Society Councillor
2006/04 - 2008/03 リスク研究ネットワーク 運営委員会委員
2007/11 - 2007/12 文部科学省生涯学習政策局 現代統計実務講座教材審査員
2006/04 - 2006/09 Japanese Federation of Statistical Science Associations Program Committee Member
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Awards (3):
2022/08 - The Japanese Statistical Society 15th JSS Publication Award
2022/06 - Japanese Association of Financial Econometrics and Engineering JAFEE Best Paper Award Forecasting Financial Market Volatility Using a Dynamic Topic Model
Japanese Association of Financial Econometrics and Engineering
, Japanese Economic Association
, American Statistical Association
, Econometric Society
, The Japan Statistical Society
, Society of Applied Economic Time Series Analysis