Tsukahara Hideatsu

ツカハラヒデアツ | Tsukahara Hideatsu

Affiliation and department：
Job title： Professor
Other affiliations (2)：

The Institute of Statistical Mathematics Visiting Professor
Tohoku University Graduate School of Economics and Management visiting professor

Research field (3)： Applied mathematics and statistics , Money and finance , Statistical science

Research keywords (7)： Quantitative Risk Management , 数理統計学 , 確率過程論 , 数理ファイナンス , Mathematical Statistics , Stochastic Processes , Quantitative Finance

Research theme for competitive and other funds (11)：

2022 - 2026 Innovative development of statistical and machine learning approaches for financial and actuarial risk measurement
2018 - 2021 金融・保険分野におけるリスク管理のための統計的手法の展開
2015 - 2018 定量的リスク管理における統計的方法の研究-接合関数とリスク尺度を中心に
2013 - 2017 New Developments in Statistics of Economic Risk and Financial Risk
2012 - 2015 定量的リスク管理のための統計的モデリングと手法の研究

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Papers (21)：

塚原英敦. リスク解析における接合関数. 日本統計学会誌. 2021. 51. 1. 101-121
Anna Kiriliouk, Johan Segers, Hideatsu Tsukahara. Resampling Procedures with Empirical Beta Copulas. Pioneering Works on Extreme Value Theory. 2021. 27-53
塚原英敦. 接合関数モデルにおける統計的推測. 統計数理. 2020. 68. 1. 5-24
Johan Segers, Masaaki Sibuya, Hideatsu Tsukahara. The empirical beta copula. JOURNAL OF MULTIVARIATE ANALYSIS. 2017. 155. 35-51
Copulas : Theory and modeling. 2014. 52. 3. 23-32

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MISC (14)：

Hideatsu Tsukahara. Comments on: Inference in multivariate Archimedean copula models. TEST. 2011. 20. 2. 287-289
Hideatsu Tsukahara. One-parameter families of distortion risk measures. Mathematical Finance. 2009. 19. 4. 691-705
Hideatsu Tsukahara. Some properties of distortion risk measures. Advance in Mathematical Economics. 2009. 12. 153-166
TSUKAHARA Hideatsu. Review of "Aad W. van der Vaart and Jon A. Wellner: Weak Convergence and Empirical Processes". Sugaku Exposition. 2009. 61. 1. 102-105
Hideatsu Tsukahara. On the convergence of measurable processes and prediction processes. Illinois Journal of Mathematics. 2007. 51. 4. 1231-1242

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Books (1)：

定量的リスク管理 -基礎概念と数理技法
共立出版 2008 ISBN:9784320018631

Education (1)：

1991 - 1996 University of Illinois at Urbana-Champaign Department of Statistics statistics

Professional career (3)：

Ph.D in Statistics (University of Illinois at Urbana-Champaign)
Master in Economics (The University of Tokyo)
Bachelor in Economics (The University of Tokyo)

Work history (2)：

2019/04 - 現在 Tohoku University Graduate School of Economics and Management visiting professor
2015/04 - 現在 The Institute of Statistical Mathematics Risk Analysis Research Center visiting professor

Committee career (14)：

2023/08 - 現在日本金融・証券計量・工学学会(JAFEE) 代議員
2023/08 - 現在日本金融・証券計量・工学学会(JAFEE) 国際担当理事
2012/01 - 現在 Journal of Statistical Planning and Inference Associate Editor
2010/01 - 現在 Asia-Pacific Financial Markets Associate Editor
2019/12 - 2023/11 公認会計士・監査審査会試験委員

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Association Membership(s) (5)：

The Japanese Association of Financial Econometrics and Engineering , Japan Statistical Society , Institute of Mathematical Statistics , Bachelier Finance Society , Bernoulli Society

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