Takeda Sumihiro

タケダスミヒロ | Takeda Sumihiro

Affiliation and department：
Job title： Professor

Research field (7)： Soft computing , Computational science , Economic statistics , Theoretical economics , Economic policy , Intelligent informatics , Money and finance

Research theme for competitive and other funds (18)：

2019 - The quantum computation in Finance
2017 - Deep Learning in Finance
2017 - Research on Blockchain Technology
2016 - The analysis of trading technique using Artificial Inteligence
2013 - The economic Analysis of the non-traditional manetary easing by Bank of Japan

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Papers (10)：

Currency basis term structure, cross-border investment flow, and central bank currency swap agreement. International Review Of Economics & Finance. 2023. 83C. 470-482
Sumihiro Takeda. The analysis of information transfer speed among sectors: Searching for the source of Stock return predictability. JAFEE. 2007. 51-163
Sumihiro Takeda. Does the stock portfolio predictability improves the investment performance?. JAFEE. 2007. 51-61
Sumihiro Takeda. Testing of stock portfolio predictability with GMM. Japan Finance Association. 2007. 443-452
Sumihiro Takeda. “Predictability of Portfolio Returns with idiosyncratic Variances in Japanese and US Stock Markets. Japan Finance Association. 2006

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Books (2)：

Encyclopedia of Japanese Business and Management(Allan Bird Ed.)
(Routledge) 2001
UMI Dissertation Publication: Three Essays on Volatility: Econometric Analysis of short Term Interest Rate Models
UMI 2000

Lectures and oral presentations (4)：

Financial Time Series and Reccurent Neural Network
(Japan FInance Association 2017)
Theoretical Analyses of the New Dimension of Monetary Policy by the Bank of Japan
(International Conference on Enterprise Challenges: Improving SME's Competitiveness(単独) 2013)
Estimation Problems of Interest rate models
(Global Finance Conference in Los Angeles 2001)
Constant Elasticity Coefficient Estimation and its Pricing Effects
(第4回コロンビア=JAFEE 国際会議 (単独) 2000)

Education (5)：

1994 - 1997 Carnegie Mellon University Tepper School of Business Ph.D. in Industrial Administration (Finance)
1994 - 1995 Carnegie Mellon University Tepper School of Business Master of Science in Computational Finance
1992 - 1994 Case Western Reserve University Mastrer of Science in Operations Research
1992 - 1994 Case Western Reserve University Business School MBA (finance)
1974 - 1979 Osaka University Faculty of Engineering Science Biophysical Engineering

Professional career (4)：

Batchelor of Engineering (Osaka University)
Master of Science in Operations Research (Case Western Reserve University)
Master of Science in Computational Finance (Carnegie Mellon University)
Ph.D. in Industrial Administration (Finance) (Carnegie Mellon University)

Work history (7)：

2008/04 - 現在 Aoyama Gakuin University Graduate School of International Management Professor
2007/04 - 2008/03 Aoyama Gakuin University Graduate School of International Managemen Associate Professor
2001/04 - 2007/03 Aoyama Gakuin University Graduate School of International Management Assistant Professor
2003/04 - 2004/03 Anderson School of Management, University of California, Los Angeles Researcher Visiting Researcher
2000/04 - 2001/03 School of International Politics, Economics and Communication School of International Politics, Economics and Communication School of International Politics, Economics, Business Assistant Professor

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Awards (3)：

1995/09 - Carnigie Mellon University William Larimer Mellon Scholarship Finance Research
1994/05 - Case Western Univeristy Deans Award Operations Research
1982/01 - 通商産業省認定情報処理技術者認定試験第1種合格

Association Membership(s) (3)：

Financial Management Association , American Finance Association , Japan Finance Association

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