Tanokura Yoko

タノクラヨウコ | Tanokura Yoko

Research field (1)： Statistical science

Research keywords (3)： Financial Market Analysis , Information flow , Financial Crisis

Research theme for competitive and other funds (8)：

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Papers (14)：

田野倉葉子. 株式運用における選好ファクターに関する統計的モデリング. 信託研究奨励金論集. 2020. 41. 113-125
Takeaki Kariya, Yoko Tanokura, Hideyuki Takada, Yoshiro Yamamura. Measuring Credit Risk of Individual Corporate Bonds in US Energy Sector. Asia-Pacific Financial Markets. 2016. 23. 3. 229-262
Takeaki Kariya, Yoshiro Yamamura, Yoko Tanokura, Zhu Wang. Credit Risk Analysis on Euro Government Bonds-Term Structures of Default Probabilities. Asia-Pacific Financial Markets. 2015. 22. 4. 397-427
Yoko Tanokura, Hiroshi Tsuda, Seisho Sato, Genshiro Kitagawa. Index Development for a Market with Heavy-tailed Distributions. The proceedings of the 59th International Statistical Institute World Statistics Congress. 2013. 3469-3474
田野倉葉子, 津田博史, 佐藤整尚, 北川源四郎. 時系列解析による金融危機の波及の検出. 月刊誌「統計」特集時系列解析と季節調整の新しい流れ. 2013. 64. 6. 15-20

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Books (1)：

Indexation and Causation of Financial Markets
Springer Japan 2016 ISBN:9784431552758

Lectures and oral presentations (38)：

Financial markets through statistical modeling
(IMI Colloquium 2022)
Detecting Information Flows in Dominant Components of Stock Market Returns
(The 7th Paris Financial Management Conference (PFMC-2019) 2019)
株価収益率のおけるトレンド成分の変動要因分析
(2019年度統計関連学会連合大会 2019)
Statistical Modeling of Financial Markets
(2019 STUST International Conference on Finance, Accounting and Management Decisions 2019)
On Trend Change Factors of Financial Markets
(ICMMA 2018: Data Scinence, Time Series Modeling and Applications 2019)

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Education (3)：

1999 - 2004 The Graduate University for Advanced Studies School of Multidisciplinary Science Department of Statistical Science
1984 - 1988 Waseda University Master's Course at Graduate School of Science and Engineering Mathematics
1980 - 1984 Waseda University Faculty of Education Mathematics

Work history (11)：

2012/04 - 2022/03 Meiji University Graduate School of Advanced Mathematical Sciences Associate Professor
2009/05 - 2012/03 Research Organization of Information and Systems The Institute of Statistical Mathematics Researcher
2008/02 - 2008/12 Russell Investments Japan Co., Ltd. Consulting Quantitative analyst
2007/07 - 2008/02 Barclays Global Investors Japan Limited Global Fixed Income Quantitative analyst
2004/10 - 2007/06 Research Organization of Information and Systems The Institute of Statistical Mathematics Project researcher

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Awards (1)：

2016/01 - JAFEE(日本金融・証券計量・工学学会) 2015年度JAFEE論文賞 Credit Risk Analysis on Euro Government Bonds - Term Structures of Default Probabilities

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