Rchr
J-GLOBAL ID：201801003781111160   Update date: Sep. 11, 2024

Kurose Yuta

クロセ ユウタ | Kurose Yuta
Affiliation and department：
University of Tsukuba Faculty of Engineering,Information and Systems

About University of Tsukuba Faculty of Engineering,Information and Systems


Job title： Assistant Professor
Research field  (2)： Economic statistics ,  Statistical science
Research keywords  (2)： Bayesian Statistics ,  State Space Models
Research theme for competitive and other funds  (3)：
  • 2020 - 2025 多変量/高次元の潜在変数をもつ時系列モデルの効率的ベイズ推測
  • 2019 - 2024 高次元データモデリングの新展開と統計的リスク分析
  • 2014 - 2019 Bayesian modeling of multivariate economic and financial data and Probabilistic evaluation of policy and behavior
Papers (5)：
  • Yuta Kurose. Simulation of truncated and unimodal gamma distributions. Journal of Statistical Computation and Simulation. 2024. 94. 5. 996-1015
  • Yuta Kurose. Bayesian GARCH modeling for return and range. Economics Bulletin. 2022. 42. 3. 1717-1727
  • Yuta Kurose, Yasuhiro Omori. Multiple-block dynamic equicorrelations with realized measures, leverage and endogeneity. Econometrics and Statistics. 2020. 13. 46-68
  • Yuta Kurose, Yasuhiro Omori. Dynamic equicorrelation stochastic volatility. COMPUTATIONAL STATISTICS & DATA ANALYSIS. 2016. 100. 795-813
  • Yuta Kurose, Yasuhiro Omori. Bayesian analysis of time-varying quantiles using a smoothing spline. Journal of the Japan Statistical Society. 2012. 42. 1. 23-46
MISC (1)：
  • 黒瀬 雄大. 時間変動する相関と確率的ボラティリティモデル. 大阪証券取引所先物・オプションレポート. 2013. 25. 11
Education (3)：
  • 2013 - The University of Tokyo Division of Economics, Graduate School
  • 2009 - The University of Tokyo Division of Economics, Graduate School
  • 2007 - The University of Tokyo Faculty of Economics
Professional career (1)：
  • Ph.D. (Economics) (University of Tokyo)
Work history (5)：
  • 2018/03 - 現在 University of Tsukuba Faculty of Engineering, Information and Systems
  • 2017/04 - 2018/02 Osaka University
  • 2014/04 - 2017/03 Kwansei Gakuin University School of Science and Technology, Department of Mathematical Sciences
  • 2013/04 - 2014/03 Osaka University Center for the Study of Finance and Insurance
  • 2009/04 - 2012/03 日本学術振興会 特別研究員(DC1)
Association Membership(s) (2)：
THE JAPAN STATISTICAL SOCIETY ,  JAPANESE ECONOMIC ASSOCIATION
※ Researcher’s information displayed in J-GLOBAL is based on the information registered in researchmap. For details, see here.

Return to Previous Page

TOP

BOTTOM