Rchr
J-GLOBAL ID:201901015853960074   Update date: Jul. 01, 2024

Yoshiba Toshinao

ヨシバ トシナオ | Yoshiba Toshinao
Affiliation and department:
Job title: Professor
Other affiliations (1):
Research field  (5): Applied mathematics and statistics ,  Basic mathematics ,  Business administration ,  Money and finance ,  Statistical science
Research keywords  (5): Data Science ,  copula ,  Mathematical Finance ,  Financial Engineering ,  Risk Management
Research theme for competitive and other funds  (3):
  • 2024 - 2028 Modeling and analysis of dependency structures under financial stress
  • 2021 - 2024 Analyses of multivariate copulas for financial risk management
  • 2019 - 2022 Application of multivariate copula to financial risk management
Papers (51):
  • Toshinao Yoshiba. The tail order of the bivariate skew-normal distribution. Cooperative Research Report: Application of exterme value theory to engineering (21). 2024. 471. 58-72
  • Yoshiba,Toshinao. Tail dependence of elliptical copulas and financial risk management. RIMS Kôkyûroku. 2023. 2272. 32-45
  • Toshinao Yoshiba, Takaaki Koike, Shogo Kato. On a Measure of Tail Asymmetry for the Bivariate Skew-Normal Copula. Symmetry. 2023. 15. 7. 1410-1410
  • Shogo Kato, Toshinao Yoshiba, Shinto Eguchi. Copula-based measures of asymmetry between the lower and upper tail probabilities. Statistical Papers. 2022. 63. 1907-1929
  • Toshinao Yoshiba. Dependence of extereme values for bivariate copulas. Cooperative Research Report: Application of exterme value theory to engineering (19). 2022. 454. 27-42
more...
MISC (1):
  • 山下 智志, 吉羽 要直. 2-A-4 デフォルト率と回収率の負の相関 : 2次ガウス過程を用いた担保付貸出の解析的な期待損失評価(金融工学(2)). 日本オペレーションズ・リサーチ学会春季研究発表会アブストラクト集. 2010. 2010. 98-99
Books (1):
  • Handbook of Financial Engeneering (Handbooks in Operations Research and Management Science: Financial Engineering, Volume 15)
    Asakura Publishing (Elsevier Science) 2009
Lectures and oral presentations  (86):
  • Tail dependence of copulas for financial risk factors
    (Winter Workshop on Operations Research, Finance and Mathematics, 2024 2024)
  • The tail dependence coefficient and tail order of representative copulas
    (Grants-in-Aid for Scientific Research Symposium 2023 “The forefront of statistical science, machine learning, and information mathematics” 2024)
  • On a measure of tail asymmetry for the bivariate skew-normal copula
    (16th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2023) 2023)
  • The tail order of the bivariate skew-normal distribution
    (Joint research meeting "Application of extreme value theory to engineering" 2023 2023)
  • On a Measure of Tail Asymmetry for the Bivariate Skew-Normal Copula
    (Joint research meeting "Advances in Copula Theory" 2023 2023)
more...
Education (3):
  • 2010 - 2011 Graduate University School for Advanced Studies School of Multidisciplinary Sciences Department of Statistical Science
  • 1991 - 1993 Graduate School, University of Tokyo Division of Engineering Mathematical Engineering and Information Physics Course
  • 1987 - 1991 University of Tokyo Faculty of Engineering Department of Mathematical Engineering and Information Physics
Professional career (1):
  • Ph.D. in Statistical Mathematics (Graduate University School for Advanced Studies)
Work history (14):
  • 2021/04 - 現在 Tokyo Metropolitan University Graduate School of Management Professor
  • 2012/04 - 現在 Institute of Statistical Mathematics Risk Analysis Research Center Visiting Professor
  • 2019/04 - 2021/03 Tokyo Metropolitan University Graduate School of Management Project Professor
  • 2018/09 - 2021/03 Bank of Japan Financial System and Bank Examination Department Director and Senior Economist
  • 2019/09 - 2019/11 International Christian University Part-time Lecturer
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Committee career (13):
  • 2023/10 - 現在 Nippon Finance Association Program Comittee Member
  • 2023/05 - 現在 統計数理研究所 共同利用委員会委員
  • 2019/12 - 2023/12 Japanese Association for Promoting Quality Assurance in Statistics Japan Statistical Society Certificate CBT 13th Committee Member
  • 2019/12 - 2023/12 Japanese Association for Promoting Quality Assurance in Statistics Japan Statistical Society Certificate CBT 12th Committee Member
  • 2022/09 - 2023/05 Nippon Finance Association Conference Program Committee Member
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Awards (1):
  • 1993/10 - The Operations Research Society of Japan 11th Student Thesis Award Linear Time Algorithms for Convex Programming
Association Membership(s) (4):
Japan Finance Association ,  The Japanese Association of Financial Econometrics and Engineering ,  THE JAPAN STATISTICAL SOCIETY ,  NIPPON FINANCE ASSOCIATION
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