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
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)
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
2014/10 - 2018/09 Bank of Japan Institute for Monetary and Economic Studies Head of Financial Studies Group
2014/07 - 2018/09 Bank of Japan Institute for Monetary and Economic Studies Director and Senior Economist
2011/02 - 2014/07 Bank of Japan Financial System and Bank Examination Department Director
2006/01 - 2012/03 Institute of Statistical Mathematics Risk Analysis Research Center Visiting Associate Professor
2004/07 - 2011/02 Bank of Japan Institute for Monetary and Economic Studies Director and Senior Economist
1995/07 - 2011/02 Bank of Japan Institute for Monetary and Economic Studies
2003/04 - 2005/03 Waseda University Graduate School of Asia-Pacific Studies Part-time Lecturer
2002/02 - 2002/03 University of Tsukuba Graduate School of Business Sciences Part-time Lecturer
1993/04 - 1995/07 Bank of Japan Research and Statistics Department
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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
2021/06 - 2023/05 The Japan Statistical Society Board of Trustees
2019/06 - 2023/05 The Japan Statistical Society Associate Editor of the Journal of the Japan Statistical Society
2014/01 - 2023/05 International Conferences on Sovereign Bond Markets Scientific Committee
2022/12 - 2023/01 筑波大学大学院ビジネス科学研究科 博士論文審査委員
2019/06 - 2021/06 The Japan Statistical Society Board of Trustees, Editor-in-Chief of the Journal of the Japan Statistical Society
2018/10 - 2020/06 Nippon Finance Association Conference Program Committee Member
2014/07 - 2014/11 Chiba University of Commerce Member of Screening Committee for Doctoral Thesis
2006/11 - 2006/11 Graduate School of Business Sciences, University of Tsukuba Member of Screening Committee for Doctoral Thesis
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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
