Rchr
J-GLOBAL ID：200901015180524342
Update date: Dec. 11, 2025
Teruo Nakatsuma
ナカツマ テルオ | Teruo Nakatsuma
Affiliation and department：
Job title：
Professor
Research field (2)：
Economic statistics
, Statistical science
Research theme for competitive and other funds (3)：
- 2025 - 2030 Modeling of fluctuations in crypto asset prices and its application to portfolio optimization and risk management
- 2019 - 2022 Bayesian Time Series Analysis of Limit Order Processes in Financial Markets
- 2016 - 2019 データ駆動型アプローチによる高頻度での金融資産価格形成メカニズムの研究
Papers (32)：
-
Nakakita M., Toyabe T., Kubota N., Saito W., Nakatsuma T. An analytical study of worker well-being and COVID-19 impact using Bayesian panel modeling. Healthcare Analytics. 2025. 8
-
Ducroux M., Franzese G., Hamahira M., Nakakita M., Nakatsuma T., Pagani A., Saito W., Toyabe T. Blockchain-Based Digital Vouchers as a Key Driver for Japanese Regional Tourism. Smart Innovation Systems and Technologies. 2025. 441 SIST. 199-212
-
Nakakita M., Toyabe T., Nakatsuma T. Bayesian Analysis of Bitcoin Volatility Using Minute-by-Minute Data and Flexible Stochastic Volatility Models. Mathematics. 2025. 13. 16
-
Makoto Nakakita, Sakae Oya, Naoki Kubota, Tomoki Toyabe, Teruo Nakatsuma. Relationships Between Self-Esteem and Personal Attributes, Income, Consumption, and Assets: Japanese Panel Study. European Journal of Investigation in Health, Psychology and Education. 2025. 15. 5. 78
-
Makoto Nakakita, Naoki Kubota, Tomoki Toyabe, Sakae Oya, Teruo Nakatsuma. Panel Data Analysis of Socioeconomic Factors and COVID-19’s Impact on Drinking Habits: Evidence from a Japanese Survey. International Journal of Environmental Research and Public Health. 2025. 22. 5. 663
ｍore...
MISC (1)：
-
Nakatsuma T. Comment on “Why Fintech Is Not Changing Japanese Banking”. Asian Economic Policy Review. 2022. 17. 2. 313-314
Books (12)：
-
The Mechanism of HFT and Its Merits and Demerits-The Information Efficiency Challenge
The Economics of Fintech 2021 ISBN:9789813349124
-
The Economics of Fintech
The Economics of Fintech 2021 ISBN:9789813349124
-
Machine Learning Principles and Applications
The Economics of Fintech 2021 ISBN:9789813349124
-
Asset Management and Robo-Advisors
The Economics of Fintech 2021 ISBN:9789813349124
-
Pythonによる計量経済学入門
朝倉書店 2020 ISBN:9784254128994
ｍore...
Lectures and oral presentations (19)：
-
Bayesian analysis of intraday stochastic volatility models with skew heavy-tailed error and smoothing spline seasonality
(Bayesian analysis of intraday stochastic volatility models with skew heavy-tailed error and smoothing spline seasonality 2018)
-
Bayesian analysis of intraday stochastic volatility models with leverage and skew heavy-tailed error
(11th International Conference on Computational and Financial Econometrics 2017)
-
Hierarchical Bayes Modeling of Autocorrelation and Intraday Seasonality in Financial Durations
(10th International Conference on Computational and Financial Econometrics 2016)
-
Hierarchical Bayes Modeling of Autocorrelation and Intraday Seasonality in Financial Durations
(International Society for Bayesian Analysis (ISBA) World Meeting 2016 2016)
-
Nonlinear Leverage Effects in Asset Returns Evidence from the U.S. and Japanese Stock Markets
(9th International Conference on Computational and Financial Econometrics 2015)
ｍore...
Education (4)：
- 1998 - 1998 Rutgers University Graduate School of Economics Econometrics
- 1995 - 1995 Rutgers University Graduate School of Economics Econometrics
- 1994 - 1994 University of Tsukuba Graduate School, Division of Social Engineering
- 1991 - 1991 University of Tsukuba 第3学群社会工学類
Professional career (1)：
Work history (4)：
- 2010/04 - 現在 大学教授(経済学部)
- 2003/04 - 2010/03 大学准教授(経済学部)
- 2000/04 - 2003/03 大学専任講師(経済学部)
- 1998/04 - 2000/03 一橋大学経済研究所 ,専任講師
Return to Previous Page
