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J-GLOBAL ID：200901048031993866   Update date: Apr. 18, 2024

Takaki Hayashi

ハヤシ タカキ | Takaki Hayashi
Affiliation and department：
Keio University Graduate School of Business Administration

About Keio University Graduate School of Business Administration


Job title： Professor
Research field  (6)： Economic statistics ,  Business administration ,  Statistical science ,  Economic statistics ,  Business administration ,  Statistical science
Research keywords  (5)： 計量ファイナンス ,  financial engineering ,  統計学 ,  データサイエンス ,  経営管理
Research theme for competitive and other funds  (8)：
  • 2021 - 2024 Multicollinearity Analysis and Variable/Model Selection in Regression
  • 2017 - 2022 確率微分方程式モデルに基づく数理・データ科学とシミュレーション科学の融合的研究
  • 2016 - 2019 高頻度注文板データを用いた高速での株価形成に関する統計解析
  • 2014 - 2017 超高頻度データとリー ド・ラグ
  • 2013 - 2016 Comparative analysis of how e-WoM (e-Word-of Mouth) may affect performances of products and services on the Internet:U.S.A vs. Japan
Show all
Papers (6)：
  • Takaki Hayashi, Katsumasa Nishide. Strategic liquidity provision in high-frequency trading. International Review of Financial Analysis. 2024. 93. 103168-103168
  • Kariya T, Kurata H, Hayashi T. A modelling framework for regression with collinearity. Journal of Statistical Planning and Inference. 2024. 228. 95-115
  • Takaki Hayashi, Makoto Takahashi. On the evaluation of intraday market quality in the limit-order book markets: a collaborative filtering approach. Japanese Journal of Statistics and Data Science. 2021. 4. 1. 697-730
  • Xue Yang, Takaki Hayashi. Exploring the Effects of Internet Memes in Social Media Marketing through A/B Testing. Proceedings - 2021 IEEE 23rd Conference on Business Informatics, CBI 2021 - Main Papers. 2021. 2. 97-106
  • Hodaka Matsushita, Takaki Hayashi. Quantification of Abrupt Driving Maneuver Utilizing ETC 2.0 Probe Data: A Case Study in Japan. 8th IEEE International Conference on Logistics, Informatics and Service Sciences, LISS 2018 - Proceeding. 2018
ｍore...
MISC (17)：
  • 松元拓也, 林高樹. YouTube Liveにおけるコメント生成確率分布を用いた配信者特性の計量化. 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. 2022. 2022
  • 吉田直樹, 林高樹. 階層ベイズモデルによるブランド差異が二次流通価格に与える影響分析. 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. 2021. 2021
  • 徐思捷, 林高樹. The measurement of brand value in business to consumer second-hand clothing market. 経営情報学会全国研究発表大会要旨集(Web). 2019. 2019
  • XU Sijie, 林高樹. BtoC中古市場における価格構成要素分析. 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. 2019. 2019
  • 越川翼, 林高樹. 中古自動車の価格要因分析. 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. 2019. 2019
ｍore...
Lectures and oral presentations  (2)：
  • A Multiresolution approach to high-frequency lead-lag analysis
    (Market Microstructure Confronting Many Viewpoints #4 2016)
  • From covariance estimation to lead-lag analysis with high-frequency data: methods and issues
    (9th Bachelier World Congress 2016)
Education (1)：
  • 2000 - 2000 University of Chicago Department of Statistics
Professional career (1)：
  • Ph.D. (University of Chicago)
Committee career (1)：
  • 2006 - 現在 Japanese Association of Financial Econometrics and Engineering 理事
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