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Nakakita Makoto  中北 誠

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中北 誠  ナカキタ マコト

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Researcher Number 10986912
Other IDs
Affiliation (Current) 2025: 国立研究開発法人理化学研究所, 革新知能統合研究センター, 特別研究員
Affiliation (based on the past Project Information) *help 2025: 国立研究開発法人理化学研究所, 革新知能統合研究センター, 特別研究員
2023: 国立研究開発法人理化学研究所, 革新知能統合研究センター, 特別研究員
Review Section/Research Field
Principal Investigator
0107:Economics, business administration, and related fields
Except Principal Investigator
Sections That Are Subject to Joint Review: Basic Section07030:Economic statistics-related , Basic Section07060:Money and finance-related / Basic Section 07060:Money and finance-related / Basic Section 07030:Economic statistics-related
Keywords
Principal Investigator
計算効率 / 数値的統計分析 / MCMC / ミキシング効率 / 推定精度 / ASIS / マルコフ連鎖モンテカルロ法 / ベイズ統計学
Except Principal Investigator
リスク管理 / ポートフォリオ / ボラティリティ / リスクファクター / 暗号資産
  • Research Projects

    (2 results)
  • Research Products

    (5 results)
  • Co-Researchers

    (2 People)
  •  Modeling of fluctuations in crypto asset prices and its application to portfolio optimization and risk management

    • Principal Investigator
      中妻 照雄
    • Project Period (FY)
      2025 – 2029
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Review Section
      Basic Section 07030:Economic statistics-related
      Basic Section 07060:Money and finance-related
      Sections That Are Subject to Joint Review: Basic Section07030:Economic statistics-related , Basic Section07060:Money and finance-related
    • Research Institution
      Keio University
  •  数値的統計分析の推定精度改善と計算処理効率化のためのアルゴリズムの開発Principal Investigator

    • Principal Investigator
      中北 誠
    • Project Period (FY)
      2023 – 2024
    • Research Category
      Grant-in-Aid for Research Activity Start-up
    • Review Section
      0107:Economics, business administration, and related fields
    • Research Institution
      Institute of Physical and Chemical Research

All 2024 2023

All Journal Article Presentation

  • [Journal Article] Hierarchical Bayesian analysis of racehorse running ability and jockey skills2023

    • Author(s)
      Nakakita M.、Nakatsuma T.
    • Journal Title

      International Journal of Computer Science in Sport

      Volume: 22 Issue: 2 Pages: 1-25

    • DOI

      10.2478/ijcss-2023-0007

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-23K18819, KAKENHI-PROJECT-20H00088
  • [Presentation] Bayesian Analysis of Stochastic Conditional Duration Models with Intraday and Intra-deferred Future Seasonalities in High-frequency Commodity Market2024

    • Author(s)
      中北誠
    • Organizer
      統計科学・機械学習・情報数学の最前線
    • Data Source
      KAKENHI-PROJECT-23K18819
  • [Presentation] Bayesian modeling of high frequency stochastic volatility with intraday seasonality and skew heavy-tailed error2023

    • Author(s)
      Makoto Nakakita
    • Organizer
      17th International Conference on Computational and Financial Econometrics
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K18819
  • [Presentation] ASISによるベイズ推定のMCMC効率改善化とその適用2023

    • Author(s)
      中北誠
    • Organizer
      計量経済学ワークショップ
    • Data Source
      KAKENHI-PROJECT-23K18819
  • [Presentation] ASISによるベイズ推定のMCMC効率改善化とその適用可能範囲2023

    • Author(s)
      中北誠
    • Organizer
      2023年度統計関連学会連合大会
    • Data Source
      KAKENHI-PROJECT-23K18819
  • 1.  中妻 照雄 (90303049)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 2.  鳥谷部 智規 (50981370)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results

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