Nakakita Makoto 中北誠

Researcher Number	10986912
Other IDs
Affiliation (Current)	2026: 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	2023 – 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
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 MCMC / ミキシング効率 / 計量経済学 / パネルデータ分析 / 数値的統計分析 / 計算効率 / 推定精度 / ASIS / マルコフ連鎖モンテカルロ法 / ベイズ統計学 … More Except Principal Investigator … More 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 Less

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
Improvement of statistical estimation accuracy and development of algorithms for improving computational efficiency in numerical statistical analysisPrincipal Investigator
- Principal Investigator
  
  Nakakita Makoto
- 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 2025 2024 2023

All Journal Article Presentation

[Journal Article] A hierarchical Bayesian approach for identifying socioeconomic factors influencing self-rated health in Japan2025
- Author(s)
  Nakakita M. and Nakatsuma T.
- Journal Title
  
  Healthcare Analytics
  
  Volume: 6 Pages: 1-14
- DOI
  10.1016/j.health.2024.100367
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-20H00088, KAKENHI-PROJECT-23K18819
[Journal Article] Analysis of the trading interval duration for the Bitcoin market using high-frequency transaction data2025
- Author(s)
  Nakakita M. and Nakatsuma T.
- Journal Title
  
  Quantitative Finance and Economics
  
  Volume: 9 Issue: 1 Pages: 202-241
- DOI
  10.3934/qfe.2025007
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-20H00088, KAKENHI-PROJECT-23K18819
[Journal Article] Bayesian analysis of stochastic conditional duration models with intraday and intra-deferred future seasonalities in high-frequency commodity market2024
- Author(s)
  Toyabe T., Nakakita M. and Nakatsuma T.
- Journal Title
  
  Proceedings-202416th IIAI International Congress on Advanced Applied Informatics
  
  Volume: 1 Pages: 305-311
- DOI
  10.1109/iiai-aai63651.2024.00064
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20H00088, KAKENHI-PROJECT-23K18819, KAKENHI-PROJECT-23K18788
[Journal Article] Comparative analysis of Japanese rice wine export trends: Large firms in the Nada region vs. SMEs in other regions2024
- Author(s)
  Saito, W., Nakakita, M. and Nakatsuma, T.
- Journal Title
  
  World
  
  Volume: 5 Issue: 3 Pages: 700-722
- DOI
  10.3390/world5030036
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-20H00088, KAKENHI-PROJECT-23K18819
[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] 複数種類GPSデータを活用したオルタナティブデータによる経済指標のパフォーマンス予測2024
- Author(s)
  中北誠
- Organizer
  日本行動計量学会第52回大会
- Data Source
  KAKENHI-PROJECT-23K18819
[Presentation] Duration analysis of Bitcoin trade with high-frequency transaction data2024
- Author(s)
  Makoto Nakakita
- Organizer
  18th International Joint Conference on Computational and Financial Econometrics and Computational and Methodological Statistics (CFE-CMStatistics 2024)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K18819
[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: 4 results
2. 鳥谷部智規 (50981370)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

Nakakita Makoto 中北 誠

Research Projects

Research Products

Co-Researchers

Modeling of fluctuations in crypto asset prices and its application to portfolio optimization and risk management

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Improvement of statistical estimation accuracy and development of algorithms for improving computational efficiency in numerical statistical analysisPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

[Journal Article] A hierarchical Bayesian approach for identifying socioeconomic factors influencing self-rated health in Japan2025

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Analysis of the trading interval duration for the Bitcoin market using high-frequency transaction data2025

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Bayesian analysis of stochastic conditional duration models with intraday and intra-deferred future seasonalities in high-frequency commodity market2024

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Comparative analysis of Japanese rice wine export trends: Large firms in the Nada region vs. SMEs in other regions2024

Author(s)

Journal Title

DOI

Data Source

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

Author(s)

Journal Title

DOI

Data Source

[Presentation] 複数種類GPSデータを活用したオルタナティブデータによる経済指標のパフォーマンス予測2024

Author(s)

Organizer

Data Source

[Presentation] Duration analysis of Bitcoin trade with high-frequency transaction data2024

Author(s)

Organizer

Data Source

[Presentation] Bayesian Analysis of Stochastic Conditional Duration Models with Intraday and Intra-deferred Future Seasonalities in High-frequency Commodity Market2024

Author(s)

Organizer

Data Source

[Presentation] Bayesian modeling of high frequency stochastic volatility with intraday seasonality and skew heavy-tailed error2023

Author(s)

Organizer

Data Source

[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)

Organizer

Data Source

[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)

Organizer

Data Source

Nakakita Makoto 中北誠