XUE Yujie ＸＵＥＹｕｊｉｅ

Researcher Number	20822232
Other IDs
Affiliation (Current)	2026: 統計数理研究所, リスク解析戦略研究センター, 特任助教
Affiliation (based on the past Project Information) *help	2023 – 2024: 統計数理研究所, リスク解析戦略研究センター, 特任助教
Review Section/Research Field	Principal Investigator Basic Section 12040:Applied mathematics and statistics-related Except Principal Investigator Basic Section 07080:Business administration-related
Keywords	Principal Investigator 転移学習 / 時空間 / 非線形回帰モデル / LASSO / 一般化線形モデル / 最良の線形不偏推定量 / ロバスト性 / 影響関数 / 最小コントラスト推定量 / モデル選択 / 球面およびトーラス上の分布 … More Except Principal Investigator … More デフォルト / 保証 / 担保 / 機械学習的アプローチ / 担保、保証 / 担保、保証データ / LGD / 企業財務データ / ロジットモデル / 機械学習 / デフォルト後損失 / 回収率 / LDG / 中小企業金融 / 信用リスク Less

Estimating the repayment capacity of the default company based on the credit information of multiple banks and developing its machine learning method
- Principal Investigator
  
  山下智志
- Project Period (FY)
  2024 – 2025
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07080:Business administration-related
- Research Institution
  The Institute of Statistical Mathematics
長期記憶誤差を持つ非線形回帰モデルに対する修正LASSO研究Principal Investigator
- Principal Investigator
  
  XUE Yujie
- Project Period (FY)
  2023 – 2025
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 12040:Applied mathematics and statistics-related
- Research Institution
  The Institute of Statistical Mathematics

All 2025 2024 2023

All Journal Article Presentation

[Journal Article] Introduction of General Distributions on Sphere and Torus in View of Time Series Spectra2025
- Author(s)
  Masanobu Taniguchi, Yujie Xue
- Journal Title
  
  STATISTICA
  
  Volume: 83 Pages: 213-219
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-23K13021
[Journal Article] Introduction of General Distributions on Sphere and Torus in View of Time Series Spectra2025
- Author(s)
  Taniguchi Masanobu, Yujie Xue
- Journal Title
  
  STATISTICA
  
  Volume: 83 Pages: 213-219
- Data Source
  KAKENHI-PROJECT-23K22160
[Journal Article] Shrinkage estimators of BLUE for time series regression models2024
- Author(s)
  Xue Yujie、Taniguchi Masanobu、Liu Tong
- Journal Title
  
  Journal of Multivariate Analysis
  
  Volume: 202 Pages: 105282-105282
- DOI
  10.1016/j.jmva.2023.105282
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-23K13021, KAKENHI-PROJECT-18H05290
[Journal Article] Hellinger distance estimation for nonregular spectra2024
- Author(s)
  Taniguchi Masanobu、Xue Yujie
- Journal Title
  
  Teoriya Veroyatnostei i ee Primeneniya
  
  Volume: 69 Issue: 1 Pages: 188-200
- DOI
  10.4213/tvp5541
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-23K13021, KAKENHI-PROJECT-18H05290
[Journal Article] A New Generalized Estimator for AR(1) Model Which Improves MLE Uniformly2023
- Author(s)
  Xue Yujie、Taniguchi Masanobu
- Journal Title
  
  Research Papers in Statistical Inference for Time Series and Related Models
  
  Volume: 1 Pages: 565-570
- DOI
  10.1007/978-981-99-0803-5_26
- ISBN
  9789819908028, 9789819908035
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23K13021
[Presentation] Introduction of General Distributions on Sphere and Torus in View of Time Series Spectra2024
- Author(s)
  Yujie Xue, Taniguchi Masanobu
- Organizer
  日本数学会秋季総合分科会
- Data Source
  KAKENHI-PROJECT-23K22160
[Presentation] Introduction of general distributions on sphere and torus in view of time series spectra2024
- Author(s)
  Yujie Xue, Masanobu Taniguchi
- Organizer
  日本数学会秋季総合分科会
- Data Source
  KAKENHI-PROJECT-23K13021
[Presentation] Asymptotic Theory for Time Series2023
- Author(s)
  Yujie Xue, Masanobu Taniguchi
- Organizer
  NUS WASEDA Workshop
- Data Source
  KAKENHI-PROJECT-23K13021
[Presentation] Shrinkage Estimators of BLUE for Time Series Regression Models2023
- Author(s)
  Yujie Xue, Masanobu Taniguchi, Liu Tong
- Organizer
  Waseda-Kyoto Seminars
- Data Source
  KAKENHI-PROJECT-23K13021

1. 山下智志 (50244108)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
2. 小池祐太 (80745290)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
3. 田上悠太 (60805050)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. 力丸佑紀 (80736009)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. 中西正 (30967203)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

XUE Yujie ＸＵＥ Ｙｕｊｉｅ

Research Projects

Research Products

Co-Researchers

Estimating the repayment capacity of the default company based on the credit information of multiple banks and developing its machine learning method

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

長期記憶誤差を持つ非線形回帰モデルに対する修正LASSO研究Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

[Journal Article] Introduction of General Distributions on Sphere and Torus in View of Time Series Spectra2025

Author(s)

Journal Title

Data Source

[Journal Article] Introduction of General Distributions on Sphere and Torus in View of Time Series Spectra2025

Author(s)

Journal Title

Data Source

[Journal Article] Shrinkage estimators of BLUE for time series regression models2024

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Hellinger distance estimation for nonregular spectra2024

Author(s)

Journal Title

DOI

Data Source

[Journal Article] A New Generalized Estimator for AR(1) Model Which Improves MLE Uniformly2023

Author(s)

Journal Title

DOI

ISBN

Data Source

[Presentation] Introduction of General Distributions on Sphere and Torus in View of Time Series Spectra2024

Author(s)

Organizer

Data Source

[Presentation] Introduction of general distributions on sphere and torus in view of time series spectra2024

Author(s)

Organizer

Data Source

[Presentation] Asymptotic Theory for Time Series2023

Author(s)

Organizer

Data Source

[Presentation] Shrinkage Estimators of BLUE for Time Series Regression Models2023

Author(s)

Organizer

Data Source

XUE Yujie ＸＵＥＹｕｊｉｅ