• Search Research Projects
  • Search Researchers
  • How to Use
  1. Back to previous page

POTIRON YOANN  ポチロン ヨアン

ORCIDConnect your ORCID iD *help
… Alternative Names

Potiron Yoann  ポチロン ヨアン

Less
Researcher Number 60781119
Affiliation (Current) 2025: 慶應義塾大学, 商学部(三田), 准教授
Affiliation (based on the past Project Information) *help 2020 – 2024: 慶應義塾大学, 商学部(三田), 准教授
2017 – 2019: 慶應義塾大学, 商学部(三田), 講師
Review Section/Research Field
Principal Investigator
Basic Section 07030:Economic statistics-related / 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 / Economic statistics
Keywords
Principal Investigator
financial econometrics / econometrics / finance / statistics / volatility / duration data / point processes / cointegration / market microstructure / model selection / forecasting / high frequency data
  • Research Projects

    (3 results)
  • Research Products

    (11 results)
  •  Duration models related problems in econometricsPrincipal Investigator

    • Principal Investigator
      ポチロン ヨアン
    • Project Period (FY)
      2023 – 2027
    • 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
  •  Econometric methods for high frequency dataPrincipal Investigator

    • Principal Investigator
      Potiron Yoann
    • Project Period (FY)
      2020 – 2023
    • Research Category
      Grant-in-Aid for Early-Career Scientists
    • Review Section
      Basic Section 07030:Economic statistics-related
    • Research Institution
      Keio University
  •  Forecasting and model selection in time-varying parameter modelsPrincipal Investigator

    • Principal Investigator
      Potiron Yoann
    • Project Period (FY)
      2017 – 2019
    • Research Category
      Grant-in-Aid for Young Scientists (B)
    • Research Field
      Economic statistics
    • Research Institution
      Keio University

All 2023 2022

All Presentation

  • [Presentation] Mutually exciting point processes with latency2023

    • Author(s)
      Yoann Potiron
    • Organizer
      2023 Asia Meeting of the Econometric Society at Tsinghua University
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K25504
  • [Presentation] Mutually exciting point processes with latency2023

    • Author(s)
      Yoann Potiron
    • Organizer
      Seminar at City University of Hong Kong College Business
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K25504
  • [Presentation] High-frequency estimation of Ito semimartingale baseline for Hawkes processes2023

    • Author(s)
      Yoann Potiron
    • Organizer
      The 16th International Conference of the ERCIM WG on CFE and Computational and Methodological Statistics (CFE-CMStatistics 2023)
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K25504
  • [Presentation] Vladimir Volkov Mutually exciting point processes with latency2023

    • Author(s)
      Yoann Potiron
    • Organizer
      Fifteenth Annual SoFiE Conference at Sungkyunkwan University
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K25504
  • [Presentation] Mutually exciting point processes with latency2023

    • Author(s)
      Yoann Potiron
    • Organizer
      The 6th International Conference on Econometrics and Statistics (EcoSta 2023)
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K25504
  • [Presentation] A tale of two time scales: applications in nonparametric Hawkes processes with Ito semimartingale baseline2022

    • Author(s)
      Potiron Yoann
    • Organizer
      33rd (EC)^2 Conference, Econometrics of High Frequency Data & Factor Models
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-20K13470
  • [Presentation] A tale of two time scales: applications in nonparametric Hawkes processes with Ito semimartingale baseline2022

    • Author(s)
      Potiron Yoann
    • Organizer
      The 15th International Conference of the ERCIM WG on CFE and Computational and Methodological Statistics (CFE-CMStatistics 2022)
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-20K13470
  • [Presentation] Existence in the inverse Shiryaev problem2022

    • Author(s)
      Potiron Yoann
    • Organizer
      The 5th International Conference on Econometrics and Statistics (EcoSta 2022)
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-20K13470
  • [Presentation] A tale of two time scales: applications in nonparametric Hawkes processes with Ito semimartingale baseline2022

    • Author(s)
      Potiron Yoann
    • Organizer
      Laboratoire Manceau de Mathematiques Le Mans University seminar
    • Data Source
      KAKENHI-PROJECT-20K13470
  • [Presentation] A tale of two time scales: applications in nonparametric Hawkes processes with Ito semimartingale baseline2022

    • Author(s)
      Potiron Yoann
    • Organizer
      Statistical Methods in Finance 2022
    • Invited
    • Data Source
      KAKENHI-PROJECT-20K13470
  • [Presentation] A tale of two time scales: applications in nonparametric Hawkes processes with Ito semimartingale baseline2022

    • Author(s)
      Potiron Yoann
    • Organizer
      Capital Fund Management Paris seminar
    • Data Source
      KAKENHI-PROJECT-20K13470

URL: 

Are you sure that you want to link your ORCID iD to your KAKEN Researcher profile?
* This action can be performed only by the researcher himself/herself who is listed on the KAKEN Researcher’s page. Are you sure that this KAKEN Researcher’s page is your page?

この研究者とORCID iDの連携を行いますか?
※ この処理は、研究者本人だけが実行できます。

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi