kawasaki yoshinori 川崎能典

… Alternative Names

KAWASAKI Yoshinori 川崎能典

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Researcher Number	70249910
Other IDs	https://orcid.org/0000-0002-1830-223X
External Links
Affiliation (Current)	2024: 統計数理研究所, 学際統計数理研究系, 教授
Affiliation (based on the past Project Information) *help	2024: 統計数理研究所, 学際統計数理研究系, 教授 2015 – 2023: 統計数理研究所, モデリング研究系, 教授 2015: 統計数理研究所, 大学共同利用機関等の部局等, 教授 2012 – 2014: 統計数理研究所, 大学共同利用機関等の部局等, 准教授 2007 – 2014: The Institute of Statistical Mathematics, Department of Statistical Modeling, Associate Professor … More 2012: 大学共同利用機関法人統計数理研究所, モデリング研究系, 准教授 2011: 統計数理研究所, モデリング研究科, 准教授 2010: 統計数理研究所, 准教授 2010: 東京大学, 統計数理研究所・モデリング研究系, 准教授 2005 – 2006: The Institute of Statistical Mathematics, Department of Statistical Modeling, Assoc. Prof., モデリング研究系, 助教授 1993 – 2004: 統計数理研究所, 予測制御研究系, 助手 Less
Review Section/Research Field	Principal Investigator Basic Section 07030:Economic statistics-related / Statistical science / Statistical science / Statistical science Except Principal Investigator Statistical science / Economic statistics / Statistical science / Basic Section 07030:Economic statistics-related / Basic Section 07060:Money and finance-related / Economic statistics … More / Sections That Are Subject to Joint Review: Basic Section07030:Economic statistics-related , Basic Section07060:Money and finance-related / Basic Section 07040:Economic policy-related / Public finance/Monetary economics / Applied economics Less
Keywords	Principal Investigator 時系列解析 / トピックモデル / ボラティリティ / 時系列モデル / 変数選択 / 多変量時系列 / 状態空間モデル / 正則化 / 関数データ解析 / バイアス補正 … More / リスク尺度 / 統計的極値理論 / 金融リスク管理 / 潜在ディリクレモデル / 自然言語処理 / 時系列予測 / Heterogeneous自己回帰 / Heterogeneous MDTM / 実現ボラティリティ / ボラティリティ予測 / 多重スケール / 動的トピックモデル / 高頻度データ / テキストデータ / 推定方程式 / モデル信頼集合 / HARモデル / マスク効果 / 対数死亡率 / 多変量自己回帰モデル / 経験類似度 / 円滑閾値型推定方程式 / スパース正則化 / Intervention Analysis / Risk Management / GARCH model / Term Structure of Interest Rates / Model Selection / Time Series Analysis / Regularization / Information criteria / ブートストラップ / 一般化動的線型モデル / 周辺化尤度 / 多変量GARCHモデル / オンライン学習システム / ロジットモデル / 干渉解析 / リスク管理 / GARCHモデル / 金利期間構造 / モデル選択 / 正則化法 / 情報量規準 / 高次元分割表解析 / 予測モデル / 多重共線性 / リスク解析 / 高次元交互作用 / 変数グルーピング / 分類・パターン認識 / スパース正則化法 / MIDAS回帰 / 不等間隔データ / 点過程 / ベンチマーク法 / 非同期観測 / 共分散構造 / 情報量平方根フィルタ / 情報量フィルタ / マルチファクターモデル / 季節調整 / 予測 / 並列計算 / 非定常時系列 / 共和分モデル / 次元縮約型多変量ARモデル … More Except Principal Investigator 状態空間モデル / Monte Carlo filter / ベイズモデル / モンテカルロフィルタ / 時系列解析 / Self-organization / Smoothing / State space model / 自己組織化 / 平滑化 / 情報量規準 / ボラティリティ / リスク尺度 / 計量ファイナンス / リスク管理 / 高頻度データ / 並列計算 / Non-Gaussian model / Nonlinear / Time Series Analysis / DECOMP / カルマンフィルタ / AIC / X-11 / 非線形モデル / 保険数理 / 経済統計学 / リスク計測 / コピュラ / 接合関数 / high frequency financial data / target tracking / 予測 / パワー寄与率 / 一般化情報量規準 / 逐次計算アルゴリズム / 知識発見 / 多変量ARモデル / 超多変量時系列 / Model averaging / 物理乱数 / 自己組織型モデル / モデル統合 / 一般状態空間モデル / Information criteria / General state-space model / 非ガウス型フィルタ / 非定常時系列 / 非ガウス型モデル / 非線形 / Kalman filter / モデル選択 / Web化ソフトウェア / モンテカルロ・フィルタ / 季節調整 / 遺伝的アルゴリズム / EIC / 人口統計 / 季節調整法 / 標本調査 / 小地域統計 / 経済統計 / 政府統計 / 階層ベイズ / モデリング / ブートストラップ / 特異モデル解析 / 高次元データ解析 / 傾向スコア解析 / 赤池情報量規準 / 統計的機械学習 / 生産性 / 規模依存政策 / コロナショック / 中小企業 / ゾンビ企業 / 中小企業政策 / 企業ダイナミクス / バックテスト / 死亡率予測 / 統計的極値理論 / リスク回避 / 情動 / 実験ファイナンス / 情動変動 / 投資行動 / 情動計測 / 投資実験モデル / 投資行動バイアス / バイタルセンシング / 情動変化 / 行動ファイナンス / 市場のミクロ構造 / 外国為替市場のミクロ構造 / 選択行動 / リスク回避度 / 国際比較研究 / オンライン実験 / リスク態度 / セロトニントランスポーター遺伝子 / 金融工学 / 非対称分布のモデリング / リスク因子の探索 / リスク計測手法 / 定量的リスク管理 / 国際情報交流 / 家計調査の改善と応用 / 標本調査票 / 人口予測 / 統計の秘匿 / 地域統計 / SNA / 匿名化 / パネル・データ / パネルデータ / データの匿名化 / Sampling / Environmental Risk / 環境基準値 / 水環境 / サンプリング / 環境リスク / prediction / power contribution / generalized information criterion / sequential computation / knowledge discovery / state-space model / multivariate AR model / high-dimensional time series / 一般化情報量基準 / physical random number / Data mining / DNA microarray / Markov switching / データマイニング / データマイニン / DNAマイクロアレイ / マルコフ切り替え / non-Gaussian filter / Bayesian model / time series analysis software / nonstationary time series / parallel computation / self organizing model / State -space model / 時系列解析ソフトウェア / 時系列析ソフトウェア / Parallel computation / Discovery science / Multivariate time series / 情報量基準 / 発見科学 / 多変量時系列 / Ultra High Frequency Data / Microstructure Approach / Public Effect / Market Efficiency / GARCH Model / ミクロ構造分析 / 為替レート / 非線形時系列モデル / 超高頻度データ / 市場のミクロ構造分析 / 開示効果 / 市場の効率性 / GARCHモデル / Monte Carlo method / Count data / Hyperparameter / Particle filter / Generalized state space model / Self-organizing / Hierarchical Bayesian model / PCクラスター / ベイズ推定 / 状態空間表現 / モデル結合 / モンテカルロ / カウントデータ / ハイパーパラメータ / 粒子フィルタ / Bayes model / Seasonal adjustment / ノンパラメトリック / カーネル法 / 非線形力学系 / ソフトウェア / 自己組織型時系列モデル / 一般化状態空間モデル / Stochastic Volatility model / 時変分散モデル / Sofware for Web / Monte Carlo Filter / Software for Web / 季節成分 / トレンド / 経済データ / 平骨化 / 経済時系列 / Genetic algorithm / Nonlinear model / State estimation / Time series analysis / 非定常 / 状態推定 / Co-integration / Genetic Algoritm / Dynamic model / Multivariate time series analysis / トレンド解析 / BAYSEA / 統計的モデル / 平滑化法 / 状態定門モデル / モンテカルロ法 / 経済システム / 共和分解析 / モンテカルロ・フィルター / 動的モデル / 多変量時系列解析 / 再帰的現象 / 希な現象 / 統計的リスク管理 / 社会・経済リスク / 高頻度金融データの統計学 / 保険の統計学 / 稀な現象と再帰的現象 / 統計学 / 確率過程 / 再起的事象 / 希な事象 / 保険リスク / 金融リスク / 経済リスク / ミクロ経済データ / 政府公表系列 / マクロ時系列 / ＧＤＰ統計 / ベンチマーク法 / ベンチマーク問題 / 季節調節法 / ミクロ統計データ / マクロ時系列データ / 数理統計学 / 構造変化 / 時系列分析 / コンピュータ・インテンシブ / 貯蓄投資差額 / 研究開発投資 / コルモゴロフ・スミルノフ検定 / カーネル推定 / 金融制約 / 企業規模分布 / 産業組織論 / 匿名化データ / 時空間モデリング / LCA / 社会実験 / オンサイト拠点 / 匿名データ / データサイエンス / 高頻度金融データの計量理論 / 社債の価格理論 / 統計的強度モデル / 信用リスク / 統計的金融リスク管理論 / 高頻度ファイナンス計量分析 / ミクロ金融市場 / 金融危機 / Brownian Passae Timeモデル / 点過程解析用ソフトウェア / 速度・状態摩擦法則 / GPS基線系列 / 前駆的非地震性すべり / クーロン破壊ストレス変化 / 相対的活発化・静穏化現象 / ベイズ法 / GPS測地時系列 / BPTモデル / 時空間ETASモデル / 地震予測 / 統計地震学 / 階層ベイズ時空間ETASモデル / GPS測地データ / クーロン破壊ストレス / 地震活動静穏化・活発化 / ETASモデル / コースコンテンツ / プロテオーム / ソフトコンピューティング / モデル化 / マイクロアレイ / ゲノム / スペクトル判別 / カルバックライブラーカーネル / 遺伝子ネットワーク / マイクロアレイデータ / ベイジアンネットワーク / グラフィカルモデル / シミュレーション / 非ガウス型分布 Less

Developing Information Criteria for Modern Statistics
- Principal Investigator
  
  二宮嘉行
- 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
  The Institute of Statistical Mathematics
Research on financial risk management using bias-reduced nonparametric extreme quantile estimatorPrincipal Investigator
- Principal Investigator
  
  川崎能典
- Project Period (FY)
  2022 – 2024
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  The Institute of Statistical Mathematics
Innovative development of statistical and machine learning approach focusing on the evaluation of financial and actuarial risk
- Principal Investigator
  
  塚原英敦
- Project Period (FY)
  2022 – 2025
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Seijo University
Basic research on the effect of economic and industrial policy on the firm dynamics of SMEs
- Principal Investigator
  
  Goto Yasuo
- Project Period (FY)
  2020 – 2022
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07040:Economic policy-related
- Research Institution
  Seijo University
Financial time series forecast using information extracted from text dataPrincipal Investigator
- Principal Investigator
  
  Kawasaki Yoshinori
- Project Period (FY)
  2019 – 2021
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  The Institute of Statistical Mathematics
Short Term Variability of Emotion and Asset Price: With Special Attention to the Distribution of SerotoninTransporter Gene
- Principal Investigator
  
  Susai Masayuki
- Project Period (FY)
  2018 – 2021
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Shiga University
  Nagasaki University
New developments of statistical methods for risk management in finance and insurance
- Principal Investigator
  
  Tsukahara Hideatsu
- Project Period (FY)
  2018 – 2020
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Seijo University
Multivariate time series modeling with sparse regularization and its applicationsPrincipal Investigator
- Principal Investigator
  
  Kawasaki Yoshinori
- Project Period (FY)
  2016 – 2018
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Statistical science
- Research Institution
  The Institute of Statistical Mathematics
Proposals for economic and official statistics in the perspective of theoretical statistics and applications
- Principal Investigator
  
  Yamamoto Taku
- Project Period (FY)
  2015 – 2018
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  Hitotsubashi University
  The Institute of Statistical Research
A study of statistical methods in quantitative risk management, focusing on copulas and risk measures
- Principal Investigator
  
  Tsukahara Hideatsu
- Project Period (FY)
  2015 – 2017
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Economic statistics
- Research Institution
  Seijo University
New Developments in Statistics of Economic Risk and Financial Risk
- Principal Investigator
  
  naoto kunitomo
- Project Period (FY)
  2013 – 2016
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  Meiji University
  The University of Tokyo
Implementation of decision support systems based on statistical classification/regression models with sparse regularizationPrincipal Investigator
- Principal Investigator
  
  Kawasaki Yoshinori
- Project Period (FY)
  2013 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Statistical science
- Research Institution
  The Institute of Statistical Mathematics
Computer-Intensive Statistical Methods and their Applications in Econometrics
- Principal Investigator
  
  Tanizaki Hisashi
- Project Period (FY)
  2011 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  Osaka University
Theoretical Foundations and Applications of Economic and Official Statistics
- Principal Investigator
  
  YAMAMOTO Taku
- Project Period (FY)
  2011 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  Nihon University
The Infrastructure Development of Statistical Analysis for Evidence-based Policy Making, and Verifying Validity
- Principal Investigator
  
  KITAGAWA Genshiro
- Project Period (FY)
  2010 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Statistical science
- Research Institution
  大学共同利用機関法人情報・システム研究機構(新領域融合研究センター及びライフサイ
   The Institute of Statistical Mathematics
Research on Effects of Financial Environment Changes on Firm Size Distributions
- Principal Investigator
  
  GOTO Yasuo
- Project Period (FY)
  2010 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Applied economics
- Research Institution
  Research Institute of Economy, Trade and Industry
New Developments in Financial Econometrics and Financial Markets in Japan
- Principal Investigator
  
  KUNITOMO Naoto
- Project Period (FY)
  2009 – 2011
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  The University of Tokyo
Statistical modeling based on multiple time series with various time resolutionPrincipal Investigator
- Principal Investigator
  
  KAWASAKI Yoshinori
- Project Period (FY)
  2009 – 2011
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Statistical science
- Research Institution
  The Institute of Statistical Mathematics
Construction of the foundations of statistical earthquake prediction research
- Principal Investigator
  
  OGATA Yosihiko
- Project Period (FY)
  2008 – 2010
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Statistical science
- Research Institution
  The Institute of Statistical Mathematics
Research on information fusion methods for multiple genomic data sources with heterogeneity based on hierarchical statistical modeling
- Principal Investigator
  
  HIGUCHI Tomoyuki
- Project Period (FY)
  2005 – 2008
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Statistical science
- Research Institution
  The Institute of Statistical Mathematics
統計科学における第三世代e-Learningの可能性とその展開
- Principal Investigator
  
  KANEFUJI Koji
- Project Period (FY)
  2005 – 2006
- Research Category
  
  Grant-in-Aid for Exploratory Research
- Research Field
  
  Statistical science
- Research Institution
  The Institute of Statistical Mathematics
Research on implementations of computer-intensive selection methods for regularized statistical modelsPrincipal Investigator
- Principal Investigator
  
  KAWASAKI Yoshinori
- Project Period (FY)
  2005 – 2007
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Statistical science
- Research Institution
  The Institute of Statistical Mathematics
On solution and research into a statistical problem in the water quality monitoring and modeling
- Principal Investigator
  
  KANEFUJI Koji
- Project Period (FY)
  2003 – 2005
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Statistical science
- Research Institution
  The Institute of Statistical Mathematics
次元縮約を伴う多変量時系列モデルに関する研究Principal Investigator
- Principal Investigator
  
  川崎能典
- Project Period (FY)
  2002 – 2004
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Statistical science
- Research Institution
  The Institute of Statistical Mathematics
Research on an integration methodology for combining many competing models with a dynamical mixing and/or switching
- Principal Investigator
  
  HIGUCHI Tomoyuki
- Project Period (FY)
  2002 – 2004
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Statistical science
- Research Institution
  The Institute of Statistical Mathematics
超高次元時系列における予測および情報抽出の方法
- Principal Investigator
  
  KITAGAWA Genshiro
- Project Period (FY)
  2002 – 2005
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Statistical science
- Research Institution
  The Institute of Statistical Mathematics
Development of Time Series Analysis Software Based on State-Space Modeling
- Principal Investigator
  
  KITAGAWA Genshiro
- Project Period (FY)
  2001 – 2004
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Statistical science
- Research Institution
  The Institute of Statistical Mathematics
Development of Knowledge Discovery Systems by using the Hierarchical Bayesian Time Series Models
- Principal Investigator
  
  HIGUCHI Tomoyuki
- Project Period (FY)
  2000 – 2003
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Statistical science
- Research Institution
  The Institute of Statistical Mathematics
A Research on Microstructure of Foreign Exchange Market with High Frequency Data
- Principal Investigator
  
  SUSAI Msayuki
- Project Period (FY)
  2000 – 2003
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Nagasaki University
Research on the Methodology of Information Extraction and Knowledge Discovery Based on Statistical Time Seeries Modeling
- Principal Investigator
  
  KITAGAWA Genshiro
- Project Period (FY)
  2000 – 2001
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Statistical science
- Research Institution
  THE INSTITUTE OF STATISTICAL MATHEMATICS
Research on the stability and robustness of seasonal adjustment procedure
- Principal Investigator
  
  TAMURA Yoshiyasu
- Project Period (FY)
  1999 – 2001
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Economic statistics
- Research Institution
  THE INSTITUTE OF STATISTICAL MATHEMATICS
Research of Parameter Estimation of the State Space Model and its Applications
- Principal Investigator
  
  KITAGAWA Genshiro
- Project Period (FY)
  1997 – 1998
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Statistical science
- Research Institution
  The Institute of Statistical Mathematics
自己組織型時系列フィルタの研究
- Principal Investigator
  
  KITAGAWA Genshiro
- Project Period (FY)
  1996
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Statistical science
- Research Institution
  The Institute of Statistical Mathematics
Research on Seasonal Adjustment of Economic Time Series
- Principal Investigator
  
  KITAGAWA Genshiro
- Project Period (FY)
  1996 – 1998
- Research Category
  
  Grant-in-Aid for international Scientific Research
- Research Field
  
  Economic statistics
- Research Institution
  The Institute of Statistical Mathematics
Research on Systemization of Time Series Analysis Software
- Principal Investigator
  
  KITAGAWA Genshiro
- Project Period (FY)
  1996 – 1998
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Statistical science
- Research Institution
  The Institute of Statistical Mathematics
Research on Nemerical Methods in Time Series Analysis
- Principal Investigator
  
  KITAGAWA Genshiro
- Project Period (FY)
  1994 – 1995
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  Statistical science
- Research Institution
  The Institute of Statistical Mathematics
Statistical Methods for the Seasonal Adjustment
- Principal Investigator
  
  ISHIGURO Makio
- Project Period (FY)
  1992 – 1994
- Research Category
  
  Grant-in-Aid for international Scientific Research
- Research Institution
  The Institute of Statistical Mathematics

[Book] 教養としてのデータサイエンス2021
- Author(s)
  北川源四郎、竹村彰通、内田誠一、川崎能典、孝忠大輔、佐久間淳、椎名洋、中川裕志、樋口知之、丸山宏
- Total Pages
  240
- Publisher
  講談社
- ISBN
  9784065238097
- Data Source
  KAKENHI-PROJECT-18H00836
[Book] 統計と日本社会－データサイエンス時代の展開2019
- Author(s)
  国友直人、山本拓（編著）、柳川尭、椿広計、鈴木督久、山口景子、佐和隆光、竹村彰通、中西寛子、青山和裕、下川敏雄、深尾京司、池内健太、多田洋介、阿向泰二郎、川崎茂、美添泰人、北村行伸
- Total Pages
  304
- Publisher
  東京大学出版会
- ISBN
  9784130434010
- Data Source
  KAKENHI-PROJECT-15H01943
[Book] 統計科学百科事典2018
- Author(s)
  樋口知之，田中勝人，川崎能典，岩崎　学，岸野洋久，国友直人，栗原考次，酒折文武，瀬尾　隆，竹村彰通，西井龍映，廣瀬英雄，水田正弘，足立浩平，松田安昌，今泉　忠，田村義保，南　美穂子，柿沢佳秀，土屋隆裕他
- Total Pages
  2130
- Publisher
  丸善出版
- ISBN
  4621303104
- Data Source
  KAKENHI-PROJECT-18H00873
[Book] 時系列分析ハンドブック2016
- Author(s)
  T. Subbarao, S. Subbarao, C. R. Rao著／北川源四郎，田中勝人，川崎能典監訳
- Total Pages
  788
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-25330049
[Book] 局所化フーリエ関数族を利用した多変量非定常時系列解析（「時系列解析ハンドブック」第14章）2016
- Author(s)
  H. Ombao著／川崎能典訳
- Total Pages
  788
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-23243038
[Book] 時系列分析ハンドブック2016
- Author(s)
  T. Subbarao, S. Subbarao, C. R. Rao著／北川源四郎，田中勝人，川崎能典監訳
- Total Pages
  788
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-15H03337
[Book] 時系列分析ハンドブック2016
- Author(s)
  T. Subbarao, S. Subbarao, C. R. Rao著／北川源四郎，田中勝人，川崎能典監訳
- Total Pages
  788
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-23243038
[Book] 知の巡りを良くする手法の連携活用サービス・製品の価値を高める価値創生プロセスのデザイン（「はじめに」を単著執筆）2014
- Author(s)
  大藤　正, 黒河　英俊（監修）, VCP-Net研究会（椿　広計, 大藤　正, 河村　敏彦, 林　利弘, 吉澤　正孝, 木内　正光, 永井　一志, 大脇　隆志, 郷　保直, 正木　敏明, 川崎　浩一, 救仁郷　誠, 黒河　英俊, 福澤　光啓）（編著）
- Total Pages
  135
- Publisher
  日本規格協会
- Data Source
  KAKENHI-PROJECT-22240030
[Book] CIRJE報告書 R-17 経済リスクの統計学の新展開2013：稀な事象と再起的事象2014
- Author(s)
  国友直人・川崎能典　共編
- Total Pages
  152
- Publisher
  株式会社ミイレー
- Data Source
  KAKENHI-PROJECT-25245033
[Book] CIRJE RESEARCH REPORT SERIES 11計量ファイナンス20112012
- Author(s)
  国友直人・川崎能典共編
- Total Pages
  157
- Publisher
  株式会社ミイレー
- Data Source
  KAKENHI-PROJECT-21243019
[Book] 経済時系列分析ハンドブック2012
- Author(s)
  刈屋武昭, 前川功一, 矢島美寛, 福地純一郎, 川崎能典
- Total Pages
  772
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-23243039
[Book] CIRJE RESEARCH REPORT SERIES 11計量ファイナンス2012
- Author(s)
  国友直人・川崎能典
- Total Pages
  157
- Publisher
  株式会社ミイレー
- Data Source
  KAKENHI-PROJECT-21243019
[Book] 経済時系列分析ハンドブック2012
- Author(s)
  刈屋武昭, 前川功一, 矢島美寛, 福地純一郎, 川崎能典 [編著]
- Total Pages
  772
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-22240030
[Book] 『経済時系列ハンドブック』2012
- Author(s)
  刈屋武昭, 前川功一, 矢島美寛, 福地純一郎, 川崎能典
- Total Pages
  772
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-23243038
[Book] モデルヴァリデーション(第3章:地球科学におけるモデルヴァリデーション)2005
- Author(s)
  樋口知之(他北川源四郎・岸野洋久・山下智志・川崎能典)
- Total Pages
  210
- Publisher
  共立出版
- Data Source
  KAKENHI-PROJECT-17200020
[Book] データサイエンス・シリーズ,モデルヴァリデーション2005
- Author(s)
  北川源四郎, 岸野洋久, 樋口知之, 山下智志, 川崎能典
- Total Pages
  210
- Publisher
  共立出版
- Data Source
  KAKENHI-PROJECT-13558025
[Book] モデルヴァリデーション(第2章分担執筆)2005
- Author(s)
  北川源四郎, 岸野洋久, 樋口知之, 山下智志, 川崎能典
- Total Pages
  210
- Publisher
  共立出版
- Data Source
  KAKENHI-PROJECT-14780177
[Book] モデルヴァリデーション(第3章:地球科学におけるモデルヴァリデーション)2005
- Author(s)
  樋口知之(他北川源四郎, 岸野洋久, 山下智志, 川崎能典)
- Total Pages
  210
- Publisher
  共立出版
- Data Source
  KAKENHI-PROJECT-17200020
[Book] 日本経済の変化と経済予測(第3章分担執筆)福田慎一, 粕谷宗久[編]2004
- Author(s)
  北川源四郎, 川崎能典
- Total Pages
  261
- Publisher
  東京大学出版会
- Data Source
  KAKENHI-PROJECT-14780177
[Book] 日本経済の構造変化と経済予測,福田慎一,粕谷宗久編,第3章系列モデルによるインフレ率の予測2004
- Author(s)
  北川源四郎, 川崎能典
- Publisher
  東京大学出版会
- Data Source
  KAKENHI-PROJECT-14380127
[Journal Article] GARCH-UGH: a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series2022
- Author(s)
  H. Kaibuchi，Y. Kawasaki，G. Stupfler
- Journal Title
  
  Quantitative Finance
  
  Volume: － Issue: 7 Pages: 1-18
- DOI
  10.1080/14697688.2022.2048061
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H00836, KAKENHI-PROJECT-20J15188, KAKENHI-PROJECT-22K01431, KAKENHI-PROJECT-20H01502
[Journal Article] Volatility Forecasting with the Heterogeneous AR-type Multiscale Dynamic Topic Model2021
- Author(s)
  Kawasaki, Y. and Morimoto, T.
- Journal Title
  
  2021年度JAFEE夏季大会予稿集
  
  Volume: 1 Pages: 12-21
- Data Source
  KAKENHI-PROJECT-19K01597
[Journal Article] Volatility Forecasting with the Heterogeneous AR-type Multiscale Dynamic Topic Model2021
- Author(s)
  Yoshinori Kawasaki, Takayuki Morimoto
- Journal Title
  
  JAFEE大会予稿集（第55回2021年度夏季JAFEE大会）
  
  Volume: 55 Pages: 12-21
- Data Source
  KAKENHI-PROJECT-20H01502
[Journal Article] Volatility Forecasting with the Heterogeneous AR-type Multiscale Dynamic Topic Model2021
- Author(s)
  Yoshinori Kawasaki et al.
- Journal Title
  
  第55回2021年度夏季JAFEE大会予稿集
  
  Volume: 1 Pages: 12-21
- Data Source
  KAKENHI-PROJECT-20H01502
[Journal Article] Volatility forecasting with empirical similarity: Japanese stock market case2017
- Author(s)
  Morimoto Takayuki, Kawasaki Yoshinori
- Journal Title
  
  JSM Proceedings, Business and Economics Statistics Section
  
  Volume: 2017 Pages: 2483-2510
- NAID
  120006727364
- Data Source
  KAKENHI-PROJECT-16K00067
[Journal Article] 整数値自己回帰モデルの最近の発展2017
- Author(s)
  中嶋雅彦，酒折文武，川崎能典
- Journal Title
  
  統計数理
  
  Volume: 65 Pages: 323-339
- NAID
  120006727375
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-15H03337
[Journal Article] Volatility forecasting with empirical similarity: Japanese stock market case2017
- Author(s)
  Morimoto Takayuki、Kawasaki Yoshinori
- Journal Title
  
  Joint Statistical Meeting 2017 Proceedings, Business and Economics Statistics Section
  
  Volume: - Pages: 2483-2510
- NAID
  120006727364
- Data Source
  KAKENHI-PROJECT-15H01943
[Journal Article] VARモデルによる因果関係の推論－内閣支持率と株価を例に2017
- Author(s)
  川崎能典
- Journal Title
  
  岩波データサイエンス刊行委員会編『岩波データサイエンスVol. 6』（図書所収論文）
  
  Volume: - Pages: 68-81
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15H03337
[Journal Article] Forecasting Financial Market Volatility Using a Dynamic Topic Model2017
- Author(s)
  Morimoto Takayuki、Kawasaki Yoshinori
- Journal Title
  
  Asia-Pacific Financial Markets
  
  Volume: 24 Issue: 3 Pages: 149-167
- DOI
  10.1007/s10690-017-9228-z
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16K00067, KAKENHI-PROJECT-15H01943, KAKENHI-PROJECT-15H03337, KAKENHI-PROJECT-15K03406
[Journal Article] Volatility forecasting with empirical similarity: Japanese stock market case2017
- Author(s)
  Morimoto, T. and Kawasaki, Y.
- Journal Title
  
  JSM Proceedings, Business and Economics Statistics Section
  
  Volume: - Pages: 2483-2510
- NAID
  120006727364
- Data Source
  KAKENHI-PROJECT-15H03337
[Journal Article] 経験類似度に基づくボラティリティ予測2017
- Author(s)
  森本孝之、川崎能典
- Journal Title
  
  統計数理
  
  Volume: 65 Pages: 155-180
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-15H01943
[Journal Article] 整数値自己回帰モデルの最近の発展2017
- Author(s)
  中嶋雅彦，酒折文武，川崎能典
- Journal Title
  
  統計数理
  
  Volume: 65 Pages: 323-339
- NAID
  120006727375
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-16K00067
[Journal Article] 整数値自己回帰モデルの最近の発展2017
- Author(s)
  中嶋雅彦、酒折文武、川崎能典
- Journal Title
  
  統計数理
  
  Volume: 65 Pages: 323-339
- NAID
  120006727375
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-15H01943
[Journal Article] VARモデルによる因果関係の推論－内閣支持率と株価を例に2017
- Author(s)
  川崎能典
- Journal Title
  
  岩波データサイエンス刊行委員会編『岩波データサイエンスVol. 6』（図書所収論文）
  
  Volume: 6 Pages: 68-81
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16K00067
[Journal Article] 経験類似度に基づくボラティリティ予測2017
- Author(s)
  森本孝之，川崎能典
- Journal Title
  
  統計数理
  
  Volume: 65 Pages: 155-180
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-16K00067
[Journal Article] Detecting genetic association through shortest paths in a bidirected graph2017
- Author(s)
  Ueki M, Kawasaki Y, Tamiya G
- Journal Title
  
  Genetic Epidemiology
  
  Volume: 未定 Issue: 6 Pages: 481-497
- DOI
  10.1002/gepi.22051
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-16K00064, KAKENHI-PROJECT-16K00067, KAKENHI-PROJECT-16K08638, KAKENHI-PUBLICLY-16H01528, KAKENHI-PROJECT-15H01943, KAKENHI-PROJECT-16H05242
[Journal Article] VARモデルによる因果関係の推論－内閣支持率と株価を例に2017
- Author(s)
  川崎能典
- Journal Title
  
  岩波データサイエンス刊行委員会編『岩波データサイエンスVol. 6』（図書所収論文）
  
  Volume: - Pages: 68-81
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15H01943
[Journal Article] 経験類似度に基づくボラティリティ予測2017
- Author(s)
  森本孝之，川崎能典
- Journal Title
  
  統計数理
  
  Volume: 65 Pages: 155-180
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-15H03337
[Journal Article] 内閣支持率と株価の因果関係2016
- Author(s)
  川崎能典
- Journal Title
  
  応用経済時系列研究会報告集
  
  Volume: 33 Pages: 1-6
- Data Source
  KAKENHI-PROJECT-16K00067
[Journal Article] 経済統計・政府統計の理論と応用20162016
- Author(s)
  山本拓・国友直人・川崎能典編
- Journal Title
  
  CIRJE RESEARCH REPORT SERIES
  
  Volume: 21 Pages: 1-127
- Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-15H01943
[Journal Article] Change in trading rules and its impact on the distributional properties of commodity futures2015
- Author(s)
  Kawasaki, Y., Aoki, Y.
- Journal Title
  
  JSM Proceedings
  
  Volume: なし Pages: 1604-1616
- Data Source
  KAKENHI-PROJECT-23243038
[Journal Article] The challenges of transportation/traffic statistics in Japan and directions for the future2015
- Author(s)
  Kawasaki, S.
- Journal Title
  
  IATSS Research
  
  Volume: 39(1) Pages: 1-8
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-15H01943
[Journal Article] Change in trading rules and its impact on the distributional properties of commodity futures2015
- Author(s)
  Kawasaki, Y., Aoki, Y.
- Journal Title
  
  JSM Proceedings
  
  Volume: なし Pages: 1604-1616
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H03337
[Journal Article] Sparse predictive modeling for bank telemarketing success using smooth-threshold estimating equations2015
- Author(s)
  Kawasaki, Y., Ueki, M.
- Journal Title
  
  Journal of Japanese Society of Computational Statistics
  
  Volume: 28 Issue: 1 Pages: 53-66
- DOI
  10.5183/jjscs.1502003_217
- NAID
  130005434011
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H01943, KAKENHI-PROJECT-23243038, KAKENHI-PROJECT-25245033, KAKENHI-PROJECT-25330049, KAKENHI-PROJECT-15H03337
[Journal Article] Change in trading rules and its impact on the distributional properties of commodity futures2015
- Author(s)
  Kawasaki, Y., Aoki, Y.
- Journal Title
  
  JSM Proceedings
  
  Volume: なし Pages: 1604-1616
- Data Source
  KAKENHI-PROJECT-15H01943
[Journal Article] 経済統計・政府統計の数理的基礎と応用‐III2014
- Author(s)
  川崎能典・国友直人・山本拓　共編
- Journal Title
  
  CIRJE報告書 R-16
  
  Volume: CIRJE-R-16
- Data Source
  KAKENHI-PROJECT-23243039
[Journal Article] 経済リスクの統計学の新展開2013：稀な事象と再起的事象2014
- Author(s)
  国友直人・川崎能典共編
- Journal Title
  
  CIRJE報告書R-17（東京大学経済学部）
  
  Volume: CIRJE-R-17
- Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-25245033
[Journal Article] Detection of heterogeneous structures on the Gaussian copula model using predictive power entropy2013
- Author(s)
  Notsu, A., Kawasaki, Y. and Eguchi, S.
- Journal Title
  
  ISRN Probability and Statistics
  
  Volume: 2013 Pages: 1-10
- DOI
  10.1155/2013/787141
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22240030, KAKENHI-PROJECT-23243038, KAKENHI-PROJECT-24240042, KAKENHI-PROJECT-25245033, KAKENHI-PROJECT-25280008, KAKENHI-PROJECT-25330049
[Journal Article] Multiple choice from competing regression models under multicollinearity based on standardized update2013
- Author(s)
  Ueki, M.and Kawasaki, Y.
- Journal Title
  
  Computational Statistics and Data Analysis
  
  Volume: 63 Pages: 31-41
- DOI
  10.1016/j.csda.2013.01.019
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22240030, KAKENHI-PROJECT-23243038, KAKENHI-PROJECT-23243039, KAKENHI-PROJECT-25330049, KAKENHI-PROJECT-25870074
[Journal Article] 「最尤法，情報量基準によるモデル選択」2012
- Author(s)
  川崎能典
- Journal Title
  
  『経済時系列分析ハンドブック』 (刈屋武昭・前川功一・矢島美寛・川崎能典・福地純一郎編，朝倉書店)
  
  Volume: 1章7節 Pages: 93-108
- Data Source
  KAKENHI-PROJECT-23243038
[Journal Article] 「市場リスクの計測とバックテスト」2012
- Author(s)
  川崎能典
- Journal Title
  
  『経済時系列分析ハンドブック』 (刈屋武昭・前川功一・矢島美寛・川崎能典・福地純一郎編，朝倉書店)
  
  Volume: 8章2節 Pages: 602-615
- Data Source
  KAKENHI-PROJECT-23243038
[Journal Article] A consistent nonparametric test for nonlinear causality2011
- Author(s)
  Nishiyama, Y., et al
- Journal Title
  
  Journal of Econometrics
  
  Volume: 165 Issue: 1 Pages: 112-127
- DOI
  10.1016/j.jeconom.2011.05.010
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21500287, KAKENHI-PROJECT-22240030, KAKENHI-PROJECT-23243038, KAKENHI-PROJECT-23243039, KAKENHI-PROJECT-23530253
[Journal Article] ベンチマーク問題と経済時系列:GDP速報とGDP確報を巡って2011
- Author(s)
  国友直人・川崎能典
- Journal Title
  
  経済学論集
  
  Volume: 77-1 Pages: 2-19
- NAID
  40018974093
- Data Source
  KAKENHI-PROJECT-23243039
[Journal Article] ベンチマーク問題と経済時系列:GDP速報とGDP確報を巡って2011
- Author(s)
  国友直人, 川崎能典
- Journal Title
  
  経済学論集
  
  Volume: 77(1) Pages: 2-19
- NAID
  40018974093
- Data Source
  KAKENHI-PROJECT-22240030
[Journal Article] 2項モデルの予測による金融リスク最小化:理論と応用2011
- Author(s)
  赤司健太郎, 川崎能典
- Journal Title
  
  統計数理
  
  Volume: 59(1) Pages: 25-40
- NAID
  120006020398
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22240030
[Journal Article] A Consistent nonparametric test for nonlinear causality. Specification in time series regression2011
- Author(s)
  Nishiyama, Y., Hitomi, K., Kawasaki, Y., Jeong, K.
- Journal Title
  
  Journal of Econometrics
  
  Volume: Vol.165 Pages: 112-127
- NAID
  120003437138
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21500287
[Journal Article] Automatic grouping using smooth-threshold estimating equations2011
- Author(s)
  Ueki, M., Kawasaki, Y.
- Journal Title
  
  Electronic Journal of Statistics
  
  Volume: Vol.5 Pages: 309-328
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21500287
[Journal Article] ベンチマーク問題と経済時系列(GDP速報とGDP確報を巡って)2011
- Author(s)
  国友直人, 川崎能典
- Journal Title
  
  東京大学大学院経済学研究科CIRJEディスカッションペーパーシリーズ
  
  Volume: J-234 Pages: 1-30
- NAID
  40018974093
- Data Source
  KAKENHI-PROJECT-21500287
[Journal Article] ベンチマーク問題と経済時系列: GDP速報とGDP速報を巡って2011
- Author(s)
  国友直人、川崎能典
- Journal Title
  
  経済学論集(東京大学経済学部)
  
  Volume: 77巻 Pages: 2-19
- Data Source
  KAKENHI-PROJECT-21500287
[Journal Article] 2項モデルの予測による金融リスク最小化:理論と応用2011
- Author(s)
  赤司健太郎, 川崎能典
- Journal Title
  
  統計数理
  
  Volume: 59 Pages: 25-40
- NAID
  120006020398
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23243038
[Journal Article] 2項モデルの予測による金融リスク最小化:理論と応用2011
- Author(s)
  赤司健太郎, 川崎能典
- Journal Title
  
  統計数理
  
  Volume: 59 Pages: 25-40
- NAID
  120006020398
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21243019
[Journal Article] Automatic grouping using smooth-threshold estimating equations2011
- Author(s)
  Ueki, M., Kawasaki, Y.
- Journal Title
  
  Electronic Journal of Statistics
  
  Volume: 5 Issue: none Pages: 309-328
- DOI
  10.1214/11-ejs608
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22240030, KAKENHI-PROJECT-22590300, KAKENHI-PROJECT-23243038, KAKENHI-PROJECT-23243039
[Journal Article] ベンチマーク問題と経済時系列:GDP速報とGDP確報を巡って2011
- Author(s)
  国友直人, 川崎能典
- Journal Title
  
  経済学論集(東京大学経済学部)
  
  Volume: 77 Pages: 2-19
- NAID
  40018974093
- Data Source
  KAKENHI-PROJECT-21500287
[Journal Article] ベンチマーク問題と経済時系列:GDP速報とGDP確報を巡って2011
- Author(s)
  国友直人, 川崎能典
- Journal Title
  
  経済学論集(東京大学経済学部)
  
  Volume: 77 Pages: 2-19
- NAID
  40018974093
- Data Source
  KAKENHI-PROJECT-23243038
[Journal Article] Variable selection in discrete choice models2010
- Author(s)
  川崎能典、植木優夫
- Journal Title
  
  Proceedings of Joint Statistical Meeting 2010
  
  Pages: 4924-4934
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22240030
[Journal Article] Variable selection in discrete choice models2010
- Author(s)
  Kawasaki, Y. and Ueki, M.
- Journal Title
  
  Proceedings of Joint Statistical Meeting 2010
  
  Pages: 4924-4934
- Data Source
  KAKENHI-PROJECT-21243019
[Journal Article] Variable selection in discrete choice models2010
- Author(s)
  Kawasaki, Y., Ueki, M.
- Journal Title
  
  Proceedings of Joint Statistical Meeting 2010
  
  Volume: 1 Pages: 4924-4934
- Data Source
  KAKENHI-PROJECT-21500287
[Journal Article] 金融リスク管理と逆巾則, その現実的含意2010
- Author(s)
  川崎能典
- Journal Title
  
  日本行動計量学会第38回大会抄録集
  
  Pages: 310-311
- Data Source
  KAKENHI-PROJECT-21243019
[Journal Article] 金融リスク管理と逆巾則、その現実的含意2010
- Author(s)
  川崎能典
- Journal Title
  
  日本行動計量学会第38回大会抄録
  
  Volume: 1 Pages: 310-311
- Data Source
  KAKENHI-PROJECT-21500287
[Journal Article] 金融リスク管理と逆巾則,その現実的含意2010
- Author(s)
  川崎能典
- Journal Title
  
  日本行動計量学会第38回大会抄録集
  
  Pages: 310-311
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22240030
[Journal Article] 金融リスク管理と逆巾則,その現実的含意2010
- Author(s)
  川崎能典
- Journal Title
  
  日本行動計量学会第38回大会抄録集
  
  Pages: 310-311
- Data Source
  KAKENHI-PROJECT-21243019
[Journal Article] Variable selection in discrete choice models2010
- Author(s)
  Kawasaki, Y., Ueki, M.
- Journal Title
  
  Proceedings of Joint Statistical Meeting 2010
  
  Pages: 4924-4934
- Data Source
  KAKENHI-PROJECT-21243019
[Journal Article] Long term trend analysis of water quality in Lake Biwa2009
- Author(s)
  Kawasaki, Y., Kawai, K., Okubo, T., Kanefuji, K.
- Journal Title
  
  Proc. Of MODSIM09
  
  Pages: 3172-3178
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21500287
[Journal Article] Long term trend analysis of water quality in Lake Biwa2009
- Author(s)
  Kawasaki, Y., Kawai, K., Okubo, T., Kanefuji, K.
- Journal Title
  
  Proceedings of 18th World IMACS Congress and MODSIM09 1
  
  Pages: 3172-3178
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21500287
[Journal Article] Consistent nonparamtetric tests for Granger causality2009
- Author(s)
  Nishiyama, Y., Hitomi, K., Kawasaki, Y., Jeoung, K.H.
- Journal Title
  
  Proceedings of Joint Statistical Meeting 2008 1
  
  Pages: 3131-3138
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21500287
[Journal Article] Common intervention analysis in multivariate nonstationary time series2007
- Author(s)
  Kawasaki Y., Koga T.and Kanefuji K.
- Journal Title
  
  Proceedings of MODSIM07 International Congress on Modeling and Simulation 1
  
  Pages: 2989-2995
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17500189
[Journal Article] Common intervention analysis in nonstationary multivariate time series2007
- Author(s)
  Kawasaki, Y, Koga, T., Kanefuji, K.
- Journal Title
  
  Proceedings of MOSDIM07 International Congress on Modeling and Simulation
  
  Pages: 2989-2995
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17500189
[Journal Article] イントラデイVaRによるGARCHモデルの比較実証2006
- Author(s)
  森本孝之, 川崎能典
- Journal Title
  
  統計数理 54巻・1号
  
  Pages: 5-21
- NAID
  120006019044
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17500189
[Journal Article] An empirical comparison of multivariate OARCH models based on intraday Value at Risk2006
- Author(s)
  Morimoto, T., Kawasaki, Y.
- Journal Title
  
  Proceedings of The Institute of Statistical Mathematics 54
  
  Pages: 5-21
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17500189
[Journal Article] On development of a courseware of statistics and synchronized web-based statistical analysis system2006
- Author(s)
  K.Kanefuji, Y.Kawasaki, S.Sato, T.Sumiya, Y.Ochi
- Journal Title
  
  E-Learn 2006 Proceedings, Honolulu, USA
  
  Pages: 73-76
- Data Source
  KAKENHI-PROJECT-17650084
[Journal Article] An empirical comparioson of GARCH models based on intraday Value at Risk2005
- Author(s)
  Morimoto, T., Kawasaki, Y.
- Journal Title
  
  Advances in Computational Methods in Sciences and Engineering 2005 (Simos, T., Maroulis, G.eds.),(Brill Academic Pub) 4B
  
  Pages: 1299-1302
- Data Source
  KAKENHI-PROJECT-17500189
[Journal Article] Estimatin term structure using nonlinear splines : a penalized likelihood approach2005
- Author(s)
  Kawasaki, Y., Ando, T.
- Journal Title
  
  MODSIM05 International Congress on Modeling and Simulation, Advances in Applications for Management and Decision Making
  
  Pages: 864-870
- Data Source
  KAKENHI-PROJECT-17500189
[Journal Article] Estimating term structure using nonlinear splines : a penalized likelihood approach2005
- Author(s)
  Kawasaki, Y., Ando, T.
- Journal Title
  
  Proceedings of MODSIMO5 International Congress on Modeling and Simulation
  
  Pages: 864-870
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17500189
[Journal Article] Estimating term structure using nonlinear splines:a penalized likelihood approach2005
- Author(s)
  Kawasaki, Y. and Ando, T.
- Journal Title
  
  MODSIM05 International Congress on Modeling and Simulation, Advances in Applications for Management and Decision Making 1
  
  Pages: 864-870
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17500189
[Journal Article] An empirical comparioson of GARCH models based on intraday Value at Risk2005
- Author(s)
  Morimoto, T. and Kawasaki, Y.
- Journal Title
  
  Advances in Computational Methods in Sciences and Engineering 2005 (Simos, T, and Maroulis, G.eds.), Brill Academic Pub 4B
  
  Pages: 1299-1302
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17500189
[Journal Article] An empirical comparison of GARCH models based on intraday Value at Risk2005
- Author(s)
  Morimoto, T., Kawasaki, Y.
- Journal Title
  
  Advances in Computational Methods in Sciences and Engineerings 2005 Vol.4B
  
  Pages: 1299-1302
- NAID
  120006019044
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17500189
[Journal Article] Functional data analysis of the dynamics of yield curves, COMPSTAT 20042004
- Author(s)
  Kawasaki, Y., Ando
- Journal Title
  
  Proceedings in Computational Statisitcs : 16th Symposium Held in Prague Czech Republic, J.Antoch (ed.), Physica- Verlag
  
  Pages: 1309-1316
- Data Source
  KAKENHI-PROJECT-14380127
[Journal Article] Do seasonal unit roots matter for forecasting monthly industrial production?2004
- Author(s)
  Kawasaki, Y, Franses, P.H.
- Journal Title
  
  Journal of Forecasting 23・2
  
  Pages: 77-88
- Data Source
  KAKENHI-PROJECT-14380127
[Journal Article] Functional data analysis of the dynamics of yield curves, COMPSTAT 20042004
- Author(s)
  Kawasaki, Y., Ando
- Journal Title
  
  Proceedings in Computational Statistics : 16th Symnposium Held in Prague Czech Republic, J.Antoch(ed.), Physica- Verlag
  
  Pages: 1309-1316
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14380127
[Journal Article] Do seasonal unit roots matter for forecasting monthly industrial production?2004
- Author(s)
  Kawasaki, Y., Franses, P.H.
- Journal Title
  
  Journal of Forecasting Vol.23 No.2
  
  Pages: 77-88
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14380127
[Journal Article] Do size and sector classification matter for long-short trading strategies?2004
- Author(s)
  Kawasaki, Y., Udaka, H., Hirano, T.
- Journal Title
  
  Computational Finance and Its Applications (Wessex Institute of Technology, ed.) (WIP Press)
  
  Pages: 3-11
- Data Source
  KAKENHI-PROJECT-14780177
[Journal Article] Do seasonal unit roots matter for forecasting monthly industrial production?2004
- Author(s)
  Kawasaki, Y.
- Journal Title
  
  Journal of Forecasting 23,2
  
  Pages: 77-88
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14380127
[Journal Article] 主産関数のノンパラメトリック統計解析2004
- Author(s)
  小西葉子, 西山慶彦, 安道知寛, 川崎能典
- Journal Title
  
  応用統計学 33巻, 2号
  
  Pages: 157-179
- Data Source
  KAKENHI-PROJECT-14780177
[Journal Article] 生産関数のノンパラメトリック統計解析2004
- Author(s)
  小西葉子, 西山慶彦, 安道知寛, 川崎能典
- Journal Title
  
  応用統計学 33・2
  
  Pages: 157-179
- NAID
  10013687037
- Data Source
  KAKENHI-PROJECT-14380127
[Journal Article] Functional data analysis of the dynamics of yield curves, COMPSTAT 20042004
- Author(s)
  Kawasaki, Y.
- Journal Title
  
  Proceedings in Computational Statistics : 16th Symposium Held in Prague Czech Republic, J.Antoch(ed.), Physica-Verlag
  
  Pages: 1309-1316
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14380127
[Journal Article] Functional data analysis of the dynamics of yield curves2004
- Author(s)
  Kawasaki, Y., Ando, T.
- Journal Title
  
  COMPSTAT 2004 - Proceedings in Computational Statistics (J.Antoch, ed.), Physica-Verlag
  
  Pages: 1309-1316
- Data Source
  KAKENHI-PROJECT-14780177
[Journal Article] Do seasonal unit roots matter for forecasting monthly industrial production?2004
- Author(s)
  Kawasaki, Y., Franses, P.H.
- Journal Title
  
  Journal of Forecasting Vol.23, No.2
  
  Pages: 77-88
- Data Source
  KAKENHI-PROJECT-14780177
[Journal Article] 生産関数のノンパラメトリック統計解析2004
- Author(s)
  小西葉子, 西山慶彦, 安道知寛, 川崎能典
- Journal Title
  
  応用統計学 Vol.33 No.2
  
  Pages: 157-179
- NAID
  10013687037
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14380127
[Journal Article] Do size and sector classification matter for long-short trading strategies?2004
- Author(s)
  Kawasaki, Y.
- Journal Title
  
  Computational Finance and Its Applications, Wessex Institute of Technology (ed.), WIT Press
  
  Pages: 3-11
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14380127
[Journal Article] Do size and sector classification matter for long-short trading strategies?2004
- Author(s)
  Kawasaki, Y., Udaka, H., Hirano, T
- Journal Title
  
  Computational Finance and Its Applications, Wessex Institute of Technology (ed.), WIT Press
  
  Pages: 3-11
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14380127
[Journal Article] A characterization of long-short trading strategies based on cointegration2003
- Author(s)
  Kawasaki, Y.
- Journal Title
  
  Proceedings of IEEE International Conference on Computational Intelligence for Financial Engineering
  
  Pages: 411-416
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-13558025
[Journal Article] Nonparametric statistical inference in production function2003
- Author(s)
  Konishi, Y., Nishiyama, Y., Ando, T., Kawasaki, Y.
- Journal Title
  
  Proceedings of Science of Modeling : The 30th Anniversary of the Information Criterion(AIC)
  
  Pages: 384-385
- NAID
  10014067177
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14380127
[Journal Article] On penalized likelihood estimation of yield curves2003
- Author(s)
  Kawasaki, Y.
- Journal Title
  
  Proceedings of Science of Modeling : The 30th Anniversary of the Information Criterion (AIC) 382-283
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-13558025
[Journal Article] A characterization of long-short tradings based on cointegration2003
- Author(s)
  Kawasaki, Y.
- Journal Title
  
  Proceedings of IEEE International Conference on Computational Intelligence for Financial Engineering
  
  Pages: 411-416
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-13558025
[Journal Article] On penalized likelihood estimation of yield curves2003
- Author(s)
  Kawasaki, Y.
- Journal Title
  
  Proceedings of Science of Modeling : The 30th Anniversary of the Information Criterion (AIC)
  
  Pages: 382-383
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-13558025
[Journal Article] Detecting seasonal unit roots in a structural time series model2002
- Author(s)
  Kawasaki, Y.
- Journal Title
  
  Journal of Applied Statistics 30
  
  Pages: 373-387
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-13558025
[Journal Article] 正則化非線形回帰モデルによるイールドカーブの推定2002
- Author(s)
  川崎能典
- Journal Title
  
  統計数理 50
  
  Pages: 151-166
- NAID
  10013896902
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-13558025
[Presentation] A Bias-reduced Approach for Dynamic Extreme Value-at-Risk Estimation in Financial Time Series2023
- Author(s)
  Kawasaki, Y.
- Organizer
  ISM Symposium on Environmental Statistics 2023
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K01431
[Presentation] Comparative VaR backtesting: GARCH-EVT versus GARCH-UGH2023
- Author(s)
  Kawasaki, Y.
- Organizer
  ISI-ISM-ISSAS Joint Conference 2023
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K01431
[Presentation] Comparative VaR backtesting: GARCH-EVT versus GARCH-UGH2022
- Author(s)
  Kawasaki, Yoshinori
- Organizer
  ISI-ISM-ISSAS Joint Conference
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H01502
[Presentation] Volatility Forecasting with the Heterogeneous AR-type Multiscale Dynamic Topic Model2021
- Author(s)
  Yoshinori Kawasaki, Takayuki Morimoto
- Organizer
  第55回2021年度夏季JAFEE大会
- Data Source
  KAKENHI-PROJECT-20H01502
[Presentation] Volatility Forecasting with the Heterogeneous AR-type Multiscale Dynamic Topic Model2021
- Author(s)
  Kawasaki, Y. and Morimoto, T.
- Organizer
  日本金融・証券計量・工学学会
- Data Source
  KAKENHI-PROJECT-19K01597
[Presentation] Volatility Forecasting with the Heterogeneous AR-type Multiscale Dynamic Topic Model2021
- Author(s)
  Y. Kawasaki，T. Morimoto
- Organizer
  第55回2021年度夏季JAFEE大会
- Data Source
  KAKENHI-PROJECT-18H00836
[Presentation] On a HAR-type Specification in Dynamic Topic Model and its Application in Volatility Forecasting2020
- Author(s)
  Y. Kawasaki，T. Morimoto
- Organizer
  11th CEQURA Conference 2020 on Advances in Financial and Insurance Risk Management
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H00836
[Presentation] Examining the Effects of Expanded Trading Hours Using High Frequency Data in Finance2020
- Author(s)
  Yoshinori Kawasaki
- Organizer
  Joint Statistical Meeting 2020
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H00836
[Presentation] On a HAR-type Specification in Dynamic Topic Model and its Application in Volatility Forecasting2020
- Author(s)
  Kawasaki, Y. and Morimoto, T.
- Organizer
  11th CEQURA Conference 2020 on Advances in Financial and Insurance Risk Management
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01597
[Presentation] RS-Decomp2020
- Author(s)
  川崎能典
- Organizer
  2020年度R研究集会(統計数理研究所共同利用研究集会「データ解析環境Rの整備と利用」)
- Data Source
  KAKENHI-PROJECT-19K01597
[Presentation] Examining the Effects of Expanded Trading Hours Using High Frequency Data in Finance2020
- Author(s)
  Kawasaki, Y.
- Organizer
  Joint Statistical Meeting (JSM) 2020
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01597
[Presentation] A bias-reduced GARCH-EVT approach for financial risk estimation2020
- Author(s)
  貝淵響，川崎能典，Gilles Stupfler
- Organizer
  2020年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-19K01597
[Presentation] Forecasting Financial Market Volatility Using a Dynamic Topic Model2019
- Author(s)
  Yoshinori Kawasaki
- Organizer
  62nd ISI World Statistics Congress
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H00836
[Presentation] 高齢無業世帯の貯蓄と消費行動について2019
- Author(s)
  川崎茂
- Organizer
  科学研究プロジェクト「経済統計・政府統計の理論と応用」研究集会
- Data Source
  KAKENHI-PROJECT-15H01943
[Presentation] Value-at-Risk estimation: A novel GARCH-EVT approach dealing with bias and heteroscedasticity2019
- Author(s)
  貝淵響, 川崎能典
- Organizer
  第13回日本統計学会春季集会
- Data Source
  KAKENHI-PROJECT-16K00067
[Presentation] A novel GARCH-EVT approach to VaR estimation dealing with bias and heteroscedasticity2019
- Author(s)
  川崎能典
- Organizer
  中之島ワークショップ「金融工学・数理ファイナンスの諸問題2019」
- Data Source
  KAKENHI-PROJECT-18H00836
[Presentation] テキストデータからの情報抽出を利用した時系列予測2019
- Author(s)
  川崎能典
- Organizer
  科学研究プロジェクト「経済統計・政府統計の理論と応用」研究集会
- Data Source
  KAKENHI-PROJECT-15H01943
[Presentation] A novel GARCH-EVT approach dealing with bias and heteroscedasticity2019
- Author(s)
  Kaibuchi, H. and Kawasaki, Y.
- Organizer
  CEQURA Conference 2019 on Advances in Financial and Insurance Risk Management, Munich, Germany
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01597
[Presentation] テキスト系列からの動的トピックの抽出によるボラティリティ予測2019
- Author(s)
  川崎能典
- Organizer
  リスク解析戦略研究センター第7回金融シンポジウム「金融が直面する新環境への対応と方法論II」
- Data Source
  KAKENHI-PROJECT-18H00836
[Presentation] Forecasting Financial Market Volatility Using a Dynamic Topic Model2019
- Author(s)
  Kawasaki, Y. and Morimoto, T.
- Organizer
  ISI-ISM-ISSAS Joint Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H00836
[Presentation] Forecasting Financial Market Volatility Using a Dynamic Topic Model2019
- Author(s)
  Kawasaki, Y. and Morimoto, T.
- Organizer
  ISI-ISM-ISSAS Joint Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H00873
[Presentation] テキスト系列からの動的トピックの抽出によるボラティリティ予測2019
- Author(s)
  川崎能典
- Organizer
  リスク解析戦略研究センター第7回金融シンポジウム「金融が直面する新環境への対応と方法論II」
- Data Source
  KAKENHI-PROJECT-19K01597
[Presentation] A novel GARCH-EVT approach dealing with bias and heteroscedasticity2019
- Author(s)
  Yoshinori Kawasaki
- Organizer
  10th CEQURA Conference on Advances in Financial and Insurance Risk Management
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H00836
[Presentation] A novel GARCH-EVT approach to VaR estimation dealing with bias and heteroscedasticity2019
- Author(s)
  貝淵響，川崎能典
- Organizer
  2019年度中之島ワークショップ「金融工学・数理計量ファイナンスの諸問題2019」
- Data Source
  KAKENHI-PROJECT-19K01597
[Presentation] Forecasting Financial Market Volatility Using a Dynamic Topic Model2019
- Author(s)
  Kawasaki, Y. and Morimoto, T.
- Organizer
  62nd ISI World Statistics Congress, Kuala Lumpur, Malaysia
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01597
[Presentation] Forecasting Financial Market Volatility Using a Dynamic Topic Model2019
- Author(s)
  Kawasaki Y.、Morimoto T.
- Organizer
  ISI-ISM-ISSAS Joint Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H01943
[Presentation] Forecasting Financial Market Volatility Using a Dynamic Topic Model2019
- Author(s)
  Kawasaki, Y.
- Organizer
  2019 ISI-ISM-ISSAS Joint Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K00067
[Presentation] Comparison of EVT Methods for GARCH-EVT Approach Applied to Financial Time Series2018
- Author(s)
  Kaibuchi H.、Kawasaki Y.
- Organizer
  11th International Conference of the ERCIM WG on Computational and Methodological Statistics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H01943
[Presentation] Forecasting Financial Market Volatility Using a Dynamic Topic Model2018
- Author(s)
  Kawasaki, Y., and Morimoto, T.
- Organizer
  CEQURA Conference 2018 on Advances in Financial and Insurance Risk Management
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H00836
[Presentation] Comparison of EVT methods for GARCH-EVT approach applied to financial time series2018
- Author(s)
  Kaibuchi, H., Kawasaki, Y.
- Organizer
  11th International Conference of the ERCIM WG on Computational and Methodological Statistics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K00067
[Presentation] Forecasting Financial Market Volatility Using a Dynamic Topic Model2018
- Author(s)
  Kawasaki Y.、Morimoto T.
- Organizer
  CEQURA Conference 2018 on Advances in Financial and Insurance Risk Management
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H01943
[Presentation] Forecasting Financial Market Volatility Using a Dynamic Topic Model2018
- Author(s)
  Kawasaki, Y.
- Organizer
  CEQURA Conference 2018 on Advances in Financial and Insurance Risk Management
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K00067
[Presentation] 円滑閾値型推定方程式による与信スコアリング2018
- Author(s)
  川崎能典
- Organizer
  リスク解析戦略研究センター第6回金融シンポジウム
- Data Source
  KAKENHI-PROJECT-16K00067
[Presentation] Comparison of EVT methods for GARCH-EVT approach applied to financial time series2018
- Author(s)
  Kaibuchi, H. and Kawasaki, Y.
- Organizer
  11th International Conference of the ERCIM WG on Computational and Methodological Statistics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H00873
[Presentation] 景気指標としての個人消費関連統計について2017
- Author(s)
  川崎茂
- Organizer
  研究集会「経済統計・政府統計の理論と応用」
- Place of Presentation
  東京大学経済学部
- Data Source
  KAKENHI-PROJECT-15H01943
[Presentation] Volatility forecasting with empirical similarity: Japanese stock market case2017
- Author(s)
  Kawasaki, Y. and Morimoto, T
- Organizer
  8th CEQURA Conference on Advances in Financial and Insurance Risk Management
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H03337
[Presentation] 景気指標としての個人消費関連統計の比較研究2017
- Author(s)
  川崎茂
- Organizer
  科研プロジェクト「経済統計・政府統計の理論と応用」研究集会
- Data Source
  KAKENHI-PROJECT-15H01943
[Presentation] Scale mixture of Skewed Kalman filter and its application2017
- Author(s)
  Kawasaki Yoshinori
- Organizer
  ISI 61st World Statistics Congress
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K00067
[Presentation] Scale mixture of Skewed Kalman filter and its application2017
- Author(s)
  Yoshinori Kawasaki
- Organizer
  ISI 61st World Statistics Congress
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H03337
[Presentation] 経験類似度に基づくボラティリティの推定と予測2017
- Author(s)
  森本孝之，川崎能典
- Organizer
  2017年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-16K00067
[Presentation] 経験類似度に基づくボラティリティの推定と予測2017
- Author(s)
  森本孝之，川崎能典
- Organizer
  2017年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-15H03337
[Presentation] 経験類似度に基づくボラティリティの推定と予測2017
- Author(s)
  森本孝之，川崎能典
- Organizer
  2017年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-15H01943
[Presentation] Volatility forecasting with empirical similarity: Japanese stock market case2017
- Author(s)
  Kawasaki Yoshinori, Morimoto Takayuki
- Organizer
  Joint Statistical Meeting 2017
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K00067
[Presentation] Volatility forecasting with empirical similarity: Japanese stock market case2017
- Author(s)
  Kawasaki Yoshinori, Morimoto Takayuki
- Organizer
  11th International Conference on Computational and Financial Econometrics 2017
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K00067
[Presentation] Volatility forecasting with empirical similarity: Japanese stock market case2017
- Author(s)
  Kawasaki Yoshinori, Morimoto Takayuki
- Organizer
  CEQURA Conference 2017 on Advances in Financial and Insurance Risk Management
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K00067
[Presentation] Volatility forecasting with empirical similarity: Japanese stock market2016
- Author(s)
  Morimoto, T. and Kawasaki, Y
- Organizer
  The 36th International Symposium on Forecasting
- Place of Presentation
  Santander, Spain
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K00067
[Presentation] Risk analysis of asymmetric price changes in Japanese commodity futures2016
- Author(s)
  Kawasaki, Y. and Aoki, Y.
- Organizer
  CEQURA Conference 2016 on Advances in Financial and Insurance Risk Management
- Place of Presentation
  Munich, Germany
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H01943
[Presentation] Risk analysis of asymmetric price changes in Japanese commodity futures2016
- Author(s)
  Kawasaki, Y. and Aoki, Y.
- Organizer
  CEQURA Conference 2016 on Advances in Financial and Insurance Risk Management
- Place of Presentation
  ミュンヘン，ドイツ
- Year and Date
  2016-09-26
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H03337
[Presentation] Sparse predictive modeling for bank telemarketing success using smooth-threshold estimating equations2016
- Author(s)
  Kawasaki, Y. and Ueki, M.
- Organizer
  Joint Statistical Meeting 2016
- Place of Presentation
  Chicago, IL, U.S.A. (McCormick Center)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H01943
[Presentation] Effective search for masked explanatory variables in linear regression2016
- Author(s)
  Kawasaki, Y. and Ueki, M.
- Organizer
  ANU-UC-ISM Joint Symposium on Environmental Statistics 2016
- Place of Presentation
  Canberra, Australia
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H01943
[Presentation] Asymmetric modeling of price change in commodity futures2016
- Author(s)
  Kawasaki, Y. and Aoki, Y.
- Organizer
  First Seoul-Tokyo-Stanford Workshop on Financial Statistics and Risk Management
- Place of Presentation
  Seoul, Korea
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K00067
[Presentation] Asymmetric modeling of price change in commodity futures2016
- Author(s)
  Kawasaki, Y. and Aoki, Y.
- Organizer
  1st Seoul-Tokyo-Stanford workshop on "Financial Statistics and Risk Management"
- Place of Presentation
  ソウル，韓国
- Year and Date
  2016-04-01
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H03337
[Presentation] Intraday periodicity of high frequent commodity futures data2016
- Author(s)
  Kawasaki, Y. and Yoshida, Y.
- Organizer
  The 3rd ISM International Statistical Conference
- Place of Presentation
  クアラルンプール，マレーシア
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H03337
[Presentation] Volatility forecasting with empirical similarity: Japanese stock market case2016
- Author(s)
  Morimoto, T. and Kawasaki, Y.
- Organizer
  The 36th International Symposium on Forecasting
- Place of Presentation
  Santander, Spain
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H01943
[Presentation] Intraday periodicity of high frequent commodity futures data2016
- Author(s)
  Kawasaki, Y. and Yoshida, Y.
- Organizer
  The 3rd ISM International Statistical Conference
- Place of Presentation
  Kuala Lumpur, Malaysia
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H01943
[Presentation] Asymmetric modeling of price change in commodity futures2016
- Author(s)
  Kawasaki, Y. and Aoki, Y.
- Organizer
  First Seoul-Tokyo-Stanford Workshop on Financial Statistics and Risk Management
- Place of Presentation
  Seoul, Korea
- Data Source
  KAKENHI-PROJECT-15H01943
[Presentation] Volatility forecasting with empirical similarity: Japanese stock market case2016
- Author(s)
  Morimoto, T. and Kawasaki, Y
- Organizer
  The 36th International Symposium on Forecasting
- Place of Presentation
  サンタンデール，スペイン
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H03337
[Presentation] Sparse predictive modeling for bank telemarketing success using smooth-threshold estimating equations2016
- Author(s)
  Kawasaki, Y. and Ueki, M.
- Organizer
  Joint Statistical Meeting 2016
- Place of Presentation
  Chicago, U.S.A.
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K00067
[Presentation] Scale mixture of skewed Kalman filter and its application2015
- Author(s)
  Kawasaki, Y. , Kurisu, D.
- Organizer
  Workshop on Complex Systems Modeling and Estimation Challenges in Big Data 2015 (CSM2015)
- Place of Presentation
  The Institute of Statistical Mathematics, Tachikawa (Japan)
- Year and Date
  2015-07-16
- Data Source
  KAKENHI-PROJECT-15H01943
[Presentation] Scale mixtureを用いたskewed Kalman filterの拡張とその応用2015
- Author(s)
  栗栖大輔，川崎能典
- Organizer
  2015年度統計関連学会連合大会
- Place of Presentation
  岡山大学津島キャンパス(岡山)
- Year and Date
  2015-09-06
- Data Source
  KAKENHI-PROJECT-25330049
[Presentation] Variable selection and grouping by smooth-threshold estimating equation2015
- Author(s)
  Kawasaki Y
- Organizer
  Statistical Computing Asia 2015
- Place of Presentation
  Institute of Statistical Science, Academia Sinica (Taipei)
- Year and Date
  2015-07-01
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25330049
[Presentation] Change in trading rules and its impact on the distributional properties of commodity futures2015
- Author(s)
  Kawasaki, Y. and Aoki, Y.
- Organizer
  Joint Statistical Meeting 201
- Place of Presentation
  Seattle, WA, U.S.A. (Washington State Convention Center)
- Year and Date
  2015-08-11
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] Scale mixture of skewed Kalman filter and its application2015
- Author(s)
  Kawasaki Y, Kurisu D
- Organizer
  Workshop on Complex Systems Modeling and Estimation Challenges in Big Data 2015
- Place of Presentation
  The Institute of Statistical Mathematics (Tachikawa)
- Year and Date
  2015-07-16
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25330049
[Presentation] Sparse predictive modeling for bank telemarketing success using smooth-threshold estimating equations2015
- Author(s)
  Kawasaki, Y. and Ueki, M.
- Organizer
  8th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2015)
- Place of Presentation
  ロンドン，英国
- Year and Date
  2015-12-12
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H03337
[Presentation] Scale mixtureを用いたskewed Kalman filterの拡張とその応用2015
- Author(s)
  栗栖大輔，川崎能典
- Organizer
  2015年度統計関連学会連合大会
- Place of Presentation
  岡山大学（岡山県岡山市）
- Year and Date
  2015-09-08
- Data Source
  KAKENHI-PROJECT-15H01943
[Presentation] Sparse predictive modeling for bank telemarketing success using smooth-threshold estimating equations2015
- Author(s)
  Kawasaki, Y. and Ueki, M.
- Organizer
  8th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2015)
- Place of Presentation
  London, U.K. (University of London, Senate House)
- Year and Date
  2015-12-12
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] Change in trading rules and its impact on the distributional properties of commodity futures2015
- Author(s)
  Kawasaki, Y. , Aoki, Y.
- Organizer
  Joint Statistical Meeting 201
- Place of Presentation
  Washington State Convention Center, Seattle (USA)
- Year and Date
  2015-08-11
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H01943
[Presentation] Scale mixture of skewed Kalman filter and its application2015
- Author(s)
  Kawasaki, Y. and Kurisu, D.
- Organizer
  Workshop on Complex Systems Modeling and Estimation Challenges in Big Data 2015 (CSM2015)
- Place of Presentation
  統計数理研究所
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H03337
[Presentation] Scale mixture of skewed Kalman filter and its application2015
- Author(s)
  Kawasaki, Y. and Kurisu, D.
- Organizer
  Workshop on Complex Systems Modeling and Estimation Challenges in Big Data 2015 (CSM2015)
- Place of Presentation
  Tachikawa, Tokyo (The Institute of Statistical Mathematics)
- Year and Date
  2015-07-16
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] Change in trading rules and its impact on the distributional properties of commodity futures2015
- Author(s)
  Kawasaki, Y. and Aoki, Y.
- Organizer
  Joint Statistical Meeting 2015
- Place of Presentation
  シアトル，米国
- Year and Date
  2015-08-08
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H03337
[Presentation] Variable selection and grouping by smooth-threshold estimating equations2015
- Author(s)
  Kawasaki, Y.
- Organizer
  Statistical Computing Asia 2015
- Place of Presentation
  Taipei, Taiwan (Institute of Statistical Science, Academia Sinica)
- Year and Date
  2015-07-01
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] 経験類似度に基づくボラティリティ予測2015
- Author(s)
  森本孝之，川崎能典
- Organizer
  科研費研究集会「経済リスクの統計学の新展開：稀な事象と再起的事象」
- Place of Presentation
  東京大学 (東京都文京区）
- Year and Date
  2015-12-18
- Data Source
  KAKENHI-PROJECT-15H01943
[Presentation] Change in trading rules and its impact on the distributional properties of commodity futures2015
- Author(s)
  Kawasaki Y, Aoki Y
- Organizer
  Joint Statistical Meeting 2015
- Place of Presentation
  Washington State Convention Center (Seattle)
- Year and Date
  2015-08-11
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25330049
[Presentation] Sparse predictive modeling for bank telemarketing success using smooth-threshold estimating equations2015
- Author(s)
  Kawasaki, Y., Ueki, M.
- Organizer
  8th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2015)
- Place of Presentation
  University of London, London (UK)
- Year and Date
  2015-12-12
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H01943
[Presentation] Variable selection and grouping by smooth-threshold estimating equations2015
- Author(s)
  Yoshinori Kawasaki
- Organizer
  Statistical Computing Asia 2015
- Place of Presentation
  台北，台湾
- Year and Date
  2015-07-01
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H03337
[Presentation] Scale mixtureを用いたskewed Kalman filterの拡張とその応用2015
- Author(s)
  栗栖大輔，川崎能典
- Organizer
  2015年度統計関連学会連合大会
- Place of Presentation
  岡山市（岡山大学）
- Year and Date
  2015-09-08
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] 円滑閾値型推定方程式によるリスク因子の探索法とその応用2015
- Author(s)
  川崎能典
- Organizer
  応用統計学会2015年度年会
- Place of Presentation
  京都大学芝蘭会館稲森ホール、京都市
- Year and Date
  2015-03-14
- Invited
- Data Source
  KAKENHI-PROJECT-25330049
[Presentation] Scale mixture of skewed Kalman filter and its application2015
- Author(s)
  Kawasaki, Y. and Kurisu, D.
- Organizer
  Workshop on Complex Systems Modeling and Estimation Challenges in Big Data 2015 (CSM2015)
- Place of Presentation
  Tachikawa, Tokyo (The Institute of Statistical Mathematics)
- Year and Date
  2015-07-01
- Data Source
  KAKENHI-PROJECT-25245033
[Presentation] Sparse predictive modeling for bank telemarketing success using smooth-threshold estimating equations2015
- Author(s)
  Kawasaki Y, Ueki M
- Organizer
  CFE/CMStatistics 2015
- Place of Presentation
  University of London, Senate House (London)
- Year and Date
  2015-12-12
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25330049
[Presentation] 円滑閾値型推定方程式によるリスク因子の探索法とその応用2015
- Author(s)
  川崎能典
- Organizer
  応用統計学会2015年度年会
- Place of Presentation
  京都大学芝蘭会館稲盛ホール（京都府、京都市）
- Year and Date
  2015-03-14
- Invited
- Data Source
  KAKENHI-PROJECT-25245033
[Presentation] 経験類似度に基づくボラティリティ予測2015
- Author(s)
  森本孝之，川崎能典
- Organizer
  科研費研究集会「経済リスクの統計学の新展開：稀な事象と再起的事象」
- Place of Presentation
  東京都（東京大学）
- Year and Date
  2015-12-18
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] 円滑閾値型推定方程式によるリスク因子の探索法とその応用2015
- Author(s)
  川崎能典
- Organizer
  応用統計学会2015年度年会
- Place of Presentation
  京都，京都大学芝蘭会館稲盛ホール
- Year and Date
  2015-03-14
- Invited
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] 円滑閾値型推定方程式によるリスク因子の探索法とその応用2015
- Author(s)
  川崎能典
- Organizer
  応用統計学会2015年度年会
- Place of Presentation
  京都大学芝蘭会館稲盛ホール（京都市）
- Year and Date
  2015-03-14
- Invited
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] Variable selection and grouping by smooth-threshold estimating equations2015
- Author(s)
  Kawasaki, Y.
- Organizer
  Statistical Computing Asia 2015
- Place of Presentation
  Institute of Statistical Science, Academia Sinica, Taipei (Taiwan)
- Year and Date
  2015-07-01
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H01943
[Presentation] An analysis of changing intraday patterns by extension of trading hours in Japanese future markets2014
- Author(s)
  吉田靖，川崎能典
- Organizer
  日本ファイナンス学会第22回大会
- Place of Presentation
  中央大学多摩キャンパス（東京都、多摩市）
- Year and Date
  2014-06-01
- Data Source
  KAKENHI-PROJECT-25245033
[Presentation] Detection of heterogeneous structures on the Gaussian copula model using projective power entropy2014
- Author(s)
  Kawasaki, Y., Notsu, A. and Eguchi S.
- Organizer
  Joint Statistical Meeting 2014
- Place of Presentation
  Boston, MA, U.S.A.
- Year and Date
  2014-08-04
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] Change in trading rules and its impact on the distributional properties of commodity futures2014
- Author(s)
  Kawasaki, Y. and Aoki, Y.
- Organizer
  CFE-ERCIM (8th-Computational and Financial Econometrics, 7th-International Conference on Computational and Methodological Statistics)
- Place of Presentation
  University of Pisa, Pisa (Italy)
- Year and Date
  2014-12-07
- Data Source
  KAKENHI-PROJECT-25245033
[Presentation] Keeping competitive regression models on hand - Standardized update and its application2014
- Author(s)
  Kawasaki, Y. and Ueki, M.
- Organizer
  IMS-ASC 2014
- Place of Presentation
  Sydney, New South Wales, Australia
- Year and Date
  2014-07-07
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] Predictive modeling in socio-economic data using smooth-thresholding2014
- Author(s)
  Kawasaki, Y.
- Organizer
  International Conference on Statistical Analysis of Large Scale High Dimensional Socio-Economic Data
- Place of Presentation
  東北大学経済学部（仙台市）
- Year and Date
  2014-11-06
- Invited
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] Keeping competitive regression models on hand - Standardized update and its application2014
- Author(s)
  Kawasaki, Y. and Ueki, M.
- Organizer
  IMS-ASC 2014
- Place of Presentation
  Australian Technology Park (Sydney, New South Wales, Australia)
- Year and Date
  2014-07-07
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] Change in trading rules and its impact on the distributional properties of commodity futures2014
- Author(s)
  Kawasaki, Y. and Aoki, Y.
- Organizer
  8th International Conference on Computational and Financial Econometrics (CFE2014)
- Place of Presentation
  Pisa, Italy
- Year and Date
  2014-12-07
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] Detection of heterogeneous structures on the Gaussian copula model using projective power entropy2014
- Author(s)
  Kawasaki, Y., Notsu, A. and Eguchi S.
- Organizer
  Joint Statistical Meeting 2014
- Place of Presentation
  Boston Convention & Exhibition Center, Boston (U.S.A.)
- Year and Date
  2014-08-04
- Data Source
  KAKENHI-PROJECT-23243039
[Presentation] Predictive modeling in socio-economic data using smooth-thresholding2014
- Author(s)
  Kawasaki, Y.
- Organizer
  International Conference on Statistical Analysis of Large Scale High Dimensional Socio-Economic Data
- Place of Presentation
  宮城，東北大学川内キャンパス
- Year and Date
  2014-11-06
- Invited
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] Predictive modeling in socio-economic data using smooth-thresholding2014
- Author(s)
  Kawasaki, Y.
- Organizer
  International Conference on Statistical Analysis of Large Scale High Dimensional Socio-Economic Data
- Place of Presentation
  東北大学（宮城県仙台市）
- Year and Date
  2014-11-06
- Invited
- Data Source
  KAKENHI-PROJECT-23243039
[Presentation] Choosing multiple good regression models under multicollinearity2014
- Author(s)
  Ueki, M., Kawasaki, Y.
- Organizer
  International Statistical Symposium CSA-KSS-JSS Special Invited Sessions
- Place of Presentation
  National Chiao Tung University, Taipei, Taiwan
- Year and Date
  2014-12-06
- Invited
- Data Source
  KAKENHI-PROJECT-25330049
[Presentation] スパース正則化に基づく変数選択・グルーピングとその応用2014
- Author(s)
  川崎能典, 植木優夫
- Organizer
  第8回日本統計学会春季集会
- Place of Presentation
  同志社大学, 京都市
- Invited
- Data Source
  KAKENHI-PROJECT-25330049
[Presentation] An analysis of changing intraday patterns by extension of trading hours in Japanese future markets2014
- Author(s)
  吉田靖，川崎能典
- Organizer
  日本ファイナンス学会第22回大会
- Place of Presentation
  東京，中央大学多摩キャンパス
- Year and Date
  2014-06-01
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] Detection of heterogeneous structures on the Gaussian copula model using projective power entropy2014
- Author(s)
  Kawasaki, Y., Notsu, A. and Eguchi S.
- Organizer
  Joint Statistical Meeting 2014
- Place of Presentation
  Boston Convention & Exhibition Center (Boston, MA, U.S.A.)
- Year and Date
  2014-08-04
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] Keeping competitive regression models on hand - Standardized update and its application2014
- Author(s)
  Kawasaki, Y. and Ueki, M.
- Organizer
  IMS-ASC 2014
- Place of Presentation
  Australian Technology Park, Sydney (Australia)
- Year and Date
  2014-07-07
- Data Source
  KAKENHI-PROJECT-23243039
[Presentation] 事象系列としての高頻度金融データ：市場制度変更の影響分析2013
- Author(s)
  川崎能典，吉田靖
- Organizer
  2013年度統計関連学会連合大会
- Place of Presentation
  大阪大学(豊中市)
- Data Source
  KAKENHI-PROJECT-25245033
[Presentation] 多重共線条件下における複数の回帰モデル選択2013
- Author(s)
  植木優夫, 川崎能典
- Organizer
  2013年度統計関連学会連合大会
- Place of Presentation
  大阪大学, 大阪市
- Data Source
  KAKENHI-PROJECT-25330049
[Presentation] Nonparametric estimation of yield curves with L-spline2013
- Author(s)
  Kawasaki, Y. ,Horikoshi, Y.
- Organizer
  7-th International Conference on Computational and Financial Econometrics (CFE 2013)
- Place of Presentation
  Senate House, University of London ( U.K.)
- Data Source
  KAKENHI-PROJECT-25245033
[Presentation] 平滑化スプラインANOVAによるイールドカーブ推定2013
- Author(s)
  堀越保徳，川崎能典
- Organizer
  2013年度統計関連学会連合大会
- Place of Presentation
  大阪大学(豊中市)
- Data Source
  KAKENHI-PROJECT-25245033
[Presentation] 多重共線条件下における複数の回帰モデル選択2013
- Author(s)
  植木優夫，川崎能典
- Organizer
  2013年度統計関連学会連合大会
- Place of Presentation
  大阪大学(豊中市)
- Data Source
  KAKENHI-PROJECT-23243039
[Presentation] Multiple choice from competing regression models under multicollinearity based on standardized update2013
- Author(s)
  Kawasaki, Y. ,Ueki, M.
- Organizer
  Joint Statistical Meeting 2013
- Place of Presentation
  Montreal Palais de Gongres (Montreal, QC, Canada)
- Data Source
  KAKENHI-PROJECT-23243039
[Presentation] サーキットブレーカ制度下での商品先物の市場リスク2013
- Author(s)
  青木義充，川崎能典
- Organizer
  日本金融・証券計量・工学学会第39回大会
- Place of Presentation
  明治大学(東京都)
- Data Source
  KAKENHI-PROJECT-25245033
[Presentation] Nonparametric estimation of yield curves with L-spline2013
- Author(s)
  Kawasaki, Y., Horikoshi, Y.
- Organizer
  7-th International Conference on Computational and Financial Econometrics (CFE 2013)
- Place of Presentation
  University of London, London, U.K.
- Data Source
  KAKENHI-PROJECT-25330049
[Presentation] Multiple choice from competing regression models under multicollinearity based on standardized update2013
- Author(s)
  Kawasaki, Y., Ueki, M.
- Organizer
  Joint Statistical Meeting 2013
- Place of Presentation
  Palais de Gongres, Montreal, QC, Canada
- Data Source
  KAKENHI-PROJECT-25330049
[Presentation] Yield curve estimation using both bid and ask prices of coupon bonds2013
- Author(s)
  Kawasaki, Y.
- Organizer
  JAFEE-Columbia-ISM International Conference
- Place of Presentation
  統計数理研究所（立川市）
- Data Source
  KAKENHI-PROJECT-23243039
[Presentation] リスクプレミアムの予測モデルとその応用2012
- Author(s)
  川崎能典
- Organizer
  研究集会「新しい金融データ分析とリスク管理手法」
- Place of Presentation
  筑波大学大塚(東京都)
- Year and Date
  2012-03-15
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] 稀少事象の統計学2012
- Author(s)
  川崎能典
- Organizer
  情報とシステム2011～システムズ・レジリエンス-「想定外」を科学する
- Place of Presentation
  学術総合センター一橋記念講堂
- Year and Date
  2012-02-15
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] リスクプレミアムの予測モデルとその応用2012
- Author(s)
  川崎能典
- Organizer
  新しい金融データ分析とリスク管理手法
- Place of Presentation
  筑波大学東京キャンパス
- Year and Date
  2012-03-15
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] 商品先物市場のリスク計測:制度変更の影響分析2012
- Author(s)
  川崎能典
- Organizer
  社会のイノベーションを誘発する情報システム
- Place of Presentation
  学術情報センター(東京都)
- Year and Date
  2012-02-14
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] On variable grouping by smooth-thresholding2012
- Author(s)
  川崎能典
- Organizer
  研究集会「数理統計学の沃野」
- Place of Presentation
  慶應義塾大学理工学部（横浜市）
- Data Source
  KAKENHI-PROJECT-23243039
[Presentation] 商品先物市場のリスク計測:制度変更の影響分析2012
- Author(s)
  青木義充, 川崎能典
- Organizer
  融合プロジェクト国際ワークショップ(ISSI2011)
- Place of Presentation
  国立情報学研究所
- Year and Date
  2012-02-14
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] 計数時系列のモデリングと応用2012
- Author(s)
  川崎能典
- Organizer
  研究集会「時系列・時空間統計解析の新たなる展開」
- Place of Presentation
  東京大学経済学部（文京区）
- Data Source
  KAKENHI-PROJECT-23243039
[Presentation] Grouping variables and collapsing levels in credit scoring2012
- Author(s)
  Kawasaki, Y.
- Organizer
  Joint Statistical Meeting 2012
- Place of Presentation
  San Diego, CA, U.S.A. (San Diego Convention Center)
- Data Source
  KAKENHI-PROJECT-23243039
[Presentation] 稀少事象の統計学2012
- Author(s)
  川崎能典
- Organizer
  情報・システム研究機構シンポジウム2011
- Place of Presentation
  一橋記念講堂(東京都)
- Year and Date
  2012-02-15
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] Automatic grouping using smooth-threshold estimating equations2011
- Author(s)
  川崎能典
- Organizer
  Summer Workshop on Economic Theory 2011
- Place of Presentation
  小樽商科大(北海道小樽市)(招待講演)
- Year and Date
  2011-08-10
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] 2項モデルの予測による金融リスク最小化2011
- Author(s)
  川崎能典
- Organizer
  日本計算機統計学会
- Place of Presentation
  亀田福祉センター(北海道函館市)
- Year and Date
  2011-05-08
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] 経済時系列とベンチマーク問題(GDPへの応用)2011
- Author(s)
  国友直人, 川崎能典
- Organizer
  科研費研究集会「経済統計・政府統計の数理的基礎と応用」
- Place of Presentation
  東京大学
- Year and Date
  2011-09-12
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] Automatic grouping using smooth-threshold estimating equations2011
- Author(s)
  植木優夫, 川崎能典
- Organizer
  Summer Workshop on Economic Theory 2011
- Place of Presentation
  小樽商科大学
- Year and Date
  2011-08-10
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] Binary Prediction to Minimize Total Risk2011
- Author(s)
  Kawasaki, Y.
- Organizer
  Joint Statistical Meeting 2011
- Place of Presentation
  Miami Beach, FL, U.S.A.
- Year and Date
  2011-08-02
- Data Source
  KAKENHI-PROJECT-23243039
[Presentation] Binary Prediction to Minimize Total Risk2011
- Author(s)
  Akashi, K., Kawasaki, Y.
- Organizer
  2011 Joint Statistical Meeting
- Place of Presentation
  Miami Beach, U.S.A.
- Year and Date
  2011-08-02
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] 打ち切りを考慮した株価変動の時系列モデル2011
- Author(s)
  青木義充、川崎能典
- Organizer
  2011年度統計関連学会連合大会
- Place of Presentation
  九州大学(福岡市)
- Year and Date
  2011-09-07
- Data Source
  KAKENHI-PROJECT-21500287
[Presentation] 2項モデルの予測による金融リスク最小化2011
- Author(s)
  赤司健太郎, 川崎能典
- Organizer
  日本計算機統計学会第25回大会
- Place of Presentation
  函館市亀田福祉センター
- Year and Date
  2011-05-08
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] 打ち切りを考慮した株価変動の時系列モデル2011
- Author(s)
  青木義充, 川崎能典
- Organizer
  2011年度統計関連学会連合大会
- Place of Presentation
  九州大学伊都キャンパス
- Year and Date
  2011-09-07
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] 2項モデルの予測によるリスク総額最小化2011
- Author(s)
  赤司健太郎、川崎能典
- Organizer
  関西計量経済学研究会2010年度研究発表会
- Place of Presentation
  大阪大学中之島センター(大阪府)
- Year and Date
  2011-01-09
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] Binary Prediction to Minimize Tbtal Risk2011
- Author(s)
  Kawasaki, Y.
- Organizer
  Joint Statistical Meeting 2011
- Place of Presentation
  Miami Beach Convention Center (Miami, U.S.A.)
- Year and Date
  2011-08-02
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] Variable selection in discrete choice models2011
- Author(s)
  Kawasaki, Y., Ueki, M.
- Organizer
  Joint Statistical Meeting 2010
- Place of Presentation
  Vancouver, Canada
- Year and Date
  2011-08-07
- Data Source
  KAKENHI-PROJECT-21500287
[Presentation] 2項モデルの予測による金融リスク最小化2011
- Author(s)
  川崎能典
- Organizer
  日本計算機統計学会第25回大会
- Place of Presentation
  函館市
- Year and Date
  2011-05-08
- Data Source
  KAKENHI-PROJECT-21243019
[Presentation] 経済時系列とベンチマーク問題(GDPへの応用)2011
- Author(s)
  川崎能典
- Organizer
  研究集会「経済統計・政府統計の数理的基礎と応用」
- Place of Presentation
  東京大学(東京都)
- Year and Date
  2011-09-12
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] 打ち切りを考慮した時系列モデリング:リスク管理への応用2011
- Author(s)
  川崎能典
- Organizer
  研究集会「計量ファイナンス2011」
- Place of Presentation
  東京大学(東京都)
- Year and Date
  2011-09-29
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] 打ち切りを考慮した株価変動の時系列モデル2011
- Author(s)
  川崎能典
- Organizer
  2011年度統計関連学会連合大会
- Place of Presentation
  九州大学(福岡県福岡市)
- Year and Date
  2011-09-07
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] Variable selection in discrete choice models2010
- Author(s)
  Kawasaki, Y.* and Ueki, M.
- Organizer
  Joint Statistical Meeting 2010(Vancouver Convention Center)
- Place of Presentation
  Vancouver, BC, Canada
- Year and Date
  2010-08-04
- Data Source
  KAKENHI-PROJECT-21243019
[Presentation] Extracting ultradian rhythm of mouse activity from count time series2010
- Author(s)
  川崎能典、小出剛、梅森十三
- Organizer
  The International Symposium on Statistical Analysis of Spatio-Temporal Data
- Place of Presentation
  鎌倉商工会議所ホール(神奈川県)
- Year and Date
  2010-11-04
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] 金融リスク管理と逆巾則,その現実的含意2010
- Author(s)
  川崎能典
- Organizer
  日本行動計量学会第38回大会
- Place of Presentation
  埼玉大学(埼玉県)
- Year and Date
  2010-09-25
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] Variable selection in discrete choice models2010
- Author(s)
  Kawasaki, Y., Ueki, M.
- Organizer
  Joint Statistical Meeting 2010
- Place of Presentation
  Vancouver, BC, Canada
- Year and Date
  2010-08-04
- Data Source
  KAKENHI-PROJECT-21500287
[Presentation] 金融リスク管理と逆巾則,その現実的含意2010
- Author(s)
  川崎能典
- Organizer
  日本行動計量学会第38回大会
- Place of Presentation
  埼玉大学(さいたま市)
- Year and Date
  2010-09-25
- Data Source
  KAKENHI-PROJECT-21243019
[Presentation] 高頻度金融データの日内季節調整について2010
- Author(s)
  川崎能典
- Organizer
  ファイナンス計量分析の新展開と日本の金融市場
- Place of Presentation
  東京大学経済学部、東京
- Year and Date
  2010-03-31
- Data Source
  KAKENHI-PROJECT-21500287
[Presentation] 金融リスク管理と逆巾則, その現実的含意2010
- Author(s)
  川崎能典
- Organizer
  日本行動計量学会第38回大会
- Place of Presentation
  埼玉大学(さいたま市)
- Year and Date
  2010-09-25
- Data Source
  KAKENHI-PROJECT-21243019
[Presentation] Variable generation and pruning in discrete choice models2010
- Author(s)
  川崎能典、植木優夫
- Organizer
  応用統計ワークショップ
- Place of Presentation
  東京大学(東京都)
- Year and Date
  2010-12-17
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] Variable selection in discrete choice models2010
- Author(s)
  Kawasaki, Y., Ueki, M.
- Organizer
  Joint Statistical Meeting 2010 (Vancouver Convention Center)
- Place of Presentation
  バンクーバー,カナダ
- Year and Date
  2010-08-04
- Data Source
  KAKENHI-PROJECT-21243019
[Presentation] Searching and pruning risk factors in the logit model2009
- Author(s)
  Kawasaki, Y.
- Organizer
  Society for Risk Analysis 2009 Annual Meeting
- Place of Presentation
  Baltimore, MD, USA
- Year and Date
  2009-12-07
- Data Source
  KAKENHI-PROJECT-21500287
[Presentation] Statistical courseware with synchronized web-based statistical analysis system2008
- Author(s)
  Kanefuji, K., Kawasaki, Y., Sato, S., Sumiya, T. and Ochi, Y.
- Organizer
  7th Hawaii International Conference on Statistics、 Mathematics and Related Fields
- Place of Presentation
  Honolulu、 Hawaii、 U.S.A.
- Year and Date
  2008-01-17
- Data Source
  KAKENHI-PROJECT-17500189
[Presentation] Statistical courseware with synchronized web-based statistical analysis system2008
- Author(s)
  Kanefuji K., Kawasaki Y., Sato S., Sumiya T. and Ochi Y.
- Organizer
  7th Hawaii International Conference on Statistics, Mathematics and Related Fields
- Place of Presentation
  Honolulu,Hawaii,U.S.A.
- Year and Date
  2008-01-17
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17500189
[Presentation] Statistical Courseware with Synchronized Web-Based Statistical Analysis System2007
- Author(s)
  Kanefuji, K., Kawasaki, Y., Sato, S., Sumiya, T., Ochi, Y.
- Organizer
  7th Hawaii International Conference on Statistics, Mathematics and Related Fields
- Place of Presentation
  Waikiki Beach Marriott Notel, Honolulu, Hawaii, U.S.A.
- Year and Date
  2007-01-17
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17500189
[Presentation] 多重共線条件下における複数の回帰モデル選択
- Author(s)
  川崎能典
- Organizer
  2013年度統計関連学会連合大会
- Place of Presentation
  大阪大学
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] Yield curve estimation using both bid and ask prices of coupon bonds
- Author(s)
  川崎能典
- Organizer
  JAFEE-Columbia-ISM International Conference
- Place of Presentation
  立川市（統計数理研究所）
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] Yield curve estimation using both bid and ask prices of coupon bonds
- Author(s)
  Kawasaki, Y.
- Organizer
  JAFEE-Columbia-ISM International Conference
- Place of Presentation
  統計数理研究所（東京都）
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] サーキットブレーカ制度下での商品先物の市場リスク
- Author(s)
  青木　義充, 川崎　能典
- Organizer
  日本金融・証券計量・工学学会第39回大会
- Place of Presentation
  明治大学駿河台キャンパス（東京）
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] サーキットブレーカ制度下での商品先物の市場リスク
- Author(s)
  川崎能典
- Organizer
  日本金融・証券計量・工学学会第39回大会
- Place of Presentation
  明治大学
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] 平滑化スプラインANOVAによるイールドカーブ推定
- Author(s)
  堀越　保徳, 川崎　能典
- Organizer
  2013年度統計関連学会連合大会
- Place of Presentation
  大阪大学豊中キャンパス（大阪）
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] Nonparametric estimation of yield curves with L-spline
- Author(s)
  Kawasaki, Y.
- Organizer
  7-th International Conference on Computational and Financial Econometrics (CFE 2013)
- Place of Presentation
  London, U.K. (University of London)
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] 平滑化スプラインANOVAによるイールドカーブ推定
- Author(s)
  川崎能典
- Organizer
  2013年度統計関連学会連合大会
- Place of Presentation
  大阪大学
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] Nonparametric estimation of yield curves with L-spline
- Author(s)
  Kawasaki, Y. and Horikoshi, Y.
- Organizer
  7-th International Conference on Computational and Financial Econometrics (CFE 2013)
- Place of Presentation
  London, U.K.
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] 計数時系列のモデリングと応用
- Author(s)
  川崎能典
- Organizer
  研究集会「時系列・時空間統計解析の新たなる展開」
- Place of Presentation
  東京都文京区（東京大学経済学部）
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] Predictive modeling in socio-economic data using smooth-thresholding
- Author(s)
  Kawasaki, Y.
- Organizer
  International Conference on Statistical Analysis of Large Scale High Dimensional Socio-Economic Data
- Place of Presentation
  Tohoku University, Sendai
- Year and Date
  2014-11-06 – 2014-11-07
- Invited
- Data Source
  KAKENHI-PROJECT-25330049
[Presentation] On variable grouping by smooth-thresholding
- Author(s)
  川崎能典
- Organizer
  研究集会「数理統計学の沃野」
- Place of Presentation
  慶応義塾大・理工（神奈川県）
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] 事象系列としての高頻度金融データ：市場制度変更の影響分析
- Author(s)
  川崎　能典, 吉田　靖
- Organizer
  2013年度統計関連学会連合大会
- Place of Presentation
  大阪大学豊中キャンパス（大阪）
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] 事象系列としての高頻度金融データ：市場制度変更の影響分析
- Author(s)
  川崎能典
- Organizer
  2013年度統計関連学会連合大会
- Place of Presentation
  大阪大学
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] Grouping variables and collapsing levels in credit scoring
- Author(s)
  川崎能典
- Organizer
  Joint Statistical Meeting 2012
- Place of Presentation
  San Diego, CA, U.S.A. (San Diego Convention Center)
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] 多重共線条件下における複数の回帰モデル選択
- Author(s)
  植木　優夫, 川崎　能典
- Organizer
  2013年度統計関連学会連合大会
- Place of Presentation
  大阪大学豊中キャンパス（大阪）
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] 計数時系列のモデリングと応用
- Author(s)
  川崎能典
- Organizer
  研究集会「時系列・時空間解析の新たなる展開」
- Place of Presentation
  東京大学経済学部（東京都）
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] Multiple choice from competing regression models under multicollinearity based on standardized update
- Author(s)
  Kawasaki, Y.
- Organizer
  Joint Statistical Meeting 2013
- Place of Presentation
  Montreal, QC, Canada (Montreal Palais de Gongres)
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] Multiple choice from competing regression models under multicollinearity based on standardized update
- Author(s)
  Kawasaki, Y. and Ueki, M.
- Organizer
  Joint Statistical Meeting 2013
- Place of Presentation
  Montreal, Canada
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] Grouping variables and collapsing levels in credit scoring
- Author(s)
  Kawasaki, Y.
- Organizer
  Joint Statistical Meeting 2012
- Place of Presentation
  San Diego Convention Center (U.S.A.)
- Data Source
  KAKENHI-PROJECT-22240030

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kawasaki yoshinori 川崎 能典

KAWASAKI Yoshinori 川崎 能典

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Research on financial risk management using bias-reduced nonparametric extreme quantile estimatorPrincipal Investigator

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Financial time series forecast using information extracted from text dataPrincipal Investigator

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Multivariate time series modeling with sparse regularization and its applicationsPrincipal Investigator

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Implementation of decision support systems based on statistical classification/regression models with sparse regularizationPrincipal Investigator

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kawasaki yoshinori 川崎能典

KAWASAKI Yoshinori 川崎能典