Nakatsuma, Teruo

写真a

Affiliation

Faculty of Economics (Mita)

Position

Professor

External Links

Career 【 Display / hide

  • 1998.04
    -
    2000.03

    一橋大学経済研究所 ,専任講師

  • 2000.04
    -
    2003.03

    大学専任講師(経済学部)

  • 2003.04
    -
    2010.03

    大学准教授(経済学部)

  • 2010.04
    -
    Present

    大学教授(経済学部)

Academic Background 【 Display / hide

  • 1991.03

    University of Tsukuba, 第3学群社会工学類

    University, Graduated

  • 1994.03

    University of Tsukuba, Graduate School, Division of Social Engineering

    Graduate School, Completed, Master's course

  • 1995.10

    Rutgers University, Graduate School of Economics, Econometrics

    Rutgers University, Graduate School, Completed, Master's course

  • 1998.05

    Rutgers University, Graduate School of Economics, Econometrics

    Rutgers University, Graduate School, Completed, Doctoral course

Academic Degrees 【 Display / hide

  • Ph.D.(経済学), ラトガーズ大学

 

Research Areas 【 Display / hide

  • Statistical science (Bayesian Statistics)

  • Economic statistics (Econometrics)

 

Books 【 Display / hide

  • 実践ベイズ統計学

    NAKATSUMA TERUO, 朝倉書店, 2013.01

  • 入門ベイズ統計学

    NAKATSUMA TERUO, 朝倉書店, 2007.06

  • 計量経済学のフロンティア

    NAKATSUMA TERUO, 慶應義塾大学出版会, 2006.03

  • ファイナンスのためのMCMC法によるベイズ分析

    NAKATSUMA TERUO, 財団法人 三菱経済研究所, 2003.12

Papers 【 Display / hide

  • ティックデータを用いた株式市場における約定予測

    NAKATSUMA TERUO

    ジャフィー・ジャーナル (朝倉書店)     94 - 127 2016

    Research paper (scientific journal), Joint Work, Accepted

  • 分位点回帰による期待ショートフォール最適化とポートフォリオ選択

    NAKATSUMA TERUO

    ジャフィー・ジャーナル (朝倉書店)     26 - 63 2016

    Research paper (scientific journal), Joint Work, Accepted

  • ベイズ統計学の基礎

    NAKATSUMA TERUO

    経済時系列ハンドブック (朝倉書店)     367 - 382 2012

    Research paper (scientific journal), Single Work

  • MCMC法によるベイズ時系列分析

    NAKATSUMA TERUO

    経済時系列ハンドブック (朝倉書店)     382 - 398 2012

    Research paper (scientific journal), Single Work

  • 階層ベイズ・モデルによる資本コストの推定ー主観確率に基づく企業価値評価の試み

    NAKATSUMA TERUO

    応用計量経済学ハンドブック (朝倉書店)     455 - 496 2010.05

    Research paper (scientific journal), Single Work, Except for reviews

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Papers, etc., Registered in KOARA 【 Display / hide

Presentations 【 Display / hide

  • Hierarchical Bayes Modeling of Autocorrelation and Intraday Seasonality in Financial Durations

    NAKATSUMA TERUO

    10th International Conference on Computational and Financial Econometrics (University of Seville, Spain) , 2016.12, Oral Presentation(general), CFEnetwork

  • Hierarchical Bayes Modeling of Autocorrelation and Intraday Seasonality in Financial Durations

    NAKATSUMA TERUO

    International Society for Bayesian Analysis (ISBA) World Meeting 2016 (Sardinia, Italy) , 2016.06, Poster (general), International Society for Bayesian Analysis (ISBA)

  • Nonlinear Leverage Effects in Asset Returns Evidence from the U.S. and Japanese Stock Markets

    NAKATSUMA TERUO

    9th International Conference on Computational and Financial Econometrics (London, U.K.) , 2015.12, Oral Presentation(general)

  • Bayesian hierarchical analysis of the exchange rate pass-through to Japanese domestic prices

    NAKATSUMA TERUO

    International Society for Bayesian Analysis (ISBA) World Meeting 2014 (Cancun, Mexico) , 2014.07, Poster (general), International Society for Bayesian Analysis

  • A Markov Chain Monte Carlo Implementation of the Bayesian Method of Moments for Linear Regression Models

    NAKATSUMA TERUO

    9th Valencia International Meeting on Bayesian Statistics (Benidorm, Spain) , 2010.06, Poster (general)

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Research Projects of Competitive Funds, etc. 【 Display / hide

  • Bayesian Time Series Analysis of Limit Order Processes in Financial Markets

    2019.04
    -
    2022.03

    MEXT,JSPS, Grant-in-Aid for Scientific Research, 中妻 照雄, Grant-in-Aid for Scientific Research (C), Principal Investigator

  • データ駆動型アプローチによる高頻度での金融資産価格形成メカニズムの研究

    2016.04
    -
    2019.03

    MEXT,JSPS, Grant-in-Aid for Scientific Research, 中妻 照雄, Grant-in-Aid for Scientific Research (C), Principal Investigator

 

Courses Taught 【 Display / hide

  • THEORY AND PRACTICE OF FINTECH

    2019

  • SEMINAR: ECONOMETRICS

    2019

  • RESEARCH SEMINAR D

    2019

  • RESEARCH SEMINAR C

    2019

  • RESEARCH SEMINAR B

    2019

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