About me

I am teaching probability and statistical theory, time series analysis and data analysis for analyzing real-world phenomena. In my laboratory, the strategic statistical modeling is applied to the various social phenomena.
Current major interests are developing statistical methods of measuring financial and economic risks for analyzing a mechanism of financial crises and asset bubbles, modeling preference factors for stock markets, and developing statistical methods for selecting appropriate data to analyze a complex phenomena.

My personal historyLinkIcon

Statistical Modeling Group for Financial Markets and Economy of the MEXT Private University Research Branding Project: Math Everywhere LinkIcon


Major research projects


image001.pngThe regional sovereign risks for Latin America and Asia Pacific have currently increased during the down trend worldwide (as of March 2018).
The panel is magnified by clicking on it.


Major news

June 2018
Talked: On Trend Change Mechanism of Financial Markets, at the 2nd International Conference on Econometrics and Statistics in Hong Kong.
September 2017
Talked: Investigation on the factor preferences of the Japanese stock market, at the Japanese Joint Statistical Meeting in Nagoya.
September 2016
Talked: Investigation of the sudden trend changes of financial markets, at the Japanese Joint Statistical Meeting in Kanazawa.
January 2016
Received the best paper award: Kariya, T., Yamamura, Y., Tanokura, Y. and Wang, Z. Credit Risk Analysis on Euro Government Bonds-Term Structures of Default Probabilities, Asia-Pacific Financial Markets, November 2015, Volume 22, Issue 4, pp 397-427.LinkIcon
December 2015
Published: Tanokura, Y. and Kitagawa, G. Indexation and Causation of Financial Markets, Springer.LinkIcon
March 2014
Talked: Market Ratings of CBs via Credit Risk Price Spreads in US, at the International Conference on Finance and Financial Econometrics & Engineering in Tokyo.
November 2013
Talked: Sovereign Credit Risk Analysis through Statistical Modeling, at the International Conference on Mathematical Modeling and Applications in Tokyo.
August 2013
Talked and published: Tanokura, Y., Tsuda, H., Sato, S. and Kitagawa, G. Index Development for a Market with Heavy-tailed Distributions, the proceedings of the 59th ISI World Statistics Congress in Hong Kong, pp. 3469-3474.LinkIcon
February 2013
Talked: Detection of spillover effects of the financial crisis in terms of time series analysis, at the symposium celebrating the Ouchi prize for Dr. Kitagawa in Azabu.
July 2012
Talked: Trend in sovereign risks in terms of sovereign CDS distribution-free indices, at the financial market international forum: Global Market Solutions 2012 in Yaesu.
March 2012
Contributed Chapter 15: Tanokura, Y., Tsuda, H., Sato, S. and Kitagawa, G. Constructing a Credit Default Swap Index and Detecting the Impact of the Financial Crisis, in Economic Time Series: Modeling and Seasonality, eds. by Bell, W. R., Holan, S. H. and McElroy, T. S., CRC Press, pp 359-380.LinkIcon


Site History

This site was newly launched.
The site was opened at Meiji University.
Statistical Financial Risk Monitor was opened.


My favorites LinkIcon