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.
バブルや危機といった金融・経済現象の変動構造の変化について主に研究しています.大学院では,現象確率論特論,時系列解析特論,データ解析特論を担当しています.研究室では,社会に起きるさまざまな現象の変動について最先端の統計的解析手法をデータ解析に取り入れています.

My personal history is hereLinkIcon and ResearchmapLinkIcon

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

平成28年度採択の明治大学研究ブランディング事業「数理科学する明治大学」の5つのアプローチのうち「金融危機の解明に向けたモデルからの接近」プロジェクトチームの活動紹介のサイトを作成しました.LinkIcon

Major research projects

Highlights

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

milk_btn_pagetop.png

Major news

December 2019
Talked: Tanokura, Y., Sato, S. and Kitagawa, G. "Deteciting Information Flows in Dominant Components of Stock Market Returns", atthe 7th Paris Financial Management Conference (PFMC-2019)in Paris.LinkIcon
May 2019
Keynote speech: Tanokura, Y. "Statistical Modeling of Financial Markets", atthe international conference on Finance, accounting and Management Decisions, Tainan, Taiwan.LinkIcon
Feburary 2019
Talked: Tanokura, Y., Sato, S. and Kitagawa, G. "On the Trend Change Factors of Financial Markets", atthe International Conference on Mathematical Modeling and Applications (ICMMA 2018): Data Science, Time Series Modeling and Applications, Nakano, Tokyo.LinkIcon
June 2018
Talked: "On Trend Change Mechanism of Financial Markets", atthe 2nd International Conference on Econometrics and Statistics, Hong Kong.
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 -Nonstationary Time Series Analysis Method-, SpringerBriefs in Statistics, Springer Tokyo.LinkIcon
March 2014
Talked: "Market Ratings of CBs via Credit Risk Price Spreads in US", atthe International Conference on Finance and Financial Econometrics & Engineering, Surugadai, Tokyo.
November 2013
Talked: "Sovereign Credit Risk Analysis through Statistical Modeling", atthe International Conference on Mathematical Modeling and Applications (ICMMA2013), Nakano, 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, Hong Kong, pp. 3469-3474.LinkIcon
February 2013
Talked: "Detection of spillover effects of the financial crisis in terms of time series analysis", atthe symposium celebrating the Ouchi prize for Dr. Kitagawa, Azabu, Tokyo.
July 2012
Talked: "Trend in sovereign risks in terms of sovereign CDS distribution-free indices", atthe financial market international forum: Global Market Solutions 2012, Yaesu, Tokyo.
March 2012
Contributed to 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", inEconomic Time Series: Modeling and Seasonality, eds. by Bell, W. R., Holan, S. H. and McElroy, T. S., CRC Press, pp 359-380.LinkIcon

milk_btn_pagetop.png

Site History

03/14/2016
This site was newly launched.
07/02/2012
The site was opened at Meiji University.
10/06/2011
Statistical Financial Risk Monitor was opened.

milk_btn_pagetop.png

My favorites LinkIcon

アクセスカウンター