Econometrics Workshop
Past Seminars
2019/05/07(Tue)
16:30-18:00
West School Building, #527 (2nd fl.)
Takanori Adachi (Tokyo Metropolitan University)
"A Binomial Asset Pricing Model in a Categorical Setting"
Chair: Teruo Nakatsuma
Presentation in Japanese


2019/04/19(Fri)
16:30-18:00
First School Building , #107 (1st fl.)
Lasse Heje Pedersen (Copenhagen Business School and New York University)
“Passive vs. Active: The Future of Asset Management”
Joint with Applied Economics Workshop and Econometrics Workshop
Chair: Ryo Nakajima
Co-organized Centre for Finance, Technology and Economics at Keio (FinTEK)
Presentation in English


2019/04/16(Tue)
16:30-18:00
West School Building, #527 (2nd fl.)
Kentaro Fukumoto (Gakushuin University)
"Natural Experiments Exploiting Timing of Local Elections"
Chair: Takahiro Hoshino
Presentation in Japanese


2019/04/09(Tue)
16:30-18:00
West School Building, #527 (2nd fl.)
2019/01/22(Tue)
16:30-18:00
West School Building, #527 (2nd fl.)
Shota Katayama (Tokyo Institute of Technology)
"Sparse and robust graphical modeling under cell-wise contamination"
Chair: Takuji Arai
Presentation in Japanese


2018/12/25(Tue)
16:30-18:00
West School Building, #516 (1st fl.)
Rei Yamamoto (Keio University)
"An Empirical Analysis of Corporate Governance"
Chair: Takuji Arai
Presentation in Japanese


2018/12/18(Tue)
16:30-18:00
107:First Building
Takeru Matsuda (The University of Tokyo)
"Empirical Bayes matrix completion"
Chair: Takahiro Hoshino
Presentation in Japanese


2018/12/04(Tue)
16:30-18:00
West School Building, #516 (1st fl.)
Kiyoshi Izumi (The University of Tokyo)
"Trends of finance market analysis using big data and artificial intelligence technologies"
Chair: Takahiro Hoshino
Presentation in Japanese


2018/11/27(Tue)
16:30-18:00
West School Building, #526 (2nd fl.)
Katsumasa Nishide (Hitotsubashi University)
"Default Contagion and Systemic Risk in the Presence of Credit Default Swaps"
Chair: Takuji Arai
Presentation in Japanese


2018/11/06(Tue)
16:30-18:00
West School Building, #516 (1st fl.)
Tatsuma Wada (Keio University)
"Out-of-Sample Forecasting of Foreign Exchange Rates: The Band Spectral Regression and LASSO"
Chair: Daisuke Nagakura
Presentation in Japanese

