Econometrics Workshop
Past Seminars
2020/07/07(Tue)
16:30-18:00
Online
Gregor Weiss (Leipzig University)
"Estimating Implied Volatilities Via Machine Learning And The Cross-Section Of Option Returns"
If you would like to participate in the online session of this workshop , please contact the coordinators by email etc.
Chair: Daisuke Nagakura
Presentation in English
2020/06/30(Tue)
16:30-18:00
Online
Kosaku Takanashi (RIKEN)
"Minimax Predictive Densities of Dynamic Linear Model under Kullback-Leibler Loss"
If you would like to participate in the online session of this workshop , please contact the coordinators by email etc.
Chair: Teruo Nakatsuma
Presentation in Japanese
2020/06/23(Tue)
16:30-18:00
Online
Teruo Nakatsuma (Keio University)
"Ancillarity-Sufficiency Interweaving Strategy (ASIS) and Its Applications in Bayesian MCMC Computation"
If you would like to participate in the online session of this workshop , please contact the coordinators by email etc.
Presentation in Japanese
2020/06/02(Tue)
16:30-18:00
Online
Shinichiro Shirota (Meiji University)
「空間点過程モデリングの最近の展開」
If you would like to participate in the online session of this workshop , please contact the coordinators by email etc.
Chair: Takahiro Hoshino
Presentation in Japanese
2020/05/28(Thu)
18:00-19:30
Online
Ryosuke Igari (Hosei University)
"A Data Fusion Approach for Interpurchase Timing Models Using Incomplete Purchase Histories"
If you would like to participate in the online session of this workshop , please contact the coordinators by email etc.
Chair: Takahiro Hoshino
Presentation in Japanese
2020/01/14(Tue)
16:30-18:00
West School Building, #527 (2nd fl.)
2020/01/07(Tue)
16:30-18:00
West School Building, #527 (2nd fl.)
Tomoyuki Nakagawa (Tokyo University of Science)
「ダイバージェンスを用いた外れ値に頑健なベイズ推定」
Chair: Shota Katayama
Presentation in Japanese
2019/12/17(Tue)
16:30-18:00
West School Building, #527 (2nd fl.)
Daisuke Nagakura (Keio University)
"Are there bubbles in Bitcoin ? An analysis with Markov switching AR model"
Presentation in Japanese
2019/12/10(Tue)
16:30-18:00
West School Building, #527 (2nd fl.)
Shonosuke Sugasawa (The University of Tokyo)
"Robust Bayesian regression with syntetic posterior"
Presentation in Japanese
2019/12/03(Tue)
16:30-18:00
West School Building, #527 (2nd fl.)
Kaiji Motegi (Kobe University)
"Copula-based regression models with data missing at random: A unified approach"
Chair: Teruo Nakatsuma
Presentation in Japanese