Econometrics Workshop

Past Seminars

Takanori Adachi (Tokyo Metropolitan University)
"A Binomial Asset Pricing Model in a Categorical Setting"
Chair: Teruo Nakatsuma
Presentation in Japanese
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
Kentaro Fukumoto (Gakushuin University)
"Natural Experiments Exploiting Timing of Local Elections"
Chair: Takahiro Hoshino
Presentation in Japanese
Kosaku Takanashi (RIKEN)
"Kernel Density Construction by Variational Method"
Chair: Teruo Nakatsuma
Presentation in Japanese
Shota Katayama (Tokyo Institute of Technology)
"Sparse and robust graphical modeling under cell-wise contamination"
Chair: Takuji Arai
Presentation in Japanese
Rei Yamamoto (Keio University)
"An Empirical Analysis of Corporate Governance"
Chair: Takuji Arai
Presentation in Japanese
Takeru Matsuda (The University of Tokyo)
"Empirical Bayes matrix completion"
Chair: Takahiro Hoshino
Presentation in Japanese
Kiyoshi Izumi (The University of Tokyo)
"Trends of finance market analysis using big data and artificial intelligence technologies"
Chair: Takahiro Hoshino
Presentation in Japanese
Katsumasa Nishide (Hitotsubashi University)
"Default Contagion and Systemic Risk in the Presence of Credit Default Swaps"
Chair: Takuji Arai
Presentation in Japanese
Tatsuma Wada (Keio University)
"Out-of-Sample Forecasting of Foreign Exchange Rates: The Band Spectral Regression and LASSO"
Chair: Daisuke Nagakura
Presentation in Japanese