Current position
Keio University, Graduate School of Business Administration
Professor of Management Science
Subject group: Information and Decision Making
Previous position
Columbia University, Department of Statistics
Assistant Professor of Statistics, 2000-2005.
Education
Ph.D. in Statistics, University of Chicago, 2000.
Teaching
Courses at KBS:
Management Science, Decision Analysis, Applied/ Business Statistics.
Courses elsewhere:
Click here.
Research
Area of study:
Quantitative finance, financial engineering, stochastic processes, statistics.
Current research interests:
High-frequency data analysis, high-frequency/ algorithmic trading,
"Big data" analysis, behavioral decision making.
Publications
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Professional memberships
IMS (Institute of Mathematical Statistics), Bachelier Finance Society, INFORMS (Institute for Operations Research and the Management Science/ DAS (Decision Analysis Society), Japan Statistical Society, JAFEE (Japanese Association of Financial Econometrics and Engineering).
Service to academic community
Director, JAFEE (2006-present)
Associate Editor,
Asia-Pacific Financial Markets (APFM) (2005-present).
