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.


Ph.D. in Statistics, University of Chicago, 2000.


Courses at KBS: Management Science, Decision Analysis, Applied/ Business Statistics.

Courses elsewhere: Click here.


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 Click here!

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).