KUROSE Yuta
- Affiliation
- Institute of Systems and Information Engineering
- Official title
- Assistant Professor
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- Research fields
Statistical science Economic statistics - Research keywords
Bayesian statistics, State space models - Research projects
多変量／高次元の潜在変数をもつ時系列モデルの効率的ベイズ推測 2020-04 -- 2024-03 KUROSE Yuta Japan Society for the Promotion of Science/Grant-in-Aid for Early-Career Scientists 2,340,000Yen 高次元データモデリングの新展開と統計的リスク分析 2019-04 -- 2024-03 Yasuhiro OMORI Japan Society for the Promotion of Science/Grant-in-Aid for Scientific Research (A) 44,980,000Yen 経済・金融多変量データのベイズモデリングと政策・行動の確率的評価 2014-04 -- 2019-03 Yasuhiro OMORI Japan Society for the Promotion of Science/Grant-in-Aid for Scientific Research (A) 39,910,000Yen - Degree
2013 Ph.D. (Economics) University of Tokyo - Academic societies
2012 -- (current) JAPANESE ECONOMIC ASSOCIATION 2009 -- (current) THE JAPAN STATISTICAL SOCIETY - Articles
- Simulation of truncated and unimodal gamma distributions
Kurose Yuta
Journal of Statistical Computation and Simulation/94(5)/pp.996-1015, 2024-03 - Bayesian GARCH modeling for return and range
Kurose Yuta
Economics Bulletin/42(3)/pp.1717-1727, 2022-09 - 時間変動する相関と確率的ボラティリティモデル
黒瀬 雄大
大阪証券取引所先物・オプションレポート/25(11), 2013-11 - Multiple-block dynamic equicorrelations with realized measures, leverage and endogeneity
Kurose Yuta; Omori Yasuhiro
Econometrics and Statistics/13/pp.46-68, 2020-01 - Dynamic equicorrelation stochastic volatility
Kurose Yuta; Omori Yasuhiro
Computational Statistics & Data Analysis/100/pp.795-813, 2016-08 - Bayesian Analysis of Time-Varying Quantiles Using a Smoothing Spline
Kurose Yuta; Omori Yasuhiro
Journal of the Japan Statistical Society/42/pp.23-46, 2012-06
- Simulation of truncated and unimodal gamma distributions
- Conference, etc.
- Simulation of truncated and unimodal gamma distributions
黒瀬 雄大
2023年度統計関連学会連合大会/2023-09-03--2023-09-07 - 確率的ボラティリティモデルと価格レンジに基づく補正
黒瀬 雄大
統計学・計量経済学の理論とマクロ経済・ファイナンスへの応用/2023-08-29--2023-08-30 - Stochastic volatility model with range-based correction and leverage
Kurose Yuta
6th International Conference on Econometrics and Statistics/2023-08-01--2023-08-03 - Simulation of truncated and unimodal gamma distributions
黒瀬 雄大
統計学の理論と応用のフロンティア/2022-11-26 - ボラティリティ推定：収益率と取引価格レンジの同時モデリング
黒瀬 雄大
2021年度統計関連学会連合大会/2021-09-05--2021-09-09 - Statistics and Econometrics
Kurose Yuta
Tsukuba Global Science Week 2020 Digital Poster Session/2020-09-18--2020-10-18 - 確率的ボラティリティモデルと価格レンジに基づく補正
黒瀬 雄大
2020年度統計関連学会連合大会/2020-09-08--2020-09-12 - 確率的ボラティリティモデルと価格レンジに基づく補正
黒瀬 雄大
経営と法セミナー2019/2019-12-06 - 確率的ボラティリティモデルと価格レンジに基づく補正
黒瀬 雄大
ベイズ計量経済学研究集会/2019-11-02 - Stochastic volatility model with range-based correction and leverage
黒瀬 雄大
2019年度統計関連学会連合大会/2019-09-08--2019-09-12
- Simulation of truncated and unimodal gamma distributions
- Teaching
2024-05 -- 2024-07 Mathematics Literacy 2 University of Tsukuba. 2024-04 -- 2024-08 Facilitation Training Pre-Program in Policy and Planning Sciences IV University of Tsukuba. 2024-10 -- 2025-02 Facilitation Training Pre-Program in Policy and Planning Sciences IV University of Tsukuba. 2024-10 -- 2025-02 Facilitation Training Program in Service Engineering University of Tsukuba. 2024-04 -- 2024-08 Facilitation Training Program in Service Engineering University of Tsukuba. 2024-04 -- 2024-07 Statistical Analysis University of Tsukuba. 2024-04 -- 2024-08 Basic Master's Seminar in Policy and Planning Sciences II University of Tsukuba. 2024-10 -- 2025-02 Basic Master's Seminar in Policy and Planning Sciences II University of Tsukuba. 2024-10 -- 2025-02 Workshop in Policy and Planning Sciences I University of Tsukuba. 2024-04 -- 2024-08 Workshop in Policy and Planning Sciences I University of Tsukuba. more... - University Management
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(Last updated: 2024-10-29)