Keywords
Profile
MARUMO Kohei
Profile
Assigned Class
- Faculty of Economics
Academic Background
- Graduate School
- Queensland University of Technology Australia , (Doctor course , School of Economics and Finance , Faculty of Business) , 2007(Completed)
- The University of Oxford , (Master course , MSc in Applied , Department of Statistics) , 2003(Completed)
- University of Tokyo , (Master course , Mathematical Engineering , Faculty of Engineering) , 1997(Completed)
- College
- University of Tokyo , 1995(Graduated)
- Degree
- PhD in Mathematical Sciences , Queensland University of Technology Australia
- MSc in Applied Statistics , The University of Oxford United Kingdom
- Master of Engineering , University of Tokyo
Research
Books, Articles, etc.
- Articles
-
A Non-parametric Method for Calculating Conditional Stressed Value at Risk
,Statistics and Economics,14(5):42--48 2017
Kohei Marumo -
On optimal smoothing of density estimators obtained from orthogonal polynomial expansion methods
,Journal of Risk,18(3):47-76 2016
Kohei Marumo and Rodney C Wolff -
欧州債務危機と証券市場 ― MMLR と CDS を中心に
,個人金融,Vol. 8(No. 2):63-72 2013
丸茂 幸平, 相沢 幸悦 - Presentation
-
Price Spikes in Electricity Markets and Conditional Price Distributions
第15回ノンパラメトリック統計解析とベイズ統計,第15回ノンパラメトリック統計解析とベイズ統計:179-189 291403
Kohei Marumo -
Risk Measurement for Investment Funds
第20回ノンパラメトリック統計研究集会 201903
丸茂 幸平 -
Density estimation with orthogonal expansion under constraints
第17回ノンパラメトリック統計解析とベイズ統計,第17回ノンパラメトリック統計解析とベイズ統計:79-86 201603
Kohei Marumo -
エルミート展開による同時密度関数とコピュラの近似
第13回ノンパラメトリック統計解析とベイズ統計,第13回ノンパラメトリック統計解析とベイズ統計:33-64 201203
丸茂 幸平 - Others
-
A Non-parametric Method for Approximating Joint Densities and Copula Functions for Financial Markets
-
Density Approximation with Orthogonal Expansions Under Constraints
Research Activities
- Journal Editorial Board
- 2015-2017 , Computational Statistics, Springer
- Journal Reviewer
- 2013-2013 , Journal of Risk
- 2008-2008 , Quantitative Finance
- Overseas Research Fellowship
- 2014-2015 , Risk measurement with non-parametric methods