Faculty Database - NAGAHARA Yuichi

Books and Papers

Conference Presentations

Academic Qualifications

Research Topics, Consignment Studies & KAKENHI Researches

Current Specialized Field

（Last updated : 2015-02-14 17:08:48.539）

NAGAHARA Yuichi
Department Undergraduate School , School of Political Science and Economics

Position Professor

■ Books and Papers

1.	2011/11	Article	Using Nonnormal Distributions to Analyze the Relationship Between Stock Returns in Japan and the U.S. Asia-Pacific Financial Markets 18(4),pp.429-443 (Single)
2.	2010/05	Article	Are There Differences between Launched Drugs, Clinical Candidates, and Commercially Available Compounds? Journal of Chemical Information and Modeling 50(5),pp.815-821 (Collaboration)
3.	2009/05	Article	Frequency-Domain Pearson Distribution Approach for Independent Component Analysis(FD-Pearson-ICA) in Blind Source Separation IEEE Transactions on Audio, Speech and Language Processing, 17(4),pp.639-649 (Collaboration)
4.	2009/01	Other	RANDOM NUMBER GENERATION METHOD BASED ON MULTIVARIATE NON-NORMAL DISTRIBUTION,PARAMETER ESTIMATION METHOD THEREOF, AND APPLICATION TO SIMULATION OF FINANCIAL FIELD AND SEMICONDUCTOR ION IMPLANTATION (Single)
5.	2008/12	Article	A Method of Calculating the Downside　Risk by　Multivariate Nonnormal Distributions Asia-Pacific Finan Markets 15(3-4),pp.175-184 (Single)
6.	2006/04	Article	A Method of Calculating the Downside　Risk by　Multivariate Nonnormal Distributions Institute of Social Sciences, Meiji Univ. pp.1-10 (Single)
7.	2006/02	Article	A Method of fitting 　Multivariate Nonnormal Distributions to financial data Institute of Social Sciences,Meiji Univ. pp.1-12 (Single)
8.	2005/04	Article	Pearson distribution system applied to blind speech separation 25th European Meeting of Statisticians pp.394 (Collaboration)
9.	2004/08	Article	A Method of Simulating Multivariate Nonnormal Distributions by the Pearson Distribution System and Estimation Computational Statistics & Data Analysis,Elsevier 47(1),pp.1-29 (Single)
10.	2004/06	Article	The Role of University-Industry Collaboration in New Materials Innovation Evolving Networks of Joint Patent Applications (Collaboration)
11.	2003/11	Article	Non-Gaussion filter and smoother based on the Parson distribution system Journal of Time Series Analysis vol.24(No.6),pp.721-738 (Single)
12.	2001/09	Article	A Method of Simulating Multivariate Nonnormal Distributions by the Pearson Distribution System Institute of Statistical MathematicsRsearch Memorandum No.814 (Single)
13.	2001/04	Article	On the Characteristic Function of Pearson Type Ⅳ Distributions Insutitute of Statistical MathematicsResearch Memorandum No.790 (Collaboration)
14.	2000/09	Article	Pareto's Law for Income of Individuals and Debt of Bankrupt Companies World ScientificFractals, Vol.8 №3,pp.293-300 (Collaboration)
15.	2000/07	Article	Non-Gaussian Filter and Smoother Based on the Pearson Distribution System The Institute of Statistical MathematicsResearch Memorandum, №768,pp.22 (Single)
16.	1999	Article	A non-Gaussian Stochastic Volatility Model Journal of Computational Finance (共著) Risk Publications 2(2),pp.33-47 (Collaboration)
17.	1999	Article	The PDF and CF of Pearson type IV distributions and the ML estimation of the parameters Statistics & Probability Letters North-Holland, Elsevier Science 43(3),pp.251-264 (Single)
18.	1998/09	Article	An Interest Rate Model with Fat-tailed Stationary Distributions Free University of Brussels,BelgiumProceedings of the First Euro-Japanese Workshop on Stochastic Risk Modeling for Finance, Insurance, Production and Reliability (Collaboration)
19.	1998/05	Article	General Normalising Constant of Pearson Type IV Distributions and Computational of Tail Probabilities Research Memorandum №678,pp.1-17 (Single)
20.	1998	Article	A Consideration on the Risk Management The Review of Economics & Political Science. pp.111-131
21.	1998	Article	An Interest Rate Model with Fat-tailed Stationary Distributions (共著) 日本金融・証券計量・工学学会冬季大会
22.	1998	Article	General Normalising Constant of Person Type IV Distributions and Computational of Tail Probabilities Research Memorandum (678),pp.1-17 (Single)
23.	1997/11	Article	Non-Gaussian Stochastic Volatility Model 統計数理研究所共同研究リポート･103 ｢時系列解析の理論と応用｣ pp.156-174 (Collaboration)
24.	1997	Article	Non-Gaussian Modeling for Finacial Data 日本数学会研究集会「数理ファイナンスとリスク計測」
25.	1996	Article	A Study of Non-Gaussian Modeling for Financial Economics Ph.D.Dissertation,The Graduate University for Advanced Studies (Single)
26.	1996	Article	Non-Gaussian Distribution for Stock Returns and Related Stochastic Differential Ezuation Financial Engineering and Japanese Markets 3(2),pp.121-149 (Single)
27.	1995	Article	Cross-Sectional-Skew-Dependent Distribution Models for Industry Returns in Japanese Stock Market Kluwer Academic PublishersFinancial Engineering and Japanese Markets Vol.2 No.2,pp.139-154 (Single)
28.	1995	Article	Monte Carlo Smoothing Method for Seasonal Adjustment Proceedings of Seasonal Adjustment Conference,Census Bureau,United States (Collaboration)
29.	1995	Article	Monte Carlo Smoothing Method for Seasonal Adjustment(共著) Research Memorandum, The Institute of Statistical Mathematics pp.579
30.	1995	Article	Non-Gaussian Stochastic Volatility Model(共著) Research Memorandum, The Institute of Statistical Mathematics pp.576
31.	1995	Article	Note on a Comparison of Parameter Estimation Methods for a Stochastic Differential Equation Research Memorondum №569 (Single)
32.	1994	Article	Recursive Formula for Evaluating the Normalizing Constant and Cumulative Function of Type IV Family of Pearson System of Distributions Research Memorandum, The Institute of Statistical Mathematics pp.515
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■ Conference Presentations

1.	2008/12	Using Nonnormal Distributions to Analyze the Relationship Between Stock Returns in Japan and the U.S. (The 4th World Conference of the International Association of Statistical Computing.)
2.	2006/04	A Method of Calculating the Downside Risk by Multivariate Nonnormal Distributions (日本金融・証券計量・工学学会　第25回夏季大会)
3.	2006/04	A Parametric Pearson Approach Based Independent Component Analysis for Frequency Domain Blind Speech Separation
4.	2006/04	The Role of Core Researchers for Increasing Firms' R&D Productivity: the Evidence of University- Industry Collaboration in Science-based Industry (The 11th Meeting of International Schumpeter Society)
5.	2005/04	Pearson distribution system applied to blind speech separation (25th European Meeting of Statisticians)

■ Academic Qualifications

1.	～1996	〔Doctorial Course〕, Graduate School, Division of Mathematical and Physical Science, The Graduate University for Advanced Studies,
2.	～1996	The Graduate University for Advanced Studies,
3.	～1992/03	University of Tsukuba, Graduated,
4.	～1984	Faculty of Engineering, The University of Tokyo,

■ Research Topics, Consignment Studies & KAKENHI Researches

Study of time series analysis for economics (Key Word : Time serles Analysis,Statistics Economics,)

■ Current Specialized Field

Economic statistics, Economic statistics, Economic statistics, Public economics and labor economics, Public economics and labor economics