I am a professor at the School of Informatics and Data Science, Hiroshima University. I earned my Bachelor and Master degrees from the University of Tokyo in mechanical engineering and physics (experimental biophysics), respectively, and a PhD in theoretical physics from the National University of Singapore. Currently, I focus on research and teaching in data science and its applications.
| Course Name | AY |
|---|---|
| Data Science Seminar II | 2023 June-July |
| Linear Algebra | 2020 April-May Term 1 |
| Algorithmic Finance | 2018 June-July |
| Quantitative Finance | 2017/2018 Term 1 |
| Year | Title | Journal |
|---|---|---|
| 2022 | Algorithmic Finance: A Companion to Data Science | World Scientific |
| 2019 | Market Price of Trading Liquidity Risk and Market Depth | International Journal of Theoretical and Applied Finance |
| 2017 | Variance Risk Premiums of Commodity ETFs | Journal of Futures Markets |
| 2017 | Volume Information in Nikkei and TOPIX Futures Transactions | Journal of Financial Studies |
| 2016 | Introduction to Quantitative Finance | World Scientific |
| 2014 | A Common Measure of Liquidity Costs for Futures and Stock Exchanges | Handbook of Asian Finance Volume 2 |
| 2013 | The Term Structure of S&P 100 Model-Free Volatilities | Quantitative Finance |
| 2014 | The Information Content of Implied Co-Volatility and Co-Variance Swaps | Review of Futures Markets |
| 1993 | Topological Study of Field Theories: Braid Group and the Fractional Quantum Hall Effect | PhD Thesis, Faculty of Science, National University of Singapore |
| 1988 | Three-Dimensional Image Analysis of Single-Headed Heavy Meromyosin Bound to Actin-Tropomyosin Filament | Master Thesis, Graduate School of Science, Tokyo University |
| 1986 | Quantum Mechanics for Mechanical Engineers | Year-4 Thesis, Department of Mechanical Engineering, Tokyo University |
| Year | Title | |
|---|---|---|
| April 29, 2023 | Is Big Bang really the beginning of the universe? | CRJ spring seminar |
| April 29, 2023 | Does the Bible have the signatures of God? | CRJ spring seminar |