Introduction

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.

One-Page CV

Teaching

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

Research

Citation

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

Talks

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