Organization
Graduate School of Business Department of Global Business Professor
School of Business Department of Business
School of Business Department of Business
Title
Professor
Affiliation
Institute of Business
TAKADA Teruko
Position
-
Graduate School of Business Department of Global Business
Professor 2023.04 - Now
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Graduate School of Business Department of Global Business
Associate Professor 2022.04 - 2023.03
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School of Business Department of Business
Professor 2023.04 - Now
-
School of Business Department of Business
Associate Professor 2022.04 - 2023.03
Degree
-
Ph.D. Economics （ Others ） ( Univ. of Illinois, Econometrics )
Research Areas
-
Informatics / Statistical science
-
Informatics / Intelligent informatics
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Humanities & Social Sciences / Money and finance
Research Interests
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Crowd behavior analysis
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Big data analysis
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Nonparametric
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Machine learning
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High frequency financial data
Research Career
-
Financial Econometrics: Development and Application of Robust Methods
econometrics, finance, robust Individual
1900.04
-
テキストマイニングによる投資家間相互作用やネットワークの分析
テキストマイニング、ネットワーク分析、投資家行動 Individual
1900.04
-
金融バブルについての新事実発見やメカニズム解明のための高頻度データ解析
金融バブル、ノンパラメトリック、高頻度データ、相転移 Individual
1900.04
Professional Memberships
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The Japan Statistical Society
Domestic
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Japanese Association of Financial Econometrics and Engineering
Domestic
-
Nippon Finance Association
Domestic
-
International Association for Statistical Computing
Overseas
-
Econometric Society
Overseas
-
Japanese Economic Association
Domestic
Education
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University of Illinois Department of Economics Doctor's Course
Papers
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Investor sentiment extracted from internet stock message boards and IPO puzzles Reviewed
Tsukioka Yasutomo, Yanagi Junya, Takada Teruko
International Review of Economics and Finance 56 205 - 217 2018（ ISSN:1059-0560 ）
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Mining local and tail dependence structures based on pointwise mutual information
Data Mining and Knowledge Discovery 24 ( 1 ) 78 - 102 2012
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Simulated minimum Hellinger distance estimation of stochastic volatility models
Computational Statistics and Data Analysis 53 ( 6 ) 2390 - 2403 2009
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Asymptotic and Qualitative Performance of Nonparametric Density Estimators: A Comparative Study
The Econometrics Journal 11 ( 3 ) 554 - 572 2008
Grant-in-Aid for Scientific Research
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ビッグデータのみを入力情報とする市場状態リアルタイム判別と暴落予測
挑戦的研究(萌芽) 2026
-
ビッグデータのみを入力情報とする市場状態リアルタイム判別と暴落予測
挑戦的研究(萌芽) 2025
-
ビッグデータのみを入力情報とする市場状態リアルタイム判別と暴落予測
挑戦的研究(萌芽) 2024
-
テキストマイニングと高頻度データ解析による金融バブル生成・崩壊過程のミクロ分析
Grant-in-Aid for Scientific Research(B) 2011.04
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サポートベクターマシンを使った株式バブルの解析と予測
Grant-in-Aid for Challenging Research (Pioneering)/(Exploratory) 2008.04
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ヘリンジャー距離最小化によるロバストな潜在変数パラメータ推定法の開発とその応用
Grant-in-Aid for Young Scientists(B) 2003.04
Contract research
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金融市場における相転移の時空間構造の自動抽出と予測
2009.10
Other subsidies, etc.
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異常時における株価変動の実証分析
未設定 2005.11
Charge of on-campus class subject
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外書講読（経営情報）
2024 Weekly class Undergraduate
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経営学概論
2024 Weekly class Undergraduate
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経営統計論
2024 Weekly class Undergraduate
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統計分析論特殊研究
2024 Weekly class Graduate school
Other
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Job Career
2004.04 - Now
Graduate School of Business, Osaka City University Associate Professor
-
Job Career
2002.04 - 2004.03
Graduate School of Business, OsakaCity University Senior Lecturer