Tomoko Matsui

The Institute of Statistical Mathematics

Professor

10-3 Midori-cho

Tachikawa-shi

Tokyo, 1908562

Japan

SCHOLARLY PAPERS

8

DOWNLOADS

714

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (8)

1.

Which Risk Factors Drive Oil Futures Price Curves?

Number of pages: 63 Posted: 20 Sep 2016 Last Revised: 03 Feb 2020
The Institute of Statistical MathematicsResilientML, ESC Rennes School of Business, The Institute of Statistical Mathematics, University of California Santa Barbara and Macquarie University - Department of Actuarial Studies and Business Analytics
Downloads 331 (141,635)
Citation 2

Abstract:

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Crude oil futures, Theory of storage, Theory of normal backwardation, Hedging pressure, Futures Term structure

2.

Machine Learning Mitigants for Speech Based Cyber Risk

Number of pages: 73 Posted: 31 Jul 2020 Last Revised: 25 Aug 2021
UCL, University of California Santa Barbara, Mathematics Department, Université Blaise Pascal and The Institute of Statistical Mathematics
Downloads 118 (358,859)

Abstract:

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Speech Bio-metric Cyber Security, Automatic Speaker Verification, Support Vector Machines, Non-Stationary Feature Extraction, Empirical Mode Decomposition, Cyber Risk Mitigation

3.

A Weighted Spatio-Temporal Model for County Yields

Number of pages: 51 Posted: 07 Sep 2019
The Institute of Statistical MathematicsResilientML, ESC Rennes School of Business, ESC Rennes School of Business, The Institute of Statistical Mathematics and University of California Santa Barbara
Downloads 103 (394,743)

Abstract:

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Crop yields, crop insurance pricing, SARIMA, Gaussian process

4.

Supplementary Material: Which Risk Factors Drive Oil Futures Price Curves?

Number of pages: 18 Posted: 16 Jan 2019
The Institute of Statistical MathematicsResilientML, ESC Rennes School of Business, The Institute of Statistical Mathematics, University of California Santa Barbara and Macquarie University - Department of Actuarial Studies and Business Analytics
Downloads 44 (617,114)

Abstract:

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Crude oil, Short-term factor, Long-term factor, Hybrid Multi-Factor model, Macroeconomical factors, Term structure

5.

A Spatiotemporal Analysis of Participatory Sensing Data 'Tweets' and Extreme Climate Events Toward Real-Time Urban Risk Management

This manuscript was presented in the 14th International Conference on Computers in Urban Planning and Urban Management (CUPUM 2015).
Number of pages: 34 Posted: 05 Jun 2017
University of Tsukuba, University of Tsukuba - Graduate School of Systems and Information Engineering, University of California Santa Barbara and The Institute of Statistical Mathematics
Downloads 40 (639,571)
Citation 1

Abstract:

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heat wave, twitter

6.

Spatiotemporal Analysis of Urban Heatwaves Using Tukey G-and-H Random Field Models

Number of pages: 41 Posted: 08 May 2020
Daisuke Murakami, Gareth Peters and Tomoko Matsui
University of Tsukuba - Graduate School of Systems and Information Engineering, University of California Santa Barbara and The Institute of Statistical Mathematics
Downloads 37 (657,386)

Abstract:

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7.

Spatio-Temporal Generalised Hyperbolic Models with Application to Heatwave Prediction

Number of pages: 22 Posted: 08 Feb 2023
University of Tsukuba - Graduate School of Systems and Information Engineering, University of California Santa Barbara, Institut Mines-Télécom Business School and The Institute of Statistical Mathematics
Downloads 24 (746,278)

Abstract:

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Spatio-temporal model, generalised hyperbolic distribution, heatwave, temperature extremes, mixture Kalman filter, Importance Sampling

8.

Impact of COVID-19 Type Events on the Economy and Climate Under the Stochastic DICE Model

Number of pages: 22 Posted: 02 Nov 2021
Macquarie University - Department of Actuarial Studies and Business Analytics, University of Tsukuba - Graduate School of Systems and Information Engineering, The Institute of Statistical Mathematics and Norwegian University of Science and Technology (NTNU)
Downloads 17 (802,537)

Abstract:

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Dynamic Integrated Climate-Economy model, climate change, optimal con- trol, carbon emission, COVID-19, stochastic DICE model

Other Papers (1)

Total Downloads: 0
1.

Consistently Combining Multi-Factor Stochastic Oil Commodity Models with Observed Exogenous Explanatory Regression Factors: Perspectives from Speculators and Hedgers

Posted: 20 Sep 2016
The Institute of Statistical MathematicsResilientML, University of California Santa Barbara, ESC Rennes School of Business, Macquarie University - Department of Actuarial Studies and Business Analytics and The Institute of Statistical Mathematics

Abstract:

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Crude Oil, Short-Term and Long-Term Factors, Macroeconomical Factors, Risk Premium, Term Structure