Tomoko Matsui

Independent

No Address Available

SCHOLARLY PAPERS

4

DOWNLOADS

263

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Which Risk Factors Drive Oil Futures Price Curves?

Number of pages: 45 Posted: 20 Sep 2016 Last Revised: 16 Jan 2019
The Institute of Statistical Mathematics, ESC Rennes School of Business, Independent, Department of Actuarial Mathematics and Statistics, Heriot-Watt University and Macquarie University
Downloads 197 (155,180)

Abstract:

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

2.

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, Department of Actuarial Mathematics and Statistics, Heriot-Watt University and Independent
Downloads 33 (456,978)

Abstract:

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heat wave, twitter

3.

A Weighted Spatio-Temporal Model for County Yields

Number of pages: 51 Posted: 07 Sep 2019
The Institute of Statistical Mathematics, ESC Rennes School of Business, ESC Rennes School of Business, Independent and Department of Actuarial Mathematics and Statistics, Heriot-Watt University
Downloads 19 (531,967)

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: 21 Posted: 16 Jan 2019
The Institute of Statistical Mathematics, ESC Rennes School of Business, Independent, Department of Actuarial Mathematics and Statistics, Heriot-Watt University and Macquarie University
Downloads 14 (561,755)

Abstract:

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