Tomoko Matsui

Independent

SCHOLARLY PAPERS

6

DOWNLOADS

541

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

Which Risk Factors Drive Oil Futures Price Curves?

Number of pages: 63 Posted: 20 Sep 2016 Last Revised: 03 Feb 2020
ResilientML, ESC Rennes School of Business, Independent, University of California Santa Barbara and Macquarie University - Department of Actuarial Studies and Business Analytics
Downloads 283 (134,955)
Citation 1

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 Independent
Downloads 111 (304,019)

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
ResilientML, ESC Rennes School of Business, ESC Rennes School of Business, Independent and University of California Santa Barbara
Downloads 59 (440,781)

Abstract:

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Crop yields, crop insurance pricing, SARIMA, Gaussian process

4.

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 Independent
Downloads 34 (549,238)
Citation 1

Abstract:

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heat wave, twitter

5.

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

Number of pages: 18 Posted: 16 Jan 2019
ResilientML, ESC Rennes School of Business, Independent, University of California Santa Barbara and Macquarie University - Department of Actuarial Studies and Business Analytics
Downloads 31 (565,474)

Abstract:

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

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 Independent
Downloads 23 (615,809)

Abstract:

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