CV

Biography

Please find my full CV here

I hold a Ph.D. in International Economics from the National Graduate Institute for Policy Studies (GRIPS) in Tokyo, Japan, where I also earned a Master’s in Public Finance in 2015 under a World Bank Scholarship. Currently, I currently hold academic and research appointments at Sophia University, the Credit Risk Database Association (CRD), Keio University School of Medicine and the National Graduate Institute for Policy Studies.

My research to date has focused on Bayesian econometrics and time series analysis, with emphasis on stochastic volatility modelling and high dimensional time series methods. I have contributed novel methods for deriving closed-form likelihood expressions for inverse gamma stochastic volatility models within nonlinear, non-Gaussian state space frameworks, with applications to financial econometrics, macroeconomic forecasting, and policy analysis. My current and future research interests are in applied quantitative research and deriving hybrid machine learning and stochastic volatility approaches for forecasting and risk measurement. I am interested in applications to financial markets, credit risk and climate risk.