Research Director

Teppei Ogihara

School of Statistical Thinking, Research Organization of Information and Systems The Institute of Statistical Mathematics
Assistant Professor
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Outline

Recently, it is getting easier to obtain high-frequency financial data, that is, all trade records in intra-day security markets. Studying such data is a challenging issue because of its complicated structure in addition to enormous information content. In this study, we will establish a new statistical approach that enables us to study high-frequency financial data, by combining machine learning theory and the theory of stochastic processes.