NUS WASEDA Workshop 2023

Date: March 14, 2023 (Tuesday)

Venue: Room I4-01-03, Innovation 4.0 (I4) Building, 3 Research Link, NUS, 117602

Masanobu Taniguchi received the B.S. degree in mathematics and the M.S. and Dr. degrees in mathematical science from Osaka University, Japan, in 1974, 1976 and 1981, respectively. He joined the Department of Mathematics, Hiroshima University, and the Department of Mathematical Science, Osaka University, in 1983 and 1990, respectively. He was a Visiting Professor at the University of Bristol ,UK, in 2000. He is currently a Professor in the Department of Applied Mathematics, Waseda University, Japan. His research interests include time series analysis, mathematical statistics, multivariate analysis, information geometry, signal processing, econometric theory and financial engineering. His main contributions in time series analysis are collected in his book : “Asymptotic Theory of Statistical Inference for Time Series” ( New York : Springer-Verlag, 2000). He received the Ogawa Prize (Japan) in 1989, the Econometric Theory Award (USA) in 2000, the Japan Statistical Society Prize in 2004, and Analysis Award in 2013 (Mathematical Society of Japan), Distinguished Author Award 2020, Journal of Time Series Analysis, 文部科学大臣表彰、科学技術賞 (2022). He is a Fellow of the Institute of Mathematical Statistics (USA, 1987 – ), and acted the Editor of the Journal of the Japan Statistical Society (2006 – 2009). From 2022, he is an Emeritus Professor of Waseda University, Japan.

Cathy W.S. Chen is a distinguished Professor at the Department of Statistics, Feng Chia University, Taiwan. She has made contributions to the areas of Bayesian inference, diagnostics, and model comparison techniques for time series, as well as forecasting. Professor Chen has an internationally recognized record of research and scholarship as is demonstrated by the 124 papers published or accepted for publication in academic journals. She became an Elected Member of the International Statistical Institute (ISI) in 2008. In 2010, She is a fellow of the American Statistical Association, the Royal Statistical Society, and ISBA (the International Society for Bayesian Analysis). She has served as an Editor for Computational Statistics (2021-) and an Associate Editor of a number of prominent journals, including Journal of Business and Economic Statistics (2013-2018), Computational Statistics & Data Analysis (2009-2016), the Australian and New Zealand Journal of Statistics (2008-), PLOS ONE (2014-), Computational Statistics (2008-2020), and Entropy (2020-).

Kou Fujimori received a D.S. degree from Waseda University in March 2019.
He is currently an assistant professor of Department of Economics, Faculty of Economics and Law, Shinshu University. His research interests are statistical inference for stochastic processes, time series analysis, sparse estimation and high-dimensional statistics.

Yuichi Goto received a D.S. degree from Waseda University in March 2021.
He is currently an assistant professor in Department of Mathematical Sciences,
Faculty of Mathematics, Kyushu University, 744 Motooka, Nishi-ku, Fukuoka, Japan. His research interests include time series analysis, especially, binary series and spectral density. He is a member of the Japan Mathematical Society of Japan and Japan Statistical Society.

Wei Li is currently Research Fellow at the Institute of Operations Research and Analytics, National University of Singapore. He received his Ph.D. degree in computational finance from Norwegian University of Science and Technology, master’s degrees in both financial forecasting and investment and financial computing from University of Glasgow and Queen Mary University of London, respectively. His research focuses on eXplainable AI, data science and energy analytics, with papers published in Quantitative Finance, Energy, and Journal of Commodity Market, etc.

Zhenhua Lin is currently Presidential Young Professor in Department of Statistics and Data Science, National University of Singapore. He received his Ph.D. degree in statistics from University of Toronto, master’s degrees in both statistics and computing science from Simon Fraser University, and bachelor’s degree in computer science from Fudan University. His research primarily focuses on non-Euclidean, high-dimensional and functional data analysis, with papers published in The Annals of Statistics, Journal of the American Statistical Association, Biometrika, Journal of the Royal Statistical Society (Series B), Biometrics, Journal of Computational and Graphical Statistics, etc.

Guangming Pan is currently a Professor in the School of Physical and Mathematical Sciences since 2008. He received his Ph.D. degree from University of Science and Technology of China. His research interests include random matrices theory, multivariate analysis and applications of probablity. He has published a couple of top quality international journal papers.

Xiaofei Xu is currently an assistant professor in the Department of Probability and Statistics at Wuhan University since June 2022. Before that, she was an assistant professor at Research Institute for Science and Engineering, Waseda University from Jan 2021, and was research fellow in RMI at NUS from June 2020 to Dec 2020. Her main research interests include functional data analysis, count time series analysis, forecasting, and spectral density. 

Yujie Xue is a junior researcher at Waseda University. She mainly focuses on researches in frequency domain for stationary time series, like the estimation of spectral density, variable selection problem with long memory disturbances.

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Organizing Committee:

• Masanobu Taniguchi (Organiser, Waseda University)

• Ying Chen (Organiser, National University of Singapore)
• Wei Li (Coordinator, National University of Singapore)

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Organized By: