معرفی
Kenichiro Tamaki is an Associate Professor at the School of Political Science and Economics, Waseda University. He holds appointments in both the Faculty of Political Science and Economics and the Graduate School of Economics, with additional sub-affiliation in the Faculty of Social Sciences. His research focuses on statistical methods applied to financial time series analysis.
- 2008.04 - Present: Associate Professor, Faculty of Political Science and Economics, Waseda University
- 2005.04 - 2008.03: Research Associate, Faculty of Science and Engineering, Waseda University
Dr. Tamaki earned his Doctor of Science from Waseda University. His research interests center on Statistical Finance and Time Series Analysis, with particular emphasis on developing asymptotic theory for financial applications. His work bridges theoretical statistics with practical financial engineering problems, focusing on non-Gaussian processes, locally stationary time series, and higher-order asymptotic methods.
His publication record shows consistent research focused on applying advanced statistical techniques to financial problems, particularly in option pricing, bond valuation, and time series modeling with non-Gaussian innovations. His work demonstrates progression from foundational time series asymptotics to more applied financial engineering problems while maintaining rigorous statistical methodology.
Dr. Tamaki is an active member of several professional organizations:
- Mathematical Society of Japan
- Japanese Association of Financial Econometrics and Engineering
- Japan Statistical Society
- International Society for Mathematical Sciences
He has led research projects including 'Generalized empirical likelihood for time series' (2013-2017) and 'Bayes approach to time series models' (2007-2009), with his research resulting in 11 publications with 28 citations and an h-index of 4 (Scopus data as of September 2025). Dr. Tamaki teaches graduate courses including Statistical Finance and Research Guidance on Statistical Finance, as well as undergraduate courses in mathematics for economics and advanced econometrics.
