Yuta Koike

Yuta Koike is an Associate Professor at the Graduate School of Mathematical Sciences, University of Tokyo. His research focuses on statistical inference for stochastic processes, particularly in high-frequency financial data and high-dimensional statistics. He has contributed to covariance estimation under non-synchronous observations, microstructure noise, and jumps, and recently explores lead-lag relationships between stochastic processes.

• Research Interests: Stochastic processes, high-dimensional statistics, financial econometrics, high-frequency data, probability theory.
• Awards:
  • The 32nd JSS Ogawa Award
  • The 1st ISI Tokyo Memorial Award
• Editorial Roles: Associate Editor for Asia-Pacific Financial Markets (2019–present), Bernoulli (2025–present), and Japanese Journal of Statistics and Data Science (2023–present).
• Teaching: Courses in statistical analysis, econometrics, and probability theory at the University of Tokyo, Seijo University, and Tokyo Metropolitan University.

His publications span journals like Annals of Statistics, Stochastic Processes and their Applications, and Journal of Theoretical Probability. He actively presents at international conferences, including the Joint Statistical Meetings and SPA Conference.