International Conference on Statistical Analysis of Large Scale High Dimensional Socio-Economics Data
Information
Date
November 6, 2014 – November 7, 2014
Venue
Large Conference Room, 11F, Graduate School of Education, Kawauchi South Campus, Tohoku University
27–1 Kawauchi, Aoba–ku, Sendai, 980–8576, JAPAN
[Access] Building 25 in the map
Invited Researchers
- Takeaki Kariya (Meiji University)
- Yoshinori Kawasaki (The Institute of Statistical Mathematics)
- Atsuyuki Kogure (Keio University)
- Greg Allenby (Ohio State University)
- Michael Trusov (University of Maryland)
- George Tiao (University of Chicago)
- Tomoyuki Higuchi (The Institute of Statistical Mathematics)
- Dominique M. Hanssens (UCLA)
- Jaehwan Kim (Korea University)
- Yusuke Kumagae (NTT Corporation)
- Piotr Fryzlewicz (LSE)
- Daniel Nordman (Iowa State University)
- Yoshihiro Yajima (University of Tokyo)
Time Schedule
- Thu. November 6, 2014
- 10:15 – 10:30
- Opening Address
- Nobuhiko Terui (Tohoku University)
- 10:30 – 11:00
- An Efficiency of a GLSE in Regression Model with AR Errors and Its Application to Kariya’s Bond Pricing Model
- Takeaki Kariya (Meiji University)
- 11:00 – 11:30
- Time Series Residual Momentum and Momentum Crash
- Hongwei Chuang (Tohoku University)
- 11:30 – 12:00
- Predictive Modeling in Socio–Economic Data Using Smooth–Thresholding
- Yoshinori Kawasaki (The Institute of Statistical Mathematics)
- 13:30 – 14:00
- A Bayesian Approach to Longevity Derivative Pricing under Stochastic Intertest Rates with a Two–Factor Lee–Carter Model
- Atsuyuki Kogure (Keio University)
- 14:00 – 14: 30
- R–Estimators for Generalized Lehmann’s Alternative Models When Observations are a Weakly Dependent Sequence: The Cases of Residuals in a Linear Regression
- Ryozo Miura (Tohoku University)
- 14:45 – 15:15
- Latent Topic Modeling of Consumer Reviews: Linking Text Evaluations to Customer Satisfaction and Brands
- Greg Allenby (Ohio State University)
- 15:15 – 15:45
- A Direct Utility Model for Economics of Scope
- Jaehwan Kim (Korea University)
- 16:00 – 16:50
- Panel Data Analysis, Bayesian Approach and Forecasting
- George Tiao (University of Chicago)
- 17:00 – 17:50
- Big data and Personalization technology: Imputation, Linkage, and Stream Computing
- Tomoyuki Higuchi (The Institute of Statistical Mathematics)
- 18:00
- Reception@Cafe REPOS
- Fri. November 7, 2014
- 10:00 – – 10:30
- Perfomance Growth and Vigilant Marketing Spending
- Dominique M. Hanssens (UCLA)
- 10:30 – 11:00
- Crumbs of The Cookie: User Profiling in Customer–Base Analysis and Behavioral Targeting
- Michael Trusov (University of Maryland)
- 11:15 – 11:45
- View and Purchase: Purchase Behavior Analysis via Topic Model
- Yusuke Kumagae (NTT Corporation)
- 11:45 – 12:15
- A Dynamic Marketing Model Based on Topic Modeling for Large–Scale Customer Data
- Tsukasa Ishigaki (Tohoku University)
- 13:30 – 14:00
- The Use of Randomness in Time Series Analysis
- Piotr Fryzlewicz (LSE)
- 14:00 – 14:30
- A Frequency Domain Empirical Likelihood for Irregularly Spaced Dependent Data
- Daniel Nordman (Iowa State University)
- 14:45 – 15:15
- On Statistical Testing for Spatio–Temporal Stationary Random Fields
- Yoshihiro Yajima (University of Tokyo)
- 15:15 – 15:45
- Wavelet Analysis of Land Price Data in Tokyo
- Yasumasa Matsuda (Tohoku University)
- 15:45 – 16:00
- Concluding Address
- Yasumasa Matsuda (Tohoku University)
Poster
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